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subject:"Portfolio-Management"
~isPartOf:"The journal of alternative investments"
~person:"Blitz, David"
~person:"Hitaj, Asmerilda"
~person:"Shawky, Hany A."
~subject:"Hedge fund"
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Portfolio-Management
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Blitz, David
Hitaj, Asmerilda
Shawky, Hany A.
Schneeweis, Thomas
4
Szado, Edward
4
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3
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3
Martellini, Lionel
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The journal of alternative investments
Research in finance
2
Advances in financial risk management : corporates, intermediaries and portfolios
1
Computational Management Science : CMS
1
European financial management : the journal of the European Financial Management Association
1
International review of financial analysis
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Journal of banking & finance
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Review of financial economics : RFE
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ECONIS (ZBW)
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Are hedge funds on the other side of the low-volatility trade?
Blitz, David
- In:
The journal of alternative investments
21
(
2018
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10011912935
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2
Liquidity risk and economies of scale in funds of hedge funds
Shawky, Hany A.
;
Wang, Ying
- In:
The journal of alternative investments
17
(
2014/15
)
2
,
pp. 51-67
Persistent link: https://www.econbiz.de/10010467228
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3
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
Saved in:
4
Diversification strategies and the performance of funds of hedge funds
Dai, Na
;
Shawky, Hany A.
- In:
The journal of alternative investments
15
(
2012/13
)
2
,
pp. 75-85
Persistent link: https://www.econbiz.de/10009659190
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