Hedge Funds Portfolio Constructions: Qualitative and Quantitative Insights - Lower Silesian Digital Library

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Hedge Funds Portfolio Constructions: Qualitative and Quantitative Insights

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Title: Hedge Funds Portfolio Constructions: Qualitative and Quantitative Insights

Creator:

Frankowski, Jacek

Description:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2008; Nr 25, s. 75-84

Abstrakt:

Following the significant growth of hedge funds industry in recent years and increasing interest of institutional investors in the field, there has been observed a tendency to form various, client-tailored investment vehicles, such as funds-of-funds to suit investors’ demand. Assets allocation among alternative investment vehicles with such a different risk profiles employs, besides strictly quantitative rules, also subjective, qualitative factors derived from due diligence process. The research investigates the subject of hedge funds portfolio construction process which has become a vivid decision making task where well known portfolio optimisation methods, such as Markowitz and Sharpe, do not apply directly. Acquisition and systemization of domain knowledge is pursued in the context of decision support within portfolio construction and compliance monitoring.

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Date:

Resource Type:

Resource Identifier:

oai:dbc.wroc.pl:124282

Language:

Relation:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2008; Nr 25 ; Knowledge Acquisition and Management

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu

Coverage:

Dofinansowano z programu "Społeczna odpowiedzialność nauki" Ministra Edukacji i Nauki (SONB/SP/546390/2022). Tytuł projektu: Upowszechnienie zawartości czasopisma Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

Group publication title:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

Exlibris

Object collections:

Last modified:

Sep 27, 2023

In our library since:

Sep 27, 2023

Number of object content hits:

14

All available object's versions:

https://dlibra.kdm.wcss.pl/publication/162593

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Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

Edition name	Date
Hedge Funds Portfolio Constructions: Qualitative and Quantitative Insights	Sep 27, 2023

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