Search Results - "Mean-variance"

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  1. 1
    Evaluation of Hedge Fund Performance

    Evaluation of Hedge Fund Performance by Zhang, Qi

    Published 2007
    Subjects: Get full text
  2. 2
    International portfolio optimisation with integrated currency overlay costs and constraints

    International portfolio optimisation with integrated currency overlay costs and constraints by Chatsanga, Nonthachote, Parkes, Andrew J.

    Published 2017
    Subjects: “…Mean-variance optimisation; Currency overlay; Foreign exchange forward contracts…”
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  3. 3
    Evaluation of Hedege Fund Performance

    Evaluation of Hedege Fund Performance by Zhang, Qi

    Published 2007
    Subjects: Get full text
  4. 4
    On the performance of the minimum VaR portfolio

    On the performance of the minimum VaR portfolio by Durand, Robert, Gould, John, Maller, R.

    Published 2010
    Subjects: Get full text
  5. 5
    Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations

    Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations by Dokuchaev, Nikolai

    Published 2010
    Subjects: Get full text
  6. 6
    Portfolio optimisation with Equally-weighted risk contributions strategy

    Portfolio optimisation with Equally-weighted risk contributions strategy by Kladnik, Tina

    Published 2009
    Subjects: Get full text

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