Fund of hedge funds portfolio selection: A robust non-parametric multi-moment approach

The Recent Trend of Hedge Fund Strategies

Volumn , Issue , 2010, Pages 21-56

  Jurczenko, Emmanuel ^a   Yanou, Ghislain ^b  

^a ESCP EUROPE   (France)

^b UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

Author keywords

Efficient frontier; Shortage function; TL cokurtosis; TL coskewness; TL moments

Indexed keywords

EID: 78650916055     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter

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