A new hedge fund replication method with the dynamic optimal portfolio
Year of publication: |
2010
|
---|---|
Authors: | Takahashi, Akihiko ; Yamamoto, Kyo |
Published in: |
Global journal of business research : GJBR. - Hilo, Hawaii : IBFR, ISSN 1931-0277, ZDB-ID 2536575-7. - Vol. 4.2010, 4, p. 23-34
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Theorie | Theory |
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