Optimal hedge fund style allocation under higher moments
Year of publication: |
2004
|
---|---|
Authors: | Bacmann, Jean-François ; Pache, Sébastien |
Published in: |
Intelligent hedge fund investing. - London : Risk Books, ISBN 1-904339-22-0. - 2004, p. 393-421
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Hedging | Kapitaleinkommen | Capital income |
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