Work

Optimal Hedge Fund Allocations

Year: 2005

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2005.500356

Authors: Jan-Hein Cremers, Mark Kritzman, Sébastien Page

Institution: State Street (United States)

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: W2093376217

FWCI: 11.12

Cites: 24

Cited by: 97

Related to: 10