Funds of Hedge Funds Strategies and Implications for Asset Management
Is Diversification Enough?
Simone Siragusa, Università della Svizzera Italiana, Lugano, Switzerland
22.1. Introduction and Literature Review
22.3. Factor Model (Risk Factors)
22.4. Portfolio Allocation with Hedge Funds and FoHFs
22.5. Certainty Equivalence and Portfolio Allocation with FoHFs
22.1 Introduction and Literature Review
Selling a fund of hedge funds (FoHF) to investors requires that the manager perform due diligence with each underlying hedge fund manager and simultaneously provide proper diversification of hedge fund strategies. The simple time-tested and appealing concept of diversification of ‘Don’t put ...
Get Reconsidering Funds of Hedge Funds now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.