Hedge fund replication : a model combination approach
Michael S. O'Doherty, N. E. Savin, and Ashish Tiwari
| Year of publication: |
July 2017
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|---|---|
| Authors: | O'Doherty, Michael ; Savin, N. Eugene ; Tiwari, Ashish |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 4, p. 1767-1804
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| Subject: | Hedge Funds | Model Pooling | Model Combination | Hedge Fund Replication | Log Score | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfw037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011804356