Video library: I. N. Shnurnikov, Modelling the turnover of portfolio of hedge fund alphas via covariance matrix of their returns

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10th International Conference on Stochastic Methods
June 3, 2025 16:45–17:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"

Modelling the turnover of portfolio of hedge fund alphas via covariance matrix of their returns

I. N. Shnurnikov

Supplementary materials:

Шнурников.pdf (1.1 Mb) ,

Shnurnikov_IN_abstract.pdf (226.2 Kb)