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~person:"Hitaj, Asmerilda"
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Hitaj, Asmerilda
Martellini, Lionel
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The journal of alternative investments
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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:
2
HEDGE FUNDS - 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
(
2012
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009825635
Saved in:
3
HEDGE FUNDS - 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
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009824355
Saved in:
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