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Displaying 1 - 2 of 2
INCORPORATION OF CONDITIONAL VALUE-AT-RISK INTO MEAN-VARIANCE OPTIMIZATION FOR PORTFOLIOS OF HEDGE FUNDS
MSc in Finance Project-Simon Fraser University.
Author: Wang, Fuling, Author: Korzeniowski, Judy
Date created: 2017-12
Interpretations on Extreme Returns in the Canadian Hedge Fund Market
Research Project (M.B.A.) - Simon Fraser University
Author: Wu, Andy Bo, Author: Huang, Jean XinYin
Date created: 2010-09-02

Date created

Resource type

  • Graduating extended essay / Research project (1)
  • Thesis (1)

Collection

  • Beedie School of Business: Segal Graduate School Final Projects (2)

Scholarly level

  • Graduate student (Masters) (2)

Author

  • Huang, Jean XinYin (1)
  • Korzeniowski, Judy (1)
  • Wang, Fuling (1)
  • Wu, Andy Bo (1)

Thesis Advisor

  • Klein, Peter (1)

Peer reviewed?

  • No (1)

Keywords

  • (-) Kurtosis (2)
  • Skewness (2)
  • Cluster analysis (1)
  • Drawdown Statistics (1)
  • Extreme Returns (1)
  • FRM (1)
  • Hedge Fund (1)
  • Hedge Fund Index (1)
  • Hedge Funds (1)
  • Optimization (1)
  • skew gap (1)

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