A new hedge fund replication method with the dynamic optimal portfolio
Akihiko Takahashi; Kyo Yamamoto
| Year of publication: |
2010
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|---|---|
| Authors: | Takahashi, Akihiko ; Yamamoto, Kyo |
| Published in: |
Global journal of business research : GJBR. - Hilo, Hawaii : IBFR, ISSN 1931-0277, ZDB-ID 25365757. - Vol. 4.2010, 4, p. 23-34
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009897308