Modelling directional hedge funds-mean, variance and correlation with tracker funds
Emmanuel Acar
| Year of publication: |
2003
|
|---|---|
| Authors: | Acar, Emmanuel |
| Published in: |
Advances in portfolio construction and implementation. - Amsterdam [u.a.] : Butterworth-Heinemann, ISBN 0-7506-5448-1. - 2003, p. 193-214
|
| Subject: | Hedging | Theorie | Theory | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001771113