Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds
Juliane Proelss; Denis Schweizer
| Year of publication: |
2014
|
|---|---|
| Authors: | Proelss, Juliane ; Schweizer, Denis |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 1, p. 1-28
|
| Subject: | Polynomial goal programming | Fund of hedge funds | Higher moments | Investor preferences | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Institutioneller Investor | Institutional investor | Anlageverhalten | Behavioural finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010249662