Can investors benefit from hedge fund strategies? : utility-based, out-of-sample evidence
Massimo Guidolin, Alexei G. Orlov
| Year of publication: |
2022
|
|---|---|
| Authors: | Guidolin, Massimo ; Orlov, Alexei G. |
| 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 | Theorie | Theory | Investmentfonds | Investment Fund |
freely available