Optimal allocation to hedge funds: An empirical analysis

Quantitative Finance

Volumn 3, Issue 1, 2003, Pages 28-39

  Cvitanić, Jaksa ^a   Lazrak, Ali ^b,c   Martellini, Lionel ^d   Zapatero, Fernando ^d  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^d UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0348159644     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/1/303     Document Type: Conference Paper

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