Optimal Hedge Fund Allocations: Do Higher Moments Matter?

By Sébastien Page. 2006

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5aea66c427ca2e4c146216be5dbf4ae2bd149d18

How researchers see this paper

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

In Economics and Econometrics

1. Vassilios G. Polimenis
2. Jakša Cvitanić
3. Fernando Zapatero

In Finance

1. Vassilios G. Polimenis
2. Jakša Cvitanić
3. Fernando Zapatero

Citations in the corpus

• Optimal portfolio allocation with higher moments (2007, methodology): “Then, J is the indirect utility function of the form (17), and the optimal investment strategy is given by π∗.”