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Asset-Based Hedge-Fund Styles and Portfolio Diversification · Study

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PreprintAsset-Based Hedge-Fund Styles and Portfolio Diversification

William K. H. Fung2001

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Preprintgreen2001

Asset-Based Hedge-Fund Styles and Portfolio Diversification

William K. H. Fung · David Arthur Hsieh

18 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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References

1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases 2001Characteristics of Risk and Return in Risk Arbitrage 2000Hedge Funds: The Living and the Dead 2000Multi-Period Performance Persistence Analysis of Hedge Funds 2001Do Hedge Funds Hedge?2011On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

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2003Risks and Portfolio Decisions Involving Hedge Funds 2002AN EVALUATION OF HEDGE FUNDS: RISK, RETURN AND PITFALLS

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2000Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategiespreprint · 11 shared references 2003Risks and Portfolio Decisions Involving Hedge Fundsarticle · 10 shared references 2015Hedge Funds: A Dynamic Industry in Transitionreview · 10 shared references 2002Asset-Based Style Factors for Hedge Fundsarticle · 9 shared references 2011The risk in hedge fund strategies: Theory and evidence from long/short equity hedge fundsarticle · 9 shared references 2005Timing Ability in the Focus Market of Hedge Fundspreprint · 9 shared references

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Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations18

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.278737

openalex_workW2142316129

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