Is hedge fund a hedge for equity markets?
W Kuang - Applied Economics, 2022 - Taylor & Francis
The COVID-19 pandemic has severely impacted financial markets, triggering a flight from
risky to safe-haven assets. This paper analyzes the safe-haven properties of hedge funds …
risky to safe-haven assets. This paper analyzes the safe-haven properties of hedge funds …
Examining the Effectiveness of Mean Variance Approach of Prescriptive Analytics in Re-Designing the Purposefully Designed Equity Portfolios-A Study from Indian …
This research study has been done to evaluate the effect of mean-variance optimisation
method of re-designing the equity portfolios on the portfolio value. The study also examines …
method of re-designing the equity portfolios on the portfolio value. The study also examines …
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence
M Guidolin, AG Orlov - The Quarterly Journal of Finance, 2022 - World Scientific
We report systematic, out-of-sample evidence on the benefits to an already well-diversified
investor that may derive from further diversification into various hedge fund strategies. We …
investor that may derive from further diversification into various hedge fund strategies. We …