Iliya Markov

University of Applied Sciences Western Switzerland - Geneva School of Business Administration

CH-1227 Geneva

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Derivative-Free Replication of a Bond Benchmark with a Fraction of the Portfolio

Posted: 14 Mar 2012 Last Revised: 09 Aug 2013
Iliya Markov, Rodrigue Oeuvray and Nils Tuchschmid
University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Pictet Asset Management and Tages Capital LLP

Abstract:

Loading...

Bond Index Replication, Derivatives, Tracking Error, Optimization

2.

Does Manager Offshore Experience Count in the Alternative UCITS Universe?

Posted: 06 Dec 2011 Last Revised: 26 May 2013
Université Libre de Bruxelles (ULB), University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Université Libre de Bruxelles - Solvay Brussels School of Economics and Management and Tages Capital LLP

Abstract:

Loading...

UCITS, hedge funds, offshore experience, offshore equivalents, skill, replication, regulation, tracking error