Narrow search
Showing 1 - 2 of 2
Cover Image
On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
Cover Image
L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica
Piluso, Fabio; Amerise, Ilaria Lucrezia - Volkswirtschaftliche Fakultät, … - 2011
out the various strategies used by the different managers as well as study the patterns of risk-return during periods of … analysis clearly shows that the cluster analysis has helped us to identify hedge fund manager’s allocation strategies that are …
Persistent link: https://www.econbiz.de/10008805872