“Asset Allocation with Hedge Funds on the Menu,” Phelim Boyle and Sun Siang Liew, October 2007

DOI10.1080/10920277.2008.10597514zbMath1481.91199OpenAlexW2102047635MaRDI QIDQ5022538

Tak Kuen Siu

Publication date: 19 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597514

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Threshold models in non-linear time series analysis
• Is mean-variance analysis applicable to hedge funds?
• Chaos: A statistical perspective

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