---
title: Optimal Hedge Fund Allocation
url: https://www.ml-quant.com/papers/ssrn/4987003/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4987003
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987003
featured: 2024-10-17
citations: unknown
topic: Derivatives & Volatility
---


# Optimal Hedge Fund Allocation

The research indicates that substantial investments in hedge funds can be justified by their diversification benefits, even without alpha, but these investments are greatly influenced by alpha assumptions.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987003
- Identifier: SSRN 4987003
- Released: 2024-10-14
- First featured: Quant Letter No. 70 (2024-10-17): https://www.ml-quant.com/issues/2024-10-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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