Hedge Fund Allocation with Survival Uncertainty and Investment Constraints
Year of publication: |
[2002]
|
---|---|
Authors: | Bares, Pierre-Antoine |
Other Persons: | Gibson, Rajna (contributor) ; Gyger, Sébastien (contributor) |
Publisher: |
[2002]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (50 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2002 erstellt |
Other identifiers: | 10.2139/ssrn.297859 [DOI] |
Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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