Improving performance for long-term investors : wide diversification, leverage, and overlay strategies
Year of publication: |
2009
|
---|---|
Authors: | Mulvey, John M. ; Ural, Cenk ; Zhang, Zhuojuan |
Published in: |
Quantitative fund management. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4200-8191-6. - 2009, p. 107-128
|
Subject: | Hedgefonds | Hedge fund | Private Equity | Private equity | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Anlageberatung | Financial advisors |
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