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 APA Style APA-ALL Style AAA 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). Does investing in alternative investments provide a higher Sharpe ratio than investing in a traditional portfolio during turbulent times?. In Finance & Investments.http://hdl.handle.net/2105/26130

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