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.