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On the risk-return contribution of Hedge Fund investing in a diversified portfolio

Lima, Axel
(2017)

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Lima_66821100_2017.pdf
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Details

Supervisors
Petitjean, Mikael
Faculty
Louvain School of Management
Degree label
Master [120] en sciences de gestion
Abstract
Throughout this thesis, I provide an analysis of the impact a hedge fund can have on the risk adjusted performance of a diversified portfolio when it is included in the latter.

Citations

  • APA

Lima, A. (2017). On the risk-return contribution of Hedge Fund investing in a diversified portfolio. https://dial-mem.test.bib.ucl.ac.be/handle/2078.2/6590