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Is mean-variance analysis applicable to hedge funds?

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References

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2013Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy69 cited
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2003A.I.R.A.P. - Alternative Rapms for Alternative Investments35 cited
2013Seleção de uma Carteira de Pares de Ações Usando Cointegração: Uma Estratégia de Arbitragem Estatística

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2014Long-term U.S. infrastructure returns and portfolio selection31 cited

2012Stochastic dominance analysis of CTA funds29 cited

2009Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?25 cited

2019Upper Bounds on Risk Aversion Under Mean-Variance Utility2 cited

2006The Test of Mean-Variance Approximations to Non-Expected Utility0 cited