SUNY Digital Repository

Browsing by Author "Hu, Jiaqiao; Tucker, Ann"

DSpace/Manakin Repository

Browsing by Author "Hu, Jiaqiao; Tucker, Ann"

Sort by: Order: Results:

  • Dynamic Hedge Fund Asset Allocation Under Multiple Regimes
    Cru, David (The Graduate School, Stony Brook University: Stony Brook, NY., 1-May-10)
    Portfolio Selection as introduced by Harry Markowitz laid the foundation for Modern Portfolio Theory. However, the assumption that underlying asset returns follow a Normal Distribution and that investors are indierent to ...