Factor-Based Hedge Fund Replication with Risk Constraints

Richard D. F. Harris, Murat Mazibas

    Research output: Chapter in Book/Report/Conference proceedingChapter in a book

    Original languageUndefined/Unknown
    Title of host publicationHedge Fund Replication
    PublisherSpringer
    Pages30-47
    Number of pages18
    Publication statusPublished - 2012

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