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Mean Variance Analysis of Asian Hedge Funds
Yongchang Hui
*
, Zhidong Bai
, Kok Fai Phoon
, Wing Keung Wong
*
Corresponding author for this work
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Keyphrases
Hedge Funds
100%
Informed Decision-making
33%
Investment Assets
33%
Largest Mean
66%
Mean-variance
33%
Mean-variance Analysis
100%
Mean-variance Criterion
66%
Recent Past
33%
Risk Averter
33%
Risk Seekers
33%
S&P 500
33%
Sharpe Ratio
33%
Small Standard Deviation
33%
Variance Ratio Test
66%
Variance-to-mean Ratio
100%
Mathematics
Analysis of Variance
100%
Mean Variance
100%
Mean-Variance
100%
Ratio Test
33%
Sharpe Ratio
16%
Standard Deviation
16%
Test Result
16%
Economics, Econometrics and Finance
Investors
100%
Measure of Dispersion
100%