They thank Ting Wang for computational assistance. Siegmann acknowledges financial support from the Dutch National Science Foundation (NWO).
The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds
Article first published online: 31 AUG 2007
2007 The Authors Journal compilation © 2007 Blackwell Publishing Ltd
Journal of Business Finance & Accounting
Volume 35, Issue 1-2, pages 200–226, January/March 2008
How to Cite
Lucas, A. and Siegmann, A. (2008), The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds. Journal of Business Finance & Accounting, 35: 200–226. doi: 10.1111/j.1468-5957.2007.02054.x
- Issue published online: 31 AUG 2007
- Article first published online: 31 AUG 2007
- (Paper received December 2004, revised version accepted May 2007)
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