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Luis Seco

Affiliations: 
University of Toronto, Toronto, ON, Canada 
Area:
Mathematics, Statistics
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"Luis Seco"
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Parents

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Children

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Yi Zhan grad student 2000 University of Toronto
Marcus J. Pivato grad student 2001 University of Toronto
Nicolas A. Hernandez Perez grad student 2002 University of Toronto
Marcos Escobar Anel grad student 2004 University of Toronto

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Publications

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Denk K, Djerroud B, Seco L, et al. (2020) Option-Like Properties in the Distribution of Hedge Fund Returns Frontiers of Engineering Management. 7: 275-286
Meng F, Saunders D, Seco L. (2019) Practical Applications of The Myth of Hedge Fund Fee Diversification The Journal of Alternative Investments. 22: 1-5
Meng F, Saunders D, Seco L. (2019) The Myth of Hedge Fund Fee Diversification The Journal of Alternative Investments. 22: 35-45
Escobar-Anel M, Höhn V, Seco L, et al. (2018) Optimal fee structures in hedge funds Journal of Asset Management. 19: 522-542
Luo C, Seco L. (2017) Stochastic Correlation in Risk Analytics: A Financial Perspective Ieee Systems Journal. 11: 1479-1485
Reuss A, Olivares P, Seco L, et al. (2016) Risk management and portfolio selection using α-stable regime switching models Applied Mathematical Sciences. 10: 549-582
Luo C, Seco L, Wu LLB. (2015) Portfolio optimization in hedge funds by OGARCH and Markov Switching Model Omega (United Kingdom). 57: 34-39
Saunders D, Seco L, Vogt C, et al. (2013) A fund of hedge funds under regime switching Journal of Alternative Investments. 15: 8-23
Escobar M, Mitterreiter M, Saunders D, et al. (2013) Market Crises and the 1/N Asset-Allocation Strategy Journal of Interaction Science. 2: 1-23
Escobar M, Friederich T, Seco L, et al. (2013) Multidimensional Structural Credit Modeling under Stochastic Volatility International Scholarly Research Notices. 2013: 1-12
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