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0454923 - NHÚ 2016 RIV GB eng J - Journal Article
Payne, B. C. - Trešl, Jiří
Hedge fund replication with a genetic algorithm: breeding a usable mousetrap.
Quantitative Finance. Roč. 15, č. 10 (2015), s. 1705-1726. ISSN 1469-7688. E-ISSN 1469-7696
R&D Projects: GA ČR(CZ) GA14-31783S
Institutional support: RVO:67985998
Keywords : hedge funds * replication * genetic algorithm
Subject RIV: AH - Economics
Impact factor: 0.794, year: 2015
Permanent Link: http://hdl.handle.net/11104/0255637