Hedge fund portfolio construction : a comparison of static and dynamic approaches
Daniel Giamouridis, Ionnis D. Vrontos
| Year of publication: |
2007
|
|---|---|
| Authors: | Giamouridis, Daniel ; Vrontos, Ionnis D. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 1, p. 199-217
|
| Subject: | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Theorie | Theory | Hedgefonds | Hedge fund | Risikomaß | Risk measure |
| 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/10003403194