RT Journal Article
SR Electronic
T1 Reviews of Selected Papers on Hedge Funds
JF The Journal of Alternative Investments
FD Institutional Investor Journals
SP 91
OP 93
DO 10.3905/jai.2002.319049
VO 5
IS 1
A1 Georgi Georgiev
YR 2002
UL https://pm-research.com/content/5/1/91.abstract
AB In this article the following articles are reviewed: “Hedge Fund Allocation with Survival Uncertainty and Investment Constraints,” by Bares, Gibson, and Gyger;. “Explaining Hedge Fund Investment Styles by Loss Aversion: A Rational Alternative,” by Siegmann and Lucas; “Evidence of Predictability in Hedge Fund Returns and Multi-Style Multi-Class Tactical Asset Allocation Decisions,” by Amenc, Bied, and Martellini; “Portfolio Optimization and Hedge Fund Style Allocation Decisions,” by Amenc and Martellini; “Survival, Look-Ahead Bias and the Performance of Hedge Funds,” by Baquero, Horst, and Verbeek; and “Who Should Buy Hedge Funds? The Effects of Including Hedge Funds in Portfolios of Stocks and Bonds,” by Amin and Kat.