Applications of Game- Theory in Active Strategic Portfolio Management- the Case of Hedge - Funds Adaptation for the Real Constraints in Romanian Capital Market
Abstract:The application is focused on strategies for portfolio management in the case of hedge-funds for emerging markets taking into account the severe constraints for a real-world implementation. In the case of Romanian capital market, the design of a hedge-fund architecture should respond to the typical constraints for using alternative strategies. Beyond the liquidity problems there exits only a limited set of alternative instruments and strategies with impact on diversification, on the functionality and efficienc… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.