Sa Lu

ISMA Centre, University of Reading

Ph.D. Student

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

SCHOLARLY PAPERS

2

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CITATIONS
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50

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 3,569 (2,667)
Citation 8

Abstract:

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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 2,245 (5,876)
Citation 27

Abstract:

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