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subject:"Portfolio-Management"
~person:"Agarwal, Vikas"
~person:"Eling, Martin"
~person:"Hitaj, Asmerilda"
~person:"Till, Hilary"
~subject:"Germany"
~type:"article"
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Search: subject_exact:"Hedgefonds"
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Portfolio-Management
Germany
Hedge fund
34
Hedgefonds
34
Portfolio selection
15
Performance measurement
11
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11
Welt
9
World
9
Capital income
8
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7
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hedge funds
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Agarwal, Vikas
Eling, Martin
Hitaj, Asmerilda
Till, Hilary
Kaiser, Dieter G.
11
Racicot, François-Éric
8
Théoret, Raymond
8
Fung, William
7
Hsieh, David A.
7
Schweizer, Denis
7
Auer, Benjamin R.
5
Füss, Roland
5
Heidorn, Thomas
5
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5
Shawky, Hany A.
5
Van Vuuren, Gary
5
Bali, Turan G.
4
Bessler, Wolfgang
4
Brown, Stephen J.
4
Dai, Na
4
Drobetz, Wolfgang
4
Fai, Phoon-kok
4
Gregoriou, Greg N.
4
Huang, Wenli
4
Hübner, Georges
4
Kat, Harry M.
4
Li, Baibing
4
Mietzner, Mark
4
Naik, Narayan Y.
4
Schuhmacher, Frank
4
Stafylas, Dimitrios
4
Tee, Kaihong
4
Teo, Melvyn
4
Yao, Juan
4
Anderson, Keith
3
Bacmann, Jean-François
3
Bollen, Nicolas P. B.
3
Capocci, Daniel
3
Chen, Jiaqi
3
Darolles, Serge
3
Fabozzi, Frank J.
3
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Journal of financial economics
2
Advances in financial risk management : corporates, intermediaries and portfolios
1
Computational Management Science : CMS
1
Handbuch Alternative Investments ; Bd. 1
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of financial economics : RFE
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The journal of alternative investments
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
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ECONIS (ZBW)
16
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1
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
2
Portfolio choice under cumulative prospect theory : sensitivity analysis and an empirical study
Consigli, Giorgio
;
Hitaj, Asmerilda
;
Mastrogiacomo, Elisa
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011993439
Saved in:
3
Alpha or beta in the eye of the beholder : what drives hedge fund flows?
Agarwal, Vikas
;
Green, Tracy Clifton
;
Ren, Honglin
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 417-434
Persistent link: https://www.econbiz.de/10011968929
Saved in:
4
Tail risk in hedge funds : a unique view from portfolio holdings
Agarwal, Vikas
;
Ruenzi, Stefan
;
Weigert, Florian
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 610-636
Persistent link: https://www.econbiz.de/10011751864
Saved in:
5
Are Smart Beta strategies suitable for hedge fund portfolios?
Hitaj, Asmerilda
;
Zambruno, Giovanni
- In:
Review of financial economics : RFE
29
(
2016
),
pp. 37-51
Persistent link: https://www.econbiz.de/10011579742
Saved in:
6
Uncovering hedge fund skill from the portfolio holdings they hide
Agarwal, Vikas
;
Jiang, Wei
;
Tang, Yuehua
;
Yang, Baozhong
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 739-783
Persistent link: https://www.econbiz.de/10009730831
Saved in:
7
Factors that affect the performance of distressed securities hedge funds
Bontschev, Georgi
;
Eling, Martin
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 159-180
Persistent link: https://www.econbiz.de/10010259439
Saved in:
8
Inferring reporting-related biases in hedge fund databases from hedge fund equity holdings
Agarwal, Vikas
;
Fos, Vyacheslav
;
Jiang, Wei
- In:
Management science : journal of the Institute for …
59
(
2013
)
6
,
pp. 1271-1289
Persistent link: https://www.econbiz.de/10009777049
Saved in:
9
Hedge fund portfolio allocation with higher moments and MVG models
Hitaj, Asmerilda
;
Mercuri, Lorenzo
- In:
Advances in financial risk management : corporates, …
,
(pp. 331-346)
.
2013
Persistent link: https://www.econbiz.de/10010213046
Saved in:
10
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
Saved in:
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