Determining the Maximum Number of Uncorrelated Strategies in a Global Portfolio
Ling-Ni Boon and Florian Ielpo
The Journal of Alternative Investments Spring 2014, 16 (4) 8-27; DOI: https://doi.org/10.3905/jai.2014.16.4.008
Ling-Ni Boon
is a research analyst at Amundi in Paris, France.
Florian Ielpo
is a fund manager at Lombard Odier Investment Management in Geneva, Switzerland.
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In this issue
The Journal of Alternative Investments
Vol. 16, Issue 4
Spring 2014
Determining the Maximum Number of Uncorrelated Strategies in a Global Portfolio
Ling-Ni Boon, Florian Ielpo
The Journal of Alternative Investments Mar 2014, 16 (4) 8-27; DOI: 10.3905/jai.2014.16.4.008