Abstract
In this article the following articles are reviewed: “Hedge Fund Allocation with Survival Uncertainty and Investment Constraints,” by Bares, Gibson, and Gyger;. “Explaining Hedge Fund Investment Styles by Loss Aversion: A Rational Alternative,” by Siegmann and Lucas; “Evidence of Predictability in Hedge Fund Returns and Multi-Style Multi-Class Tactical Asset Allocation Decisions,” by Amenc, Bied, and Martellini; “Portfolio Optimization and Hedge Fund Style Allocation Decisions,” by Amenc and Martellini; “Survival, Look-Ahead Bias and the Performance of Hedge Funds,” by Baquero, Horst, and Verbeek; and “Who Should Buy Hedge Funds? The Effects of Including Hedge Funds in Portfolios of Stocks and Bonds,” by Amin and Kat.
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