Efficient fund of hedge funds construction under downside risk measures
Year of publication: |
2006
|
---|---|
Authors: | Morton, David P. ; Popova, Elmira ; Popova, Ivilina |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 2, p. 503-518
|
Subject: | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation | Hedgefonds | Hedge fund |
-
Factor based, non-parametric risk measurement framework for hedge funds and fund-of-funds
Goodworth, T. R. J., (2007)
-
Dynamic hedge fund portfolio construction : a semi-parametric approach
Harris, Richard D. F., (2013)
-
Building a Risk Measurement Framework for Hedge Funds and Funds of Funds
Goodworth, Toby R.J., (2005)
- More ...
-
Efficient fund of hedge funds construction under downside risk measures
Morton, David P., (2006)
-
Efficient fund of hedge funds construction under downside risk measures
Morton, David P., (2006)
-
Prioritizing project selection
Koc̜, Ali, (2009)
- More ...