L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica
[The asset allocation of hedge funds during the financial crisis: an empirical investigation]
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References listed on IDEAS
- Agarwal, Vikas & Naik, Narayan Y., 2000. "Multi-Period Performance Persistence Analysis of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 327-342, September.
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Keywordshedge fund; investment strategy; cluster analysis; financial crisis;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G01 - Financial Economics - - General - - - Financial Crises
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