articles
Bernard has combined his career in industry with his role as an Honorary Reader at the University of Sussex and has published work in the field of portfolio construction and risk management. These articles have been published in journals, as chapter contributions to books and on research sites. His most recent publications are listed below
|
Chapter 20: Quantitative Insight into Management of Funds of Hedge Funds and Consequences on Fund Alpha Performance, Pages 331-350, Justina Dambrauskaite, Haidar Haidar, Bernard Minsky, Qi Tang
Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Due Diligence, Edited by:Greg N. Gregoriou, Elsevier Inc., 2013 | ||
|
Risk Measures and Investment Performance Prediction
Haidar Haidar, Bernard Minsky, Qi Tang Working Paper, SSRN, June 1, 2012 | ||
|
A Risk Measure for S-Shaped Assets and Prediction of Investment Performance
Qi Tang, Haidar Haidar, Bernard Minsky and Rishi Thapar The Capco Institute Journal of Financial Transformation, #34, March 2012, pp 175-181 | ||
|
Chapter 34: Fund of Hedge Funds Portfolio Optimisation Using a Global Optimisation Algorithm
Bernard Minsky, M. Obradovic, Q. Tang and Rishi Thapar Electrical Engineering and Applied Computing edited by Sio-Iong Ao, Len Gelman,Springer Science & Business Media, 7 Jun 2011 | ||