Efficient Fund of Hedge Funds Construction Under Downside Risk Measures

By David P. Morton, Elmira Popova, Ivilina Popova. 2006

66 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/2c750abb38233d7e7aecd875c82f1d2b86aaec36

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Tito Homem-de-Mello
2. Güzin Bayraksan

In Management Science and Operations Research

1. Tito Homem-de-Mello
2. Güzin Bayraksan
3. Emily L. Tucker
4. Karmel S. Shehadeh

Citations in the corpus

• Monte Carlo sampling-based methods for stochastic optimization (2014, background): “[162]), stochastic vehicle routing problems (Kenyon and Morton [128], Verweij et al.”