Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication (Q2871408)
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scientific article; zbMATH DE number 6249298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication |
scientific article; zbMATH DE number 6249298 |
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Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication (English)
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23 January 2014
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alternative investments
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investment strategy
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portfolio optimization
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hedge funds
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