Dynamic hedge fund portfolio construction: A semi-parametric approach

Research output: Contribution to journal › Article (Academic Journal) › peer-review

Original language	Undefined/Unknown
Pages (from-to)	139-149
Number of pages	11
Journal	Journal of Banking and Finance
Volume	37
Issue number	1
Publication status	Published - 2013

Cite this

@article{920c2e3274a84952b92e63415c56b450,

title = "Dynamic hedge fund portfolio construction: A semi-parametric approach",

author = "Harris, {Richard D. F.} and Murat Mazibas",

year = "2013",

language = "Undefined/Unknown",

volume = "37",

pages = "139--149",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "1",

}