Hedging portfolio tail risk
(2010)Department of Business Administration
- Abstract
- An applied quantitative complement for fundamentally driven hedge funds
incorporating non-normal modeling and asset allocation optimization
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/2168001
- author
- Hedberg, Fredrik and Henriksson, Mikael
- supervisor
- organization
- year
- 2010
- type
- H2 - Master's Degree (Two Years)
- subject
- keywords
- management, Företagsledning, Management of enterprises
- language
- Swedish
- id
- 2168001
- date added to LUP
- 2010-05-18 00:00:00
- date last changed
- 2012-11-21 12:32:13
@misc{2168001,
abstract = {{An applied quantitative complement for fundamentally driven hedge funds
incorporating non-normal modeling and asset allocation optimization}},
author = {{Hedberg, Fredrik and Henriksson, Mikael}},
language = {{swe}},
note = {{Student Paper}},
title = {{Hedging portfolio tail risk}},
year = {{2010}},
}