Tuesday, August 9, 2011
Diversification in Funds of Hedge Funds: Is it Possible to Overdiversify?
By Stephen J. Brown, the David S. Loeb Professor of Finance, New York University Stern School of Business; Greg N. Gregoriou, Professor of Finance, State University of New York (Plattsburgh); and Razvan Pascalau, Asst. Professor of Economics and Finance, State University of New York (Plattsburgh)
In their paper, they examine a database that separates out for the first time the effects of diversification (the number of underlying hedge funds) from scale (the magnitude of assets under management).
Download the full article here. From the August 2011 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, they examine a database that separates out for the first time the effects of diversification (the number of underlying hedge funds) from scale (the magnitude of assets under management).
Download the full article here. From the August 2011 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, FoF, funds of hedge funds, hedge fund performance
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