Does investing in alternative investments provide a higher Sharpe ratio than investing in a traditional portfolio during turbulent times?

Additional Metadata
Keywords	Sharpe ratio, Alternative investment market, Portfolio theory, Crisis
Thesis Advisor	Kong, L., Bode, B.
Persistent URL	hdl.handle.net/2105/26130
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Crielaard, P.H. (2014, March 24). Does investing in alternative investments provide a higher Sharpe ratio than investing in a traditional portfolio during turbulent times?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/26130

Publication