A Heuristic Approach to Hedge Fund Allocation
Unlike traditional investment vehicles, hedge funds seem to produce return distributions with significantly non-normal skewness and kurtosis. This article introduces a practical heuristic approach using the semi-variance (that better accounts for non-normality in hedge fund returns) as a measure for...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2008
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1515 |
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| Institution: | Singapore Management University |
| Language: | English |
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