Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10010516693
Persistent link: https://www.econbiz.de/10013553833
In this paper we analyze the contribution of hedge funds in optimal asset allocations for different investor clienteles. The preferences of specific institutional investors are captured by implementing a Bayesian asset allocation framework that incorporates heterogeneous expectations regarding...
Persistent link: https://www.econbiz.de/10013120534
Persistent link: https://www.econbiz.de/10009553663
Persistent link: https://www.econbiz.de/10003490836
Persistent link: https://www.econbiz.de/10013455164
Persistent link: https://www.econbiz.de/10003934149
Persistent link: https://www.econbiz.de/10009674539
Persistent link: https://www.econbiz.de/10010415991
Persistent link: https://www.econbiz.de/10003848046