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Strategic Asset Allocation and the Role of Alternative Investments
Authors:Douglas Cumming  Lars Helge Haß  Denis Schweizer
Affiliation:1. York University – Schulich School of Business, , 4700 Keele Street, Toronto, Ontario M3J 1P3, Canada;2. Lancaster University Management School, Lancaster University, , Lancaster, LA1 4YX, UK;3. WHU – Otto Beisheim School of Management, Assistant Professor of Alternative Investments, , Burgplatz 2, 56179 Vallendar, Germany
Abstract:
Keywords:alternative investments  higher moments  strategic asset allocation
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