Optimizing Benchmark-Based Portfolios with Hedge Funds

Ivilina Popova, David P. Morton, Elmira Popova and Jot Yau
The Journal of Alternative Investments Summer 2007, 10 (1) 35-55; DOI: https://doi.org/10.3905/jai.2007.688992

Article Information

vol. 10 no. 1 35-55
DOI 
https://doi.org/10.3905/jai.2007.688992
Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online June 30, 2007.
Copyright & Usage 
© 2007 Pageant Media Ltd

Author Information

  1. Ivilina Popova
    1. An assistant professor of finance at Albers School of Business and Economics, Seattle University in Seattle WA. (popovai{at}seattleu.edu)
  2. David P. Morton
    1. An associate professor in the graduate program of operations research at The University of Texas in Austin, TX. (morton{at}mail.utexas.edu)
  3. Elmira Popova
    1. An associate professor in the graduate program of operations research at The University of Texas in Austin, TX. (elmira{at}mail.utexas.edu)
  4. Jot Yau
    1. A professor of finance at Albers School of Business and Economics, Seattle University in Seattle, WA. (jyau{at}seattleu.edu)
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Optimizing Benchmark-Based Portfolios with Hedge Funds
Ivilina Popova, David P. Morton, Elmira Popova, Jot Yau
The Journal of Alternative Investments Jun 2007, 10 (1) 35-55; DOI: 10.3905/jai.2007.688992
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