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Abstract
Academic and practitioner research has previously focused on the performance of various hedge fund strategies as stand-alone investments and as part of traditional stock and bond portfolios. In this article evidence is presented on the actual drivers of return of the various strategies and how traditional style-based performance analysis and asset allocation frameworks (e.g., mean/variance return/risk optimization) can be used to determine the appropriate allocation to hedge funds.
- © 2001 Pageant Media Ltd
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The Benefits of Hedge Funds
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