Are Funds of Hedge Funds Efficient? An Empirical Analysis for North American, Asia Pacific, and European Long/Short Funds of Hedge Funds

This study aims to examine whether long/short funds of hedge funds truly provide better diversification benefits to hedge fund investors as compared to efficient portfolios of long/short hedge funds in North America, Europe, and Asia Pacific. Data of long/short hedge funds and long/short FOHFs are o...

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Veröffentlicht in:	Multinational finance journal 2019-03, Vol.23 (1/2), p.37
Hauptverfasser:	Nguyen, Lan TP, Sy, Malick O, Yu, Cheng M, Hossain, Sayed, Chen, Tan B
Format:	Artikel
Sprache:	eng
Schlagworte:	Diversification Hedge funds Portfolio management
Online-Zugang:	Volltext
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