Replicating Hedge Fund Indices with Optimization Heuristics
Year of publication: |
2010
|
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Authors: | Gilli, Manfred |
Other Persons: | Schumann, Enrico (contributor) ; Cabej, Gerda (contributor) ; Lula, Jonela (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | Hedgefonds | Hedge fund | Heuristik | Heuristics | Theorie | Theory | Portfolio-Management | Portfolio selection | Index | Index number |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1601708 [DOI] |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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