Trend-following hedge funds and multi-period asset allocation (Q4646797)
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scientific article; zbMATH DE number 7001540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trend-following hedge funds and multi-period asset allocation |
scientific article; zbMATH DE number 7001540 |
Statements
Trend-following hedge funds and multi-period asset allocation (English)
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14 January 2019
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hedge funds
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risk-adjusted returns
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multi-period dynamic portfolio model
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