Hedge Fund Portfolio Diversification Strategies across the GFC
Year of publication: |
2014-12-08
|
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Authors: | Allen, David E. ; McAleer, Michael ; Peiris, Shelton ; Singh, Abhay K. |
Institutions: | Tinbergen Instituut |
Subject: | Hedge Fund Diversication | Spillover Index | Markowitz Analaysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 14-151/III |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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Hedge Fund Portfolio Diversification Strategies across the GFC
Allen, David E., (2014)
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Hedge fund portfolio diversification strategies across the GFC
Allen, David E., (2014)
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Hedge Fund Portfolio Diversification Strategies Across the GFC
Allen, David Edmund, (2014)
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