Keyword: hedge funds

Found 3 papers in total
Inferring Reporting‐Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings
Inferring Reporting‐Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings
2013,
This paper formally analyzes the biases related to self‐reporting in hedge fund...
Large deviations theorems for optimal investment problems with large portfolios
Large deviations theorems for optimal investment problems with large portfolios
2011,
The thrust of this paper is to develop a new theoretical framework, based on large...
Optimal Bayesian portfolios of hedge funds
Optimal Bayesian portfolios of hedge funds
2009,
Hedge fund returns are not normally distributed. Hedge fund styles related to...
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