Trend-following hedge funds and multi-period asset allocation (Q4646797)
From MaRDI portal
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)
0 references
14 January 2019
0 references
hedge funds
0 references
risk-adjusted returns
0 references
multi-period dynamic portfolio model
0 references