Work

Asymmetric Returns and Optimal Hedge Fund Portfolios

Year: 2003

Type: article

Source: The Journal of Alternative Investments

DOI: 10.3905/jai.2003.319088

Author: R. Mcfall. Lamm

Institution: Deutsche Bank

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1998338386

FWCI: 10.57

Cites: 23

Cited by: 97

Related to: 10