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Hedge Funds Revisited : Distributional Characteristics, Dependence Structure and Diversification
Kharoubi, Cécile, (2003)
Hedge funds : A copula approach for risk management
Geman, Hélyette, (2004)
WTI crude oil Futures in portfolio diversification: The time-to-maturity effect
Geman, Hélyette, (2008)