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Hedge fund portfolio construction: A comparison of static and dynamic approaches, и . Journal of Banking & Finance, 31 (1): 199--217 (января 2007)Quantile forecast combinations in realised volatility prediction., , , и . J. Oper. Res. Soc., 70 (10): 1720-1733 (2019)Hedge fund pricing and model uncertainty, , и . Journal of Banking & Finance, 32 (5): 741--753 (мая 2008)