Pages that link to "Item:Q5195719"
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The following pages link to Covariance estimation and algorithm implementation of hedge fund distributional-replicating approach (Q5195719):
Displaying 3 items.
- The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324) (← 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)