Title of article
Hedge fund portfolio construction: A comparison of static and dynamic approaches
Author/Authors
Daniel Giamouridis، نويسنده , , Ioannis D. Vrontos، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
19
From page
199
To page
217
Keywords
Hedge fund portfolios , Dynamic covariances/correlations , Multivariate GARCH , Regime switching , CVaR
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
193979
Link To Document