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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