Dynamic hedge fund portfolio construction : exponentially weighted returns approach
Year of publication: |
2022
|
---|---|
Authors: | Kuang, Wei |
Published in: |
The journal of alternative investments : JAI. - New York, NY : Institutional Investor, ISSN 1520-3255, ZDB-ID 2048686-8. - Vol. 24.2022, 4, p. 123-139
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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