TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Singh, Abhay K.
PY  - 2017
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/22875
AB  - This paper features a tri-criteria analysis of Eurekahedge fund data strategy index data. We use nine Eurekahedge equally weighted main strategy indices for the portfolio analysis. The tri-criteria analysis features three objectives: return, risk and...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - MCO
KW  - Portfolio Analysis
KW  - Hedge Fund Strategies
KW  - Multi-Criteria Optimisation
KW  - Genetic Algorithms.
TI  - A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
TY  - technical report
VL  - 2017
ER  -