Trend-following hedge funds and multi-period asset allocation
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Publication:4646797
DOI10.1088/1469-7688/2/5/304zbMath1405.91544MaRDI QIDQ4646797
John M. Mulvey, Dries Darius, Aytaç İlhan, Ronnie Sircar, Koray D. Simsek
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/2/5/304
91G10: Portfolio theory
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