Friday, September 11, 2009
Applying a Global Optimization Algorithm to Fund of Hedge Funds Portfolio Optimization
By B. Minsky, International Asset Management Ltd, M. Obradovic, School of Mathematical and Physical Sciences, Sussex University, Q. Tang, School of Mathematical and Physical Sciences, Sussex University, and R. Thapar, International Asset Management Ltd
In their paper they evaluate the value of global search optimization algorithms applied to fund of hedge fund portfolios.
Download the full article here.
From the September 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper they evaluate the value of global search optimization algorithms applied to fund of hedge fund portfolios.
Download the full article here.
From the September 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, FoF, hedge fund research
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