A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
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- David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE 2017-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Tinbergen Institute Discussion Papers 17-013/III, Tinbergen Institute.
References listed on IDEAS
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More about this item
KeywordsKeywords: MCO; Portfolio Analysis; Hedge Fund Strategies; Multi-Criteria Optimisation; Genetic Algorithms.;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-04-09 (All new papers)
- NEP-CMP-2017-04-09 (Computational Economics)
- NEP-RMG-2017-04-09 (Risk Management)
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