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HEDGE FUNDS - 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) 3, pp. 6-17
Persistent link: https://www.econbiz.de/10009824355
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HEDGE FUNDS - 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 (2012) 3, pp. 6-17
Persistent link: https://www.econbiz.de/10009825635
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Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
Consigli, Giorgio - In: Journal of banking & finance 26 (2002) 7, pp. 1355-1382
Persistent link: https://www.econbiz.de/10005889435
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Scenarios for Multistage Stochastic Programs
Dupacová, Jitka; Consigli, Giorgio; Wallace, Stein W. - 2000
Persistent link: https://www.econbiz.de/10008217293
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INTERNATIONAL EQUITY MANAGEMENT - THE PREDICTIVE ABILITY OF THE BOND-STOCK EARNINGS YIELD DIFFERENTIAL MODEL
Berge, Klaus; Consigli, Giorgio; Ziemba, William T. - In: The journal of portfolio management : a publication of … 34 (2008) 3, pp. 63-80
Persistent link: https://www.econbiz.de/10008051299