Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Year of publication: |
2008
|
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Authors: | Stein, Michael ; Füss, Roland ; Drobetz, Wolfgang |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 18.2008/09, 4, p. 78-91
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Anleihe | Bond | Kapitaleinkommen | Capital income | Derivat | Derivative | Welt | World | Hedging |
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