Trapped in diversification – another look at the risk of fund of hedge funds
Author:
Affiliation:
1. Discipline of Finance, The University of Sydney Business School, The University of Sydney, Sydney, Australia
2. Trinity College, Cambridge, UK
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2019.1571524
Reference20 articles.
1. Risks and Portfolio Decisions Involving Hedge Funds
2. Tail risk in hedge funds: A unique view from portfolio holdings
3. Diversification Benefits of Funds of Hedge Funds
4. Hedge Fund Tail Risk: An Investigationin Stressed Markets
5. Portfolio selection, diversification and fund-of-funds: a note
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