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Cabej, Gerda's
Scholarly Papers
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Total Downloads
2,475 |
Total
Citations
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Gilli, Manfred University of Geneva - Department of Economics Schumann, Enrico VIP Value Investment Professionals AG di Tollo, Giacomo affiliation not provided to SSRN Cabej, Gerda University of Geneva
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Optimisation heuristics, Threshold Accepting, Portfolio Optimisation
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Replicating Hedge Fund Indices with Optimization Heuristics
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Gilli, Manfred University of Geneva - Department of Economics Schumann, Enrico VIP Value Investment Professionals AG Cabej, Gerda University of Geneva Lula, Jonela University of Geneva
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Posted:
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11 May 10
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Last Revised:
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17 Oct 10
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Gilli, Manfred University of Geneva - Department of Economics Schumann, Enrico VIP Value Investment Professionals AG Cabej, Gerda University of Geneva Lula, Jonela University of Geneva
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249
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Hedge Funds, Hedge Fund Replication, Asset Allocation, Portfolio Optimization, Optimization Heuristics, Drawdown
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Gilli, Manfred University of Geneva - Department of Economics Schumann, Enrico VIP Value Investment Professionals AG Cabej, Gerda University of Geneva Lula, Jonela University of Geneva
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Hedge Funds, Hedge Fund Replication, Asset Allocation, Portfolio optimization, Optimization heuristics, Drawdown
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Gilli, Manfred University of Geneva - Department of Economics Schumann, Enrico VIP Value Investment Professionals AG di Tollo, Giacomo affiliation not provided to SSRN Cabej, Gerda University of Geneva
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01 Sep 09
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Last Revised:
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23 Jul 11
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424
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Portfolio optimisation, 130/30-portfolios, Optimisation heuristics
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Cabej, Gerda University of Geneva Gilli, Manfred University of Geneva - Department of Economics Lula, Jonela University of Geneva Schumann, Enrico VIP Value Investment Professionals AG
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260
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FX Trading, Asset Allocation, Technical Trading, Portfolio Optimization, Optimization Heuristics
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Cabej, Gerda University of Geneva Gilli, Manfred University of Geneva - Department of Economics Schumann, Enrico VIP Value Investment Professionals AG
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08 Nov 12
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Last Revised:
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12 Nov 12
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201
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Option Overwriting, Delta-Hedging, Volatility trading, Portfolio Optimization, Optimization Heuristics
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