Title of article
Efficient fund of hedge funds construction under downside risk measures
Author/Authors
David P. Morton، نويسنده , , Elmira Popova، نويسنده , , Ivilina Popova، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
16
From page
503
To page
518
Keywords
portfolio choice , Expected regret , Fund of funds , Hedge funds , Portfolio optimization , MonteCarlo simulation
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193832
Link To Document