Alice Krol

University of Groningen

P.O. Box 800

9700 AV Groningen, Groningen 9700 AV

Netherlands

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Scholarly Papers (1)

1.

Risk Management in a Multi-Strategy Framework

Posted: 04 Nov 2005 Last Revised: 27 May 2015
Allocationmetrics Limited, Independent and University of Groningen

Abstract:

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omega, allocation, multi-strategy, higher moments