Hedge fund allocation under higher moments and illiquidity
Year of publication: |
2005
|
---|---|
Authors: | Hagelin, Niclas ; Pramborg, Bengt ; Stenberg, Fredrik |
Published in: |
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation. - Hoboken : John Wiley, ISBN 0-471-73743-7. - 2005, p. 105-128
|
Subject: | Theorie | Theory | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Hedging |
-
A spectral model of turnover reduction
Kakushadze, Zura, (2015)
-
Optimal hedge fund style allocation under higher moments
Bacmann, Jean-François, (2004)
-
A note on statistical models for individual hedge fund returns
Miura, Ryozo, (2009)
- More ...
-
Hagelin, Niclas, (2006)
-
Hedge Fund Allocation Under Higher Moments and Illiquidity
Hagelin, Niclas, (2005)
-
Family ownership, dual-class shares, and risk management
Hagelin, Niclas, (2006)
- More ...