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Keywords: Reference Portfolio
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Journal Articles
Analysis on the Risk Return Profile of Alternative Assets Under Reference Portfolio Concept
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (2): 193–209.
Published: 31 May 2019
... the risk-return relationship of alternative assets, or use arbitrary policy numbers that do not properly reflect the characteristics of alternative assets. This paper borrows the concept of reference portfolio in developing the methodology of estimating the risk-return relationship of alternative...
