Search Results - subject:"Hedge"

The investment and taxation of trust funds

Keeton, George Williams - 1964

Persistent link: https://www.econbiz.de/10002218698

Lane, Timothy D. - International Monetary Fund (IMF) - 1992

Under what circumstances can market forces prevent unsustainable borrowing? Effective market discipline requires that capital markets be open, that; information on the borrower’s existing liabilities be readily available, that no bailout be anticipated, and that the borrower respond to market...

Persistent link: https://www.econbiz.de/10005825733

Issues in Managing and Sequencing Financial Sector Reforms Lessons From Experiences in Five Developing Countries

International Monetary Fund (IMF); International … - 1992

A review of the experience of five developing countries in reforming their financial systems illustrates the benefits and risks, and provides lessons on the factors which contribute to successful financial sector reforms. Financial sector reforms need to be supported by active monetary policy,...

Persistent link: https://www.econbiz.de/10005825950

The Duality of Option Investment Strategies for Hedge Funds

Rodriguez-Mancilla, Jose R.; Ziemba, William T. - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

investment portfolios containing options for a hedge fund manager who attempts to beat a benchmark. Explicit optimal conditions …

Persistent link: https://www.econbiz.de/10005858399

Bilanzierung von Finanzderivaten nach HGB, EStG,IAS und US-GAAP

Böttcher, Henner; Seeger, Norbert - Frankfurt School of Finance & Management - 2003

Persistent link: https://www.econbiz.de/10005865836

A Reality Check on Hedge Funds Returns

Posthuma, Nolke; Sluis, Pieter Jelle van der - VU University Amsterdam, Faculty of Economics, Business … - 2003

In this article we examine the backfill bias or instant history bias for hedge funds using additional information from … the Tass database. This is information about the exact date a hedge fund starts to reporting to Tass. Using this … indicate that the backfill bias is underestimated, and has a substantial downward effect on the returns across most hedge fund …

Persistent link: https://www.econbiz.de/10005150641

Issues in Evaluating Multifactor Options in a PDE Framework

Gilli, M.; Chiarella, C.; Dewynne, J. - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005706775

Hedge Fund Classification using K-means Clustering Method

Das, Nandita - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005132904

Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations

Blum, Peter; Dacorogna, Michel; Jaeger, Lars - EconWPA - 2003

Hedge funds are said to be rewarding investments because they have favourable risk-return characteristics on a … other hand, hedge fund returns have a number of characteristics that make their quantitative analysis difficult … particular characteristics of hedge funds, including methods for extreme value analysis and non- standard dependence models. …

Persistent link: https://www.econbiz.de/10005412560

Benefits and Risks of Alternative Investment Strategies

Vaissié, Mathieu; Amenc, Noël; Martellini, Lionel - Université Paris-Dauphine (Paris IX) - 2003

Persistent link: https://www.econbiz.de/10011073624