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Das Gutachten behandelt steuerliche Aspekte der Aktivitäten von Private-Equity-Fonds und Hedge-Fonds. Welche …
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We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications, typically, there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to...
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