Building a risk measurement framework for hedge funds and funds of funds
Year of publication: |
2004 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Goodworth, T. R. J. (contributor) ; Jones, C. M. (contributor) |
Institutions: | Judge Institute of Management Studies (contributor) |
Publisher: |
Cambridge : Judge Institute of Management |
Subject: | Hedging | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation |
-
On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej, (1999)
-
Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša, (2003)
-
Investors' perspective on portfolio insurance
Gaspar, Raquel M., (2023)
- More ...
-
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds
Goodworth, T. R. J., (2007)
-
Factor based, non-parametric risk measurement framework for hedge funds and fund-of-funds
Goodworth, T. R. J., (2007)
-
Culture and management in China
Child, John, (2003)
- More ...