Blar i Brage NMBU på forfatter "Mikkelsen, Andreas"
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Hedge Funds as a Diversification Vehicle
Mikkelsen, Andreas; Kjærland, Frode; Henriksen, Tom Erik Sønsteng (Peer reviewed; Journal article, 2019)This study evaluates the out-of-sample diversification benefits of including hedge fund indexes in global stock-bond portfolios. The topic is investigated by assessing several asset allocation strategies from 1998 to 2016. ...