Optimal hedge fund portfolios under liquidation risk
Year of publication: |
2011
|
---|---|
Authors: | Brandon, R. Gibson ; Gyger, S. |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2011, 1, p. 53-67
|
Publisher: |
Taylor & Francis Journals |
Subject: | Hedge funds | Portfolio management | Portfolio optimization | Genetic algorithms | Liquidation risk |
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