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Fees Eat Diversification's Lun...
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date (oldest first)
1
Hybrid Hedge Fund Fees Model
Gorovyy, Sergiy
-
2011
We investigate behavior of optimal hedge fund leverage in a fund that has a compensation contract with high-water mark and hurdle rate provisions. A risk neutral fund manager can continuously reallocate assets while she obtains management and performance fees in discrete time moments. We find...
Persistent link: https://www.econbiz.de/10013120778
Saved in:
2
Carrot and Stick : A Risk-Sharing Rationale for Fulcrum Fees in Active Fund Management
Sotes-Paladino, Juan M.
;
Zapatero, Fernando
-
2021
We show that risk-sharing considerations rationalize symmetric benchmark-adjusted ("fulcrum") fees in the compensation of informed active fund management. By tying fees symmetrically to the appropriate benchmark, investors can tilt a fund portfolio toward their optimal risk exposure and realize...
Persistent link: https://www.econbiz.de/10013220741
Saved in:
3
Does Active Fee Predict Mutual Fund Flow? - Price Sensitivity of Demand for Active Management
Døskeland, Trond
;
Sjuve, André Wattø
;
Ørpetveit, Andreas
-
2021
Active fee is the ratio between the excess cost of active management over the index alternative and the fund's activity level. We suggest a simple model that explains active capital allocations in the presence of time-varying active fee. We show that investors respond in accordance with the...
Persistent link: https://www.econbiz.de/10013225316
Saved in:
4
Strategy and Implementation : Quantitative Evaluation of Strategic Performance with Application to Mutual Funds
Cooper, William W.
-
2011
This paper applies specific quantitative methods to demonstrate a general theoretical model for measuring strategic performance. The theoretical concepts are universal and measurable for all types of strategic activity by applying the methodology through alternative quantitative analytical...
Persistent link: https://www.econbiz.de/10013118148
Saved in:
5
Diversification
among cryptoassets : Bitcoin maximalism, active portfolio management, and survival biass
Sun, Weizhi
;
Krištoufek, Ladislav
-
2021
literature, and the general perception of
diversification
benefits within cryptomarkets mostly builds on popular beliefs. The …
Persistent link: https://www.econbiz.de/10012650668
Saved in:
6
Diversification
of investment portfolios as an instrument used by institutional investors in the capital management process
Trippner, Paweł
- In:
E-Finanse : finansowy kwartalnik internetowy
7
(
2011
)
3
,
pp. 85-93
The paper presents the essence and ways of limiting the level of investment risk through the processes of diversifying the composition of investment portfolios. The paper shows types of deposit portfolios. The author analyzed the profitability of deposit portfolios with various share of...
Persistent link: https://www.econbiz.de/10009511454
Saved in:
7
Diversification
in Funds of Hedge Funds : Is it Possible to Overdiversify?
Brown, Stephen J.
-
2011
(FOFs). In this paper we examine a new database that separates out for the first time the effects of
diversification
(the … variance reducing effects of
diversification
peter out once FOFs hold more than 20 underlying hedge funds. Yet the majority of … FOFs are more diversified than this. We find a new and surprising result that this excess
diversification
actually …
Persistent link: https://www.econbiz.de/10013134528
Saved in:
8
Diversification
of Equity with VIX Futures : Personal Views and Skewness Preference
Alexander, Carol
-
2012
diversification
into VIX futures is ex-ante optimal for standard mean-variance investors, then extend this to include skewness … study shows that skewness preference increases the frequency of
diversification
, but out-of-sample the optimally …
Persistent link: https://www.econbiz.de/10013108699
Saved in:
9
Market Neutral
Diversification
for Individual European Investors : A Risk-Return Improving Strategy Under the Sand and an Appealing Niche for the ETF Industry
Pizzutilo, Fabio
-
2013
This paper aims to empirically verify whether an individual European investor can enhance the
diversification
of his … the long term risk-return profile of a conventional asset allocation. The
diversification
benefits are realizable even …
Persistent link: https://www.econbiz.de/10013086058
Saved in:
10
Diversification
Benefits of Managed Futures
Schneeweis, Thomas
-
2015
as energy, metals, softs, etc.). In this article, we examine the
diversification
benefits of managed futures. We examine … results as they relate to the
diversification
benefits of managed futures …
Persistent link: https://www.econbiz.de/10013038527
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