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The Journal of Wealth Management

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Primary Article

Hedge Funds, Asset Allocation, and Investable Benchmarks

Majed R. Muhtaseb
The Journal of Wealth Management Summer 2003, 6 (1) 64-67; DOI: https://doi.org/10.3905/jwm.2003.320476
Majed R. Muhtaseb
Principal of Jude Investment Research Advisers and a professor at California State Polytechnic University, Pomona, CA.
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  • For correspondence: mmuhtaseb@csupomona.edu
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Abstract

The author starts by observing that new attempts to create an investable hedge funds index are several. Yet, in this article, he shows that, in spite of these serious efforts, the hedge funds universe lacks the elements necessary to construct an investable index that can be used as a passive hedge fund investment vehicle. He concludes that hedge funds do not meet the tests for an asset class and do not fit into any of the classifications of asset classes proposed by Greer [1997].

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The Journal of Wealth Management
Vol. 6, Issue 1
Summer 2003
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Hedge Funds, Asset Allocation, and Investable Benchmarks
Majed R. Muhtaseb
The Journal of Wealth Management Apr 2003, 6 (1) 64-67; DOI: 10.3905/jwm.2003.320476

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Hedge Funds, Asset Allocation, and Investable Benchmarks
Majed R. Muhtaseb
The Journal of Wealth Management Apr 2003, 6 (1) 64-67; DOI: 10.3905/jwm.2003.320476
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