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Portfolio optimisation for a Fund of Hedge Funds (“FoHF”) has to address the asymmetric, non-Gaussian nature of the underlying returns distributions. Furthermore, the objective functions and constraints are not necessarily convex or even smooth. Therefore traditional portfolio optimisation...
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economy. The efficient allocation of scarce R&D resources is therefore one of the central challenges for each company. This is … especially true for the allocation of human resources and budgets on R&D projects. But, how could and should scarce resources be … the resource allocation via internal markets. Previous studies have mainly been concerned with hierarchical forms of R …
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