TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Peiris, Shelton
AU  - Singh, Abhay K.
PY  - 2014
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41621
AB  - This paper features an analysis of the e_ectiveness of a range of portfolio diversification strategies as applied to a set of 17 years of monthly hedge fund index returns on a set of ten market indices representing 13 major hedge fund categories, as...
LA  - eng
KW  - Hedge Fund Diversi_cation
KW  - Spillover Index
KW  - Markowitz Analaysis
KW  - Downside Risk
KW  - CVaR
KW  - Draw-Down.
TI  - Hedge Fund Portfolio Diversification Strategies Across the GFC
TY  - technical report
VL  - 2014
ER  -