Jonela Lula

University of Geneva

102 Bd Carl-Vogt

Genève, CH - 1205

Switzerland

SCHOLARLY PAPERS

2

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CITATIONS

1

Scholarly Papers (2)

Replicating Hedge Fund Indices with Optimization Heuristics

Swiss Finance Institute Research Paper No. 10-22
Number of pages: 16 Posted: 13 Jun 2010
University of Geneva - Research Center for Statistics, Independent, University of Geneva and University of Geneva
Downloads 347 (84,134)

Abstract:

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Hedge Funds, Hedge Fund Replication, Asset Allocation, Portfolio Optimization, Optimization Heuristics, Drawdown

Replicating Hedge Fund Indices with Optimization Heuristics

Number of pages: 12 Posted: 11 May 2010
University of Geneva - Research Center for Statistics, Independent, University of Geneva and University of Geneva
Downloads 338 (86,693)
Citation 1

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Hedge Funds, Hedge Fund Replication, Asset Allocation, Portfolio optimization, Optimization heuristics, Drawdown

2.

FX Trading: An Empirical Study

Number of pages: 14 Posted: 15 Jul 2011
University of Geneva, University of Geneva - Research Center for Statistics, University of Geneva and Independent
Downloads 460 (60,687)

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FX Trading, Asset Allocation, Technical Trading, Portfolio Optimization, Optimization Heuristics