Dynamic hedge fund portfolio construction : a semi-parametric approach
Richard D. F. Harris; Murat Mazibas
| Year of publication: |
2013
|
|---|---|
| Authors: | Harris, Richard D. F. ; Mazibas, Murat |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 1, p. 139-149
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| Subject: | Funds of hedge funds | Portfolio optimization | Copula | Extreme value theory | Monte Carlo simulation | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Monte-Carlo-Simulation | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Investmentfonds | Investment Fund | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009675549