"Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: an Application to Hedge Fund Replication" Akihiko Takahashi; Kyo Yamamoto

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Authors
Akihiko Takahashi ; Kyo Yamamoto
Subjects
martingale method; dynamic portfolio optimization; hedge fund replication
Bookmark
http://trove.nla.gov.au/work/50709
Work ID
50709

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