Hedge fund portfolio allocation with higher moments and MVG models
Asmerilda Hitaj and Lorenzo Mercuri
| Year of publication: |
2013
|
|---|---|
| Authors: | Hitaj, Asmerilda ; Mercuri, Lorenzo |
| Published in: |
Advances in financial risk management : corporates, intermediaries and portfolios. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-137-02508-5. - 2013, p. 331-346
|
| Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Allokation | Allocation | Hedging |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010213046