Diversification in Hedge Fund Portfolios

Diversification in Hedge Fund Portfolios

We explore the diversification benefits of increasing the number of hedge funds in an investment portfolio. Conventional wisdom suggests that investors should construct a portfolio of 20 to 30 hedge funds in order to achieve a reasonably low portfolio variance. We show using Monte Carlo simulations...

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Bibliographic Details
Main Author: TEO, Melvyn
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
hedge funds
diversification
investment portfolio
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/bnp_research/22
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1021&context=bnp_research
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/bnp_research/22
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1021&context=bnp_research

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