HEDGE FUNDS - OPTIMAL HEDGE FUND ALLOCATION WITH IMPROVED ESTIMATES FOR COSKEWNESS AND COKURTOSIS PARAMETERS
| Year of publication: |
2012
|
|---|---|
| Authors: | Hitaj, Asmerilda ; Martellini, Lionel ; Zambruno, Giovanni |
| Published in: |
The journal of alternative investments. - New York, NY : Institutional Investor, ISSN 1520-3255, ZDB-ID 2049760X. - Vol. 14.2012, 3, p. 6-17
|