PT  - JOURNAL ARTICLE
AU  - Georgi Georgiev
TI  - Reviews of Selected Papers on Hedge Funds
AID  - 10.3905/jai.2002.319049
DP  - 2002 Jun 30
TA  - The Journal of Alternative Investments
PG  - 91--93
VI  - 5
IP  - 1
4099  - https://pm-research.com/content/5/1/91.short
4100  - https://pm-research.com/content/5/1/91.full
AB  - 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.