[HTML][HTML] Modeling hedge fund leverage via power utility with subsistence
We use a power utility function with subsistence to model leverage. We prove that as the
value of the subsistence level grows the allocation in the risky asset increases. The …
value of the subsistence level grows the allocation in the risky asset increases. The …
Research shows only 10-15 hedge funds needed for optimum portfolio diversification Optimum diversification in hedge fund allocations
FS Lhabitant - risk.net
Harry Markowitz's 1952 seminal paper on modern portfolio theory contains the foundation of
what seems to be the only free lunch in finance: the reduction of risk through portfolio …
what seems to be the only free lunch in finance: the reduction of risk through portfolio …
[PDF][PDF] Generating alpha or uncertainty?
P Nazariev - 2015 - academia.edu
The UK global macro hedge funds are considered extremely profitable and steadfast
investment vehicles. However, concerns about them have been raised since the global …
investment vehicles. However, concerns about them have been raised since the global …
[CITATION][C] Research shows only 10-15 hedge funds needed for optimum portfolio diversification
FS Lhabitant