Optimal allocation to hedge funds: an empirical analysis

DOI10.1088/1469-7688/3/1/303zbMath1405.91543OpenAlexW2171075753MaRDI QIDQ4647238

Ali Lazrak, Fernando Zapatero, Lionel Martellini, Jakša Cvitanić

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/3/1/303

zbMATH Keywords

portfoliooptimal allocationhedge funds

Mathematics Subject Classification ID

Portfolio theory (91G10)

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