Ultrametricity in Fund of Funds Diversification

Preprint English OPEN
Susinno, Gabriele; Miceli, Maria Augusta;
  • Subject: Condensed Matter | Physics - Physics and Society

Minimum market transparency requirements impose Hedge Fund (HF) managers to use the statement declared strategy in practice. However each declared strategy may actually origin a multiplicity of implemented management decisions. Is then the "actual "strategy the same as ... View more
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