Statistics
Publications
5
Citations
560
H-Index
5
Active since
2002
Affiliations
Union Bank of Switzerland(Current)
Laurent Favre is an author at Union Bank of Switzerland specializing in financial economics, hedge funds, and finance.
Publications per year
2002–2005
5
5
How to Price Hedge Funds: From Two- to Four-Moment CAPM
Angelo Ranaldo, Laurent Favre · SSRN Electronic Journal · 2005 · 52 citations · Full text
1–5 of 5