Hedge funds and portfolio optimization a game of its own?

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Veröffentlicht in:Hedge funds
1. Verfasser: Berenyi, Zsolt (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2005
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Titel Jahr Verfasser
Maximum drawdown distributions with volatility persistence 2005 Wilkens, Kathryn
Performance in the hedge fund industry : an analysis of short- and long-term persistence 2005 Gyger, Sébastien
Does extreme risk affect the fund of hedge funds composition? 2005 Favre, Laurent
Skewing your diversification 2005 Shore, Mark S.
Hedge funds and the stale pricing issue 2005 Gaber, Mohamed
Designing a long-term wealth maximization strategy for hedge fund managers 2005 Black, Keith H.
Profiles of hedge fund indexes against conventional asset style indexes 2005 Feldman, Barry
A literature review of hedge fund performance studies 2005 Rouah, Fabrice
Investing in hedge funds through multimanager vehicles 2005 Jones, Meredith A.
Investing in hedge funds : risks, returns, and performance measurement 2005
Efficiency of funds of hedge funds : a data envelopment analysis approach 2005 Gregoriou, Greg N.
Alternative RAPMs for alternative investments 2005 Sharma, Milind
A hedge fund investor's guide to understanding managed futures 2005 Till, Hilary F.
Investable equity long/short hedge funds : properties and behavior 2005 Leung, Edward
Hedge funds and portfolio optimization : a game of its own? 2005 Berenyi, Zsolt
Structured products on fund of fund underlyings 2005 Johansen, Jens
Funds of hedge funds versus portfolios of hedge funds : a comparative analysis 2005 Capocci, Daniel
Analyzing style drift in hedge funds 2005 Posthuma, Nolke
Hedge fund allocation under higher moments and illiquidity 2005 Hagelin, Niclas
Hedge fund index tracking 2005 Alexander, Caol
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