Dynamic hedge fund portfolio construction
Year of publication: |
2010
|
---|---|
Authors: | Harris, Richard D. F. ; Mazibas, Murat |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 5, p. 351-357
|
Subject: | Hedge fund returns | Funds of funds | Multivariate conditional volatility | Portfolio optimisation | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Volatilität | Volatility | Investmentfonds | Investment Fund | ARCH-Modell | ARCH model | Hedging | Schätzung | Estimation |
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