TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Singh, Abhay K.
PY  - 2018
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/17435
AB  - The paper is concerned with a multi-criteria portfolio analysis of hedge fund strategies that are concerned with financial commodities, including the possibility of energy spot, futures and exchange traded funds (ETF). It features a tri-criteria...
AB  - El documento se refiere a un análisis de cartera de criterios múltiples de estrategias de fondos de cobertura que se ocupan de los productos financieros, incluida la posibilidad de fondos spot, futuros y fondos cotizados en bolsa (ETF). Presenta un...
LA  - eng
KW  - MCO
KW  - Portfolio Analysis
KW  - Hedge Fund Strategies
KW  - Multi-Criteria Optimisation
KW  - Genetic Algorithms
KW  - Spot prices
KW  - Futures pricees
KW  - Exchange Traded Funds (ETF).
TI  - A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies
TY  - technical report
VL  - 2018
ER  -