Hedge fund portfolio construction : a comparison of static and dynamic approaches
Year of publication: |
2007
|
---|---|
Authors: | Giamouridis, Daniel ; Vrontos, Ionnis D. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 1, p. 199-217
|
Subject: | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Theorie | Theory | Hedgefonds | Hedge fund | Risikomaß | Risk measure |
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