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14-151/III - Hedge Fund Portfolio Diversification Strategies across the GFC


  • Authors
    David E. Allen, University of Sydney, University of South Australia, Australia; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain; Shelton Peiris, University of Sydney, Australia; Abhay K. Singh, Edith Cowan University, Australia
  • Publication date
    December 8, 2014
  • Keywords
    Hedge Fund Diversication, Spillover Index, Markowitz Analaysis,
  • JEL
    G11, C61