Dynamic hedge fund portfolio construction
Richard D. F. Harris; Murat Mazibas
| Year of publication: |
2010
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|---|---|
| Authors: | Harris, Richard D. F. ; Mazibas, Murat |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 5, p. 351-357
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| Subject: | Hedge fund returns | Funds of funds | Multivariate conditional volatility | Portfolio optimisation | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns |
| 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/10009272647