Efficient fund of hedge funds construction under downside risk measures

INIS

• benchmarks 100%
• correlations 50%
• risks 50%
• monte carlo method 50%
• simulation 50%
• allocations 50%
• utilities 50%
• optimization 50%
• solutions 50%
• distribution 50%
• vectors 50%
• construction 50%
• investment 50%
• probability 50%

Economics, Econometrics and Finance

• Utility Function 50%
• Portfolio Selection 50%
• Investment 50%
• Allocation 50%
• Return 50%