Advanced search
Publication Cover
North American Actuarial Journal Volume 12, 2008 - Issue 2
Submit an article Journal homepage
27
Views
1
CrossRef citations to date
0
Altmetric
Discussions of Papers Already Published

“Asset Allocation with Hedge Funds on the Menu,” Phelim Boyle and Sun Siang Liew, October 2007

Tak Kuen Siu PhD Department of Mathematics and Statistics, Curtin University of Technology, Perth, Australia
Pages 213-215 | Published online: 28 Dec 2012

References

  • Chan , Kung-Sik and Tong , Howell . 2001 . Chaos: A Statistical Perspective , Berlin : Springer .
  • Fung , William and Hsieh , David A. 1999 . Is Mean-Variance Analysis Applicable to Hedge Funds? . Economic Letters , 62 : 53 – 58 .
  • Fung , William and Hsieh , David A. 2001 . The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers . Review of Financial Studies , 14 : 313 – 41 .
  • Fung , William and Hsieh , David A. 2002 . Asset-Based Style Factors for Hedge Funds . Financial Analyst Journal , 58 : 16 – 27 .
  • Sharpe , William . 1992 . Asset Allocation: Management Style and Performance Measurement . Journal of Portfolio Management , 18 ( 2 ) : 7 – 19 .
  • Tong , Howell . 1977 . Discussion of a Paper by A. J. Lawrance and N. T. Kottegoda . Journal of Royal Statistical Society Series A , 140 : 34 – 35 .
  • Tong , Howell . 1978 . “ On a Threshold Model ” . In Pattern Recognition and Signal Processing , Edited by: Chen , C. H. 575 – 86 . Amsterdam : Sijthoff and Noordhoff .
  • Tong , Howell . 1983 . Threshold Models in Nonlinear Time Series Analysis , Springer : Heidelberg . Lecture Notes in Statistics 21.
  • Tong , Howell . 1990 . Nonlinear Time Series Analysis: A Dynamical System Approach , Oxford : Oxford University Press .
  • Tremont Capital Management . 2006 . Tremont Asset Flows Report, Second Quarter 2006 , New York : Tremont Capital Management .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.