Optimal Hedge Fund Allocation
The research indicates that substantial investments in hedge funds can be justified by their diversification benefits, even without alpha, but these investments are greatly influenced by alpha assumptions.
Featured in No. 70 on 17 Oct 2024 · 3 days after release
- Released
- 14 Oct 2024
- First featured
- No. 70 · 17 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4987003
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