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Portfoliooptimierung mit Hedge Fonds unter besonderer Berücksichtigung der Risikokomponente

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  • Balthasar, Daniel
  • Cremers, Heinz
  • Schmidt, Michael

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  • Balthasar, Daniel & Cremers, Heinz & Schmidt, Michael, 2003. "Portfoliooptimierung mit Hedge Fonds unter besonderer Berücksichtigung der Risikokomponente," Frankfurt School - Working Paper Series 40, Frankfurt School of Finance and Management.
    • Handle: RePEc:zbw:fsfmwp:40
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    References listed on IDEAS

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    1. Hlawitschka, Walter, 1994. "The Empirical Nature of Taylor-Series Approximations to Expected Utility," American Economic Review, American Economic Association, vol. 84(3), pages 713-719, June.
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    Cited by:

    1. Bisang, Kurt & Zimmermann, Willi, 2006. "Key concepts and methods of programme evaluation and conclusions from forestry practice in Switzerland," Forest Policy and Economics, Elsevier, vol. 8(5), pages 502-511, July.

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