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17-013/III - A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies


  • Authors
    David E. Allen, University of South Australia, University of Sydney, and Edith Cowan University, Australia; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands; Compultense University of Madrid, Spain; Yokohama National University, Japan; Abhay K. Singh, Edith Cowan University, Australia
  • Publication date
    January 23, 2017
  • Keywords
    MCO, Portfolio Analysis, Hedge Fund Strategies, Multi-Criteria Optimisation,
  • JEL
    G15, G17, G32, C58, D53.