Funds of hedge funds' role in portfolio diversification during crisis : the case of Cyprus
Year of publication: |
2022
|
---|---|
Authors: | Mihai-Yiannaki, Simona ; Gibilaro, Lucia ; Mattarocci, Gianluca |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 26.2022, 3, p. 218-230
|
Subject: | Cyprus | FOHF | funds of hedge funds | hedge funds | information ratio | Jensen's alpha | Modigliani's square | performance | portfolio diversification | Sharpe ratio | Sortino index | Treynor index | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Zypern | Performance-Messung | Performance measurement | Welt | World | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income |
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