Can investors benefit from hedge fund strategies? : utility-based, out-of-sample evidence
Year of publication: |
2022
|
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Authors: | Guidolin, Massimo ; Orlov, Alexei G. |
Published in: |
The Quarterly Journal of Finance : QJF. - Singapore : World Scientific Publ., ISSN 2010-1406, ZDB-ID 2600942-0. - Vol. 12.2022, 3, Art.-No. 2250007, p. 1-60
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Subject: | certainty equivalent return | hedge fund strategies | out-of-sample performance | predictive regressions | Strategic asset allocation | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Strategie | Strategy | Welt | World |
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