Dynamic Hedge Fund Portfolio Construction

SSRN Electronic Journal ◽

10.2139/ssrn.1538156 ◽

2009 ◽

Author(s):

Richard D. F. Harris ◽

Murat Mazibas

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Fund Portfolio

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Strategic Hedge Fund of Fund Portfolio Construction

SSRN Electronic Journal ◽

10.2139/ssrn.1267030 ◽

2002 ◽

Cited By ~ 1

Author(s):

Mohsen Mazaheri

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Fund Portfolio

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Dynamic Hedge Fund Portfolio Construction: A Semi-Parametric Approach

CFA Digest ◽

10.2469/dig.v43.n1.45 ◽

2013 ◽

Vol 43 (1) ◽

pp. 70-72

Author(s):

Marc L. Ross

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Parametric Approach ◽

Fund Portfolio

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Investor Views, Drawdown-Based Risk Parity, and Hedge Fund Portfolio Construction

The Journal of Alternative Investments ◽

10.3905/jai.2016.19.2.063 ◽

2016 ◽

Vol 19 (2) ◽

pp. 63-69 ◽

Cited By ~ 2

Author(s):

Alexander Rudin ◽

William M. Marr

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Risk Parity ◽

Fund Portfolio

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Fund of hedge fund portfolio construction process in the new era of risk

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2013.054400 ◽

2013 ◽

Vol 1 (3) ◽

pp. 207

Author(s):

Alex Allen ◽

Jérôme Huillard ◽

Stavros Siokos

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Construction Process ◽

New Era ◽

Fund Portfolio

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Dynamic hedge fund portfolio construction

International Review of Financial Analysis ◽

10.1016/j.irfa.2010.09.001 ◽

2010 ◽

Vol 19 (5) ◽

pp. 351-357 ◽

Cited By ~ 10

Author(s):

Richard D.F. Harris ◽

Murat Mazibas

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Fund Portfolio

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Hedge fund portfolio construction: A comparison of static and dynamic approaches

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2006.01.002 ◽

2007 ◽

Vol 31 (1) ◽

pp. 199-217 ◽

Cited By ~ 47

Author(s):

Daniel Giamouridis ◽

Ioannis D. Vrontos

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Fund Portfolio

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Dynamic Hedge Fund Portfolio Construction: A Semi-Parametric Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1961078 ◽

2011 ◽

Author(s):

Richard D. F. Harris ◽

Murat Mazibas

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Parametric Approach ◽

Fund Portfolio

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Hedge Fund Portfolio Construction: A Comparison of Static and Dynamic Approaches

CFA Digest ◽

10.2469/dig.v37.n3.4772 ◽

2007 ◽

Vol 37 (3) ◽

pp. 3-5

Author(s):

Yazann S. Romahi

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Fund Portfolio

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Strategic Hedge Fund Portfolio Construction that Incorporates Higher Moments

SSRN Electronic Journal ◽

10.2139/ssrn.1080509 ◽

2008 ◽

Cited By ~ 1

Author(s):

Dieter G. Kaiser ◽

Denis Schweizer

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Higher Moments ◽

Fund Portfolio

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Dynamic hedge fund portfolio construction: A semi-parametric approach

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2012.08.017 ◽

2013 ◽

Vol 37 (1) ◽

pp. 139-149 ◽

Cited By ~ 22

Author(s):

Richard D.F. Harris ◽

Murat Mazibas

Keyword(s):

Hedge Fund ◽

Portfolio Construction ◽

Parametric Approach ◽

Fund Portfolio

Download Full-text