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Hedge Fund Replication

Hedge Fund Replication
Paper文書・図像類
Takahashi, Akihiko, Kyo, Yamamoto日本経済国際共同センター2008-09Discussion paper series. CIRJE-FCIRJE-F-592
Other Libraries in Japan
  • Subject HeadingJEL Classification: G11, G20, G23 Hedge Funds Alternative Inves...

Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio : an Application to Hedge Fund Replication

Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio : an Application to Hedge Fund Replication
Paper文書・図像類
Takahashi, Akihiko, Kyo, Yamamoto日本経済国際共同センター2009-06Discussion paper series. CIRJE-FCIRJE-F-624
Other Libraries in Japan
  • Subject HeadingJEL Classification: G11, G20, G23 Hedge Fund Replication Asset ...

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