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-…

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 …

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-…

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 …

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 …

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 …

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 …

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 …

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 …