Hedge fund replication: a model combination approach (Q4555692)
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scientific article; zbMATH DE number 6981972
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedge fund replication: a model combination approach |
scientific article; zbMATH DE number 6981972 |
Statements
Hedge Fund Replication: A Model Combination Approach (English)
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20 November 2018
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hedge funds
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model pooling
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model combination
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hedge fund replication
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log score
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portfolio allocation
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0.7730239033699036
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0.7472513318061829
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0.740318238735199
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0.7165338397026062
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0.7109116315841675
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