Frictional costs of diversifications : how many CTAs make a diversified portfolio?
Year of publication: |
2013
|
---|---|
Authors: | Scherer, Bernd |
Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 2, p. 86-98
|
Subject: | CTAs | diversification | frictional costs of diversification | hedge fund allocation | state price deflator | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund |
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