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