8.PortfolioOptiHedge.pdf


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Department of Finance and Business
Economics
Working Paper Series
Working Paper No. 02-4

March 2002

PORTFOLIO OPTIMIZATION AND HEDGE FUND
STYLE ALLOCATION DECISIONS

Noel Amenc, and Lionel Martellini

This paper can be downloaded without charge at:
The FBE Working Paper Series Index:
http://www.marshall.usc.edu/web/FBE.cfm?doc_id=1491
Social Science Research Network Electronic Paper Collection:
http://ssrn.com/abstract_id=305006