Optimal hedge fund style allocation under higher moments
Jean-François Bacmann; Sébastien Pache
| Year of publication: |
2004
|
|---|---|
| Authors: | Bacmann, Jean-François ; Pache, Sébastien |
| Published in: |
Intelligent hedge fund investing. - London : Risk Books, ISBN 1-904339-22-0. - 2004, p. 393-421
|
| Subject: | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Theorie | Theory | Hedging | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003286940