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Hedging portfolio tail risk

Hedberg, Fredrik and Henriksson, Mikael (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:
author
Hedberg, Fredrik and Henriksson, Mikael
supervisor
organization
year
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},
  keyword      = {management,Företagsledning,Management of enterprises},
  language     = {swe},
  note         = {Student Paper},
  title        = {Hedging portfolio tail risk},
  year         = {2010},
}