Hedging and constructing portfolios of active strategies : strategy time horizon and estimation errors
Alexander Rudin and William M. Marr
| Year of publication: |
2018
|
|---|---|
| Authors: | Rudin, Alexander ; Marr, William M. |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 21.2018, 1, p. 39-47
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Korrelation | Correlation | Statistischer Fehler | Statistical error | Prognoseverfahren | Forecasting model |
| 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/10011912938