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. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 2, p. 503-518
|
| Publisher: |
Elsevier |