Title of article :
Hedge fund portfolio construction: A comparison of static and dynamic approaches
Author/Authors :
Daniel Giamouridis، نويسنده , , Ioannis D. Vrontos، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
19
From page :
199
To page :
217
Keywords :
Hedge fund portfolios , Dynamic covariances/correlations , Multivariate GARCH , Regime switching , CVaR
Journal title :
Journal of Banking and Finance
Serial Year :
2007
Journal title :
Journal of Banking and Finance
Record number :
193979
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193979
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