Pages that link to "Item:Q4555692"
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The following pages link to Hedge Fund Replication: A Model Combination Approach (Q4555692):
Displaying 6 items.
- A note on statistical models for individual hedge fund returns (Q1028542) (← links)
- Tracking hedge funds returns using sparse clones (Q1621921) (← links)
- Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication (Q2871408) (← links)
- Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach (Q5133548) (← links)
- Covariance estimation and algorithm implementation of hedge fund distributional-replicating approach (Q5195719) (← links)
- Index tracking with utility enhanced weighting (Q5212067) (← links)