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Hedge Fund Diversification: How Much Is Enough?

In this paper studies the impact of diversification on naively constructed (randomly chosen and equally weighted) hedge fund portfolios.
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
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In German libraries (KVK)
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  • 1. Introduction
  • 2. Diversification: from stock to hedge funds
  • 3. Empirical tests
  • 4. Conclusions
Persistent link: https://www.econbiz.de/10009138392
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