Hedging and constructing portfolios of active strategies : strategy time horizon and estimation errors
Year of publication: |
2018
|
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Authors: | Rudin, Alexander ; Marr, William M. |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 21.2018, 1, p. 39-47
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | Korrelation | Correlation | Statistischer Fehler | Statistical error | Prognoseverfahren | Forecasting model |
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