2011•SSRN Electronic JournalOpen access

Hedge Funds and Optimal Asset Allocation: Bayesian Expectations, Time-Varying Investment Opportunities and Mean-Variance Spanning

Wolfgang Bessler, Julian Holler, Philipp Kurmann

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Key concepts: Hedge fund, Asset allocation, Asset (computer security), Basis risk, Bayesian probability, Variance (accounting), Investment (military), Econometrics

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