𝔖 Bobbio Scriptorium
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Optimal construction of a fund of funds

✍ Scribed by Petri Hilli; Matti Koivu; Teemu Pennanen


Book ID
107702266
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
492 KB
Volume
1
Category
Article
ISSN
2190-9733

No coin nor oath required. For personal study only.


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Minimum market transparency requirements impose hedge fund (HF) managers to use the statement declared strategy in practice. However, each declared strategy may actually generate a multiplicity of implemented management decisions. Is then the ''actual '' strategy the same as the ''announced'' strate