مرکز منطقه ای اطلاع رساني علوم و فناوري - Efficient fund of hedge funds construction under downside risk measures

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 :

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 :