Are Smart Beta strategies suitable for hedge fund portfolios?
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2018. "Asset allocation: new evidence through network approaches," Papers 1810.09825, arXiv.org.
- Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2019. "Smart network based portfolios," Papers 1907.01274, arXiv.org.
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- repec:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0306-0 is not listed on IDEAS
More about this item
KeywordsHigher moment portfolio selection; Smart Beta strategies; Expected utility; Polynomial Goal Programming;
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