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Frictional diversification costs: Evidence from a panel of fund of hedge fund holdings |
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| Institution: | 1. COPPEAD Graduate School of Business (Federal University of Rio de Janeiro), Brazil;2. Research Associate at Edhec-Risk Institute, Toulouse School of Economics, Toulouse, France;3. Université de Montréal, Canada |
| Abstract: | |
| Keywords: | Hedge funds Operational risk Frictions Portfolio selection Diversification |
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