Trend-following hedge funds and multi-period asset allocation

Quantitative Finance

Volumn 2, Issue 5, 2002, Pages 354-361

  Darius, Dries ^a   Ilhan, Aytac ^a   Mulvey, John ^a   Simsek, Koray D ^a   Sircar, Ronnie ^a  

^a Princeton University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85020764486     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/5/304     Document Type: Article

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