Grant: Insight Development Grant
HEC Montréal
$43,000.00
Options-based hedge fund strategy replication
FY 2020-21
Program
Insight Development Grant
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
75768
File number
430-2020-01218
Name nom
Sokolovski, Valeri
Role rôle
Individual
Amount montant
$43,000.00
Fiscal year exercice financier
2020
Institution
HEC Montréal
Établissement
HEC Montréal
Province id
QC
Province en
Quebec
Province fr
Québec
Competition year année du concours
2020
Title titre
Options-based hedge fund strategy replication
Keywords mots clés
(1) Hedge funds; (2) Hedge fund replication; (3) Empirical distributions; (4) Nonparametric methods; (5) Options; (6) Performance evaluation; (7) Portfolio management; (8) Risk management
Program
Insight Development Grant
Programme
Subventions de développement Savoir
Discipline en
Financial Economics
Discipline fr
Économie financière
Main discipline
Economics
Discipline principale
Science économique
Area of research
Financial and Monetary Systems
Domaine de recherche
Systèmes financiers et monétaires
