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Option-like properties in the distribution of hedge fund returns
Katharina DENK, Ben DJERROUD, Luis SECO, Mohammad SHAKOURIFAR, Rudi ZAGST
Frontiers of Engineering Management 2020, Volume 7, Issue 2, Pages 275-286 doi: 10.1007/s42524-020-0095-3
Keywords: hedge funds hedge fund index segmented linear regression models regime-switching models mimicking portfolios single factor-based hedge fund replication equity long–short strategy
En-zhong YANG,Lin-kai ZHANG,Zhen YAO,Jian YANG
Frontiers of Information Technology & Electronic Engineering 2016, Volume 17, Issue 7, Pages 672-681 doi: 10.1631/FITEE.1601087
Keywords: Software-defined networking (SDN) Multicast Scalable video coding Video conferencing system
Huan-zhao WANG,Peng ZHANG,Lei XIONG,Xin LIU,Cheng-chen HU
Frontiers of Information Technology & Electronic Engineering 2016, Volume 17, Issue 7, Pages 634-646 doi: 10.1631/FITEE.1500321
Keywords: Software-defined networking (SDN) Security Multi-controller Distributed rule store
Rong JIAO,Lu-ping XU,Hua ZHANG,Cong LI
Frontiers of Information Technology & Electronic Engineering 2016, Volume 17, Issue 6, Pages 543-552 doi: 10.1631/FITEE.1500365
Keywords: Orbit determination algorithm Single X-ray pulsar detector Phase increment Two-body motion equations Weighted least squares method
Bin-bin LEI,Xue-chao DUAN,Hong BAO,Qian XU
Frontiers of Information Technology & Electronic Engineering 2016, Volume 17, Issue 6, Pages 587-602 doi: 10.1631/FITEE.1601019
Keywords: Interval type-2 fuzzy controller Analytical structure Karnik-Mendel type reducer
Peng XIAO,Zhi-yang LI,Song GUO,Heng QI,Wen-yu QU,Hai-sheng YU
Frontiers of Information Technology & Electronic Engineering 2016, Volume 17, Issue 7, Pages 620-633 doi: 10.1631/FITEE.1500350
Keywords: Software-defined networking (SDN) Controller placement K self-adaptive method
Title Author Date Type Operation
Option-like properties in the distribution of hedge fund returns
Katharina DENK, Ben DJERROUD, Luis SECO, Mohammad SHAKOURIFAR, Rudi ZAGST
Journal Article
61573329 and 61233003), the Youth Innovation Promotion Association CAS, and the Fundamental Research Funds
En-zhong YANG,Lin-kai ZHANG,Zhen YAO,Jian YANG
Journal Article
and 61402357), the China Postdoctoral Science Foundation (No. 2015M570835), the Fundamental Research Funds
Huan-zhao WANG,Peng ZHANG,Lei XIONG,Xin LIU,Cheng-chen HU
Journal Article
Science Basic Research Plan in Shaanxi Province of China (No. 2016JM6035), the Fundamental Research Funds
Rong JIAO,Lu-ping XU,Hua ZHANG,Cong LI
Journal Article
National Natural Science Foundation of China (Nos. 51490660 and 51405362), and the Fundamental Research Funds
Bin-bin LEI,Xue-chao DUAN,Hong BAO,Qian XU
Journal Article