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subject:"Portfolio-Management"
~isPartOf:"The journal of alternative investments"
~person:"Blitz, David"
~person:"Hitaj, Asmerilda"
~subject:"Hedge fund"
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Blitz, David
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The journal of alternative investments
Advances in financial risk management : corporates, intermediaries and portfolios
1
Computational Management Science : CMS
1
International review of financial analysis
1
Review of financial economics : RFE
1
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ECONIS (ZBW)
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Are hedge funds on the other side of the low-volatility trade?
Blitz, David
- In:
The journal of alternative investments
21
(
2018
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10011912935
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2
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
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