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A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo, (2021)
Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara, (2022)
Funds of hedge funds : performance, assessment, diversification, and statistical properties
Gregoriou, Greg N., (2006)
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Giuzio, Margherita, (2017)
Un-diversifying during crises : is it a good idea?
Optimization heuristics in portfolio selection