Dynamic hedge fund asset allocation under multiple regimes

David Cru, Jiaqiao Hu. Dynamic hedge fund asset allocation under multiple regimes. In 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010, Monticello, IL, USA, September 29 - October 1, 2020. pages 1376-1383, IEEE, 2010. [doi]

Authors

David Cru

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Jiaqiao Hu

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