Alternative investments in the institutional portfolio
VN Karavas - The Journal of Alternative Investments, 2000 - pm-research.com
This study provides an update of an earlier analysis (Schneeweis and Spurgin, [1999]) of the
risk and return benefits of various hedge funds and managed futures investments as stand-…
risk and return benefits of various hedge funds and managed futures investments as stand-…
[BOOK][B] Hedge funds: strategies, risk assessment, and returns
GN Gregoriou, VN Karavas, F Rouah - 2003 - books.google.com
Twenty-one contributions from academics and practitioners discuss recent research on
hedge funds. Aimed at investment professionals and high net worth individuals, the text deals …
hedge funds. Aimed at investment professionals and high net worth individuals, the text deals …
[BOOK][B] Evolutionary algorithms for statistics and finance
VN Karavas - 2003 - search.proquest.com
Several models in econometrics and finance have been proven to be computationally
intractable due to their complexity. In this dissertation, we propose an evolutionary-genetic-…
intractable due to their complexity. In this dissertation, we propose an evolutionary-genetic-…
[BOOK][B] Commodity trading advisors: Risk, performance analysis, and selection
GN Gregoriou, V Karavas, FS Lhabitant, FD Rouah - 2011 - books.google.com
Authoritative, up-to-date research and analysis that provides a dramatic new understanding
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …
Evolutionary computation of a deterministic switching regressions estimator
VN Karavas, L Joe Moffitt - Computational Statistics, 2004 - Springer
A deterministic switching regressions estimator is evaluated using an evolutionary method
based on genetic algorithms. Distinctive aspects of the method include (1) a combination of …
based on genetic algorithms. Distinctive aspects of the method include (1) a combination of …
Quantification of risk and return for portfolio optimization: a comparison of forecasting models
NS Thomaidis, EI Roumpis, VN Karavas - … Models, Computational and …, 2010 - Springer
Traditional portfolio optimization performed in the mean-variance framework critically depends
on how accurately the first and second moments of the asset return distribution can be …
on how accurately the first and second moments of the asset return distribution can be …
[PDF][PDF] Please send all correspondence to
T Schneeweis, VN Karavas, G Georgiev - 2002 - academia.edu
The past decade has witnessed a dramatic increase in institutional investment in both domestic
and international investible assets. While most of this investment remains dedicated to …
and international investible assets. While most of this investment remains dedicated to …
Encyclopedia of Alternative Investments
VN Karavas - The Journal of Wealth Management, 2009 - search.proquest.com
Greg N. Gregoriou London, UK: Chapman Hall, 2009 ver the past decade, the financial
industry has experienced extraordinary growth in the area of alternative investments. Investor …
industry has experienced extraordinary growth in the area of alternative investments. Investor …
Evaluating the effects of crystallinity in new biocompatible polyester nanocarriers on drug release behavior
V Karavelidis, E Karavas, D Giliopoulos… - International Journal …, 2011 - Taylor & Francis
Four new polyesters based on 1,3-propanediol and different aliphatic dicarboxylic acids were
used to prepare ropinirole HCl-loaded nanoparticles. The novelty of this study lies in the …
used to prepare ropinirole HCl-loaded nanoparticles. The novelty of this study lies in the …
[CITATION][C] Alternative investments in the institutional portfolio
T Schneeweis, VN Karavas, G Georgiev - 2002 - Alternative Investment Management …