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Wo investieren Distressed-Securities-Hedgefonds? : Ein Asset-based Style-Faktorenmodell

Bontschev, Georgi; Eling, Martin - In: Kredit und Kapital 43 (2010) 3, pp. 375-406

Persistent link: https://www.econbiz.de/10008666163

Skewness in hedge funds returns : classical skewness coefficients vs Azzalini's skewness parameter

Eling, Martin; Farinelli, Simone; Rossello, Damiano; … - In: International journal of managerial finance : IJMF 6 (2010) 4, pp. 290-304

Persistent link: https://www.econbiz.de/10008696271

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

Autocorrelation, Bias, and Fat Tails - are Hedge Funds Really Attractive Investments?

Eling, Martin - 2013

In the literature, hedge funds often are evaluated by Markowitz portfolio selection theory, under which hedge funds appear to be a remarkable opportunity, seeing as they are characterized by low correlations to stock and bond markets and therefore offer the chance of better portfolio...

Persistent link: https://www.econbiz.de/10012754446