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Robust leverage choice of hedge funds with rare disasters
Yan, Jingzhou; Mu, Congming; Yan, Qianhui; Luo, Deqing - In: Finance research letters 54 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014472621
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Does secrecy signal skill? : own-investor secrecy and hedge fund performance
Gorovyy, Sergiy; Kelly, Patrick; Kuzʹmina, Olʹga - In: Journal of banking & finance 133 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013256712
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Returns to talent and the finance wage premium
Célérier, Claire; Vallée, Boris - In: The review of financial studies 32 (2019) 10, pp. 4005-4040
Persistent link: https://www.econbiz.de/10012108172
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Information flows in foreign exchange markets : dissecting customer currency trades
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The journal of finance : the journal of the American … 71 (2016) 2, pp. 601-634
Persistent link: https://www.econbiz.de/10011482338
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The Canadian hedge fund industry : performance and market timing
Klein, Peter; Purdy, Daryl; Schweigert, Isaac; … - In: International review of finance 15 (2015) 3, pp. 283-320
Persistent link: https://www.econbiz.de/10011498748
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Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.; Li, Haitao; Ye, Xiaoxia; Hu, May - In: Review of finance : journal of the European Finance … 23 (2019) 1, pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
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Does secrecy signal skill? : characteristics and performance of secretive hedge funds
Kuzʹmina, Olʹga; Kelly, Patrick; Gorovyy, Sergiy - 2020
Persistent link: https://www.econbiz.de/10012229576
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Opacity in financial markets
Sato, Yuki - 2013
This paper studies the implications of opacity in fi nancial markets for investor behavior, asset prices, and welfare. Transparent funds (e.g. mutual funds) and opaque funds (e.g. hedge funds) trade transparent assets (e.g. plain-vanilla products) and opaque assets (e.g. structured products)....
Persistent link: https://www.econbiz.de/10010257853
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The ABC's of the ARP : understanding alternative risk premium
Gorman, Stephen A.; Fabozzi, Frank J. - In: The journal of asset management : a major new, … 22 (2021) 6, pp. 391-404
Persistent link: https://www.econbiz.de/10012659812
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ß in the tails
Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10013441641