A mean-Gini approach to asset allocation involving hedge funds
C. Sherman Cheung, Clarence C. Y. Kwan and Peter C. Miu
| Year of publication: |
2008
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|---|---|
| Authors: | Cheung, C. Sherman ; Kwan, Clarence C. Y. ; Miu, Peter C. |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 24.2008, p. 197-212
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| Subject: | mean-variance | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Maßzahl | Statistical measures | Derivat | Derivative | USA | United States | 1990-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003752961