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Empirische Analyse der Drawdowns von Dach-Hedgefonds

Heidorn, Thomas; Kaiser, Dieter G.; Roder, Christoph - Frankfurt School of Finance & Management - 2009

Funds of Hedge Funds (FHF) are perceived to be the premier choice of institutional investorsfor first-time allocations into the alternative investment asset class. While many papers coverthe bright side of FHF investing, we in this paper empirically investigate the maximum drawdownsof FHF....

Persistent link: https://www.econbiz.de/10005865580

Heterogenität von Hedgefondsindizes

Heidorn, Thomas; Hoppe, Christian; Kaiser, Dieter G. - Frankfurt School of Finance & Management - 2006

Most research on the performance and risk of hedge funds are based on calculations that justuse the data from one index provider. Also most product providers and even more and moreinvestors are using hedge fund indices for benchmarking purposes. As some academic articlespointed out, the world of...

Persistent link: https://www.econbiz.de/10005865741

Investitionen und Emissionen von Convertible Bonds (Wandelanleihen)

Heidorn, Thomas; Gerhold, Mirko - Frankfurt School of Finance & Management - 2004

Convertible bond issues increase considerably since 1990. The papershows that these issues are more than just the combination of a bond and an option.The pricing depends on the share price, the shares volatility, the interest rate,and the interest volatility , the credit spread, and the...

Persistent link: https://www.econbiz.de/10005865815

Portfoliooptimierung mit Hedge Fonds unterbesonderer Berücksichtigung der Risikokomponente

Balthasar; Daniel; Cremers, Heinz; Schmidt, Michael - Frankfurt School of Finance & Management - 2002

Persistent link: https://www.econbiz.de/10005865834

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

Hedge funds for retail investors? - An examination of hedged mutual funds

Agarwal, Vikas; Naik, Narayan Y.; Boyson, Nicole M. - 2007

outperform traditional mutualfunds. Most interesting, this superior performance is largely driven by managers with experience … Hedgefonds vorbehalten waren. Beispielsweise ist es diesen Fondsmöglich, auch Leerverkäufe zu tätigen. Im Unterschied zu … klassischen Hedgefonds ist eineAnlage in Hedgefonds-ähnliche Publikumsfonds auch weniger vermögenden Anlegernmöglich. Im Rahmen …

Persistent link: https://www.econbiz.de/10005855886