Hedge Fund Diversification: How Much Is Enough?
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Lhabitant, François-Serge ; Learned, Michelle |
| Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
| Subject: | Hedging | Risikomaß | Diversifikation | Diversification gains | Hedge Fund | Verlustverteilung | 1990 - 2001 |
- 1. Introduction
- 2. Diversification: from stock to hedge funds
- 3. Empirical tests
- 4. Conclusions
Persistent link: https://www.econbiz.de/10009138392