Sa Lu

ISMA Centre, University of Reading

Ph.D. Student

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 8,798

SSRN RANKINGS

Top 8,798

in Total Papers Downloads

5,875

SSRN CITATIONS
Rank 18,649

SSRN RANKINGS

Top 18,649

in Total Papers Citations

14

CROSSREF CITATIONS

39

Scholarly Papers (2)

1.

Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach

Cass Business School Research Paper, Journal of Derivatives and Hedge Funds, Vol. 15, No. 2, pp. 91-115, 2009
Number of pages: 33 Posted: 10 May 2004
Babson College - Finance Division, Independent and ISMA Centre, University of Reading
Downloads 3,610 (3,143)
Citation 15

Abstract:

Loading...

Hedge funds, asset allocation, diversification, skewness, kurtosis, optimisation

2.

An Excursion into the Statistical Properties of Hedge Fund Returns

Cass Business School Research Paper
Number of pages: 26 Posted: 17 May 2002
Harry M. Kat and Sa Lu
Independent and ISMA Centre, University of Reading
Downloads 2,265 (6,899)
Citation 31

Abstract:

Loading...