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Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio; Stork, Philip; Vries, Casper G. de - 2011
Persistent link: https://www.econbiz.de/10009230368
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Explaining hedge fund investment styles by loss aversion: a rational alternative
Siegmann, Arjen; Lucas, André - 2002
Persistent link: https://www.econbiz.de/10001689199
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Managerial talent, motivation, and self-selection into public management
Delfgaauw, Josse; Dur, Robert A. J. - 2008
Persistent link: https://www.econbiz.de/10003774452
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Managerial talent, motivation, and self-selection into public management
Delfgaauw, Josse; Dur, Robert A. J. - 2008
brightest managers to the public sector abound. This paper studies self-selection into managerial and non-managerial positions … return to managerial ability is always highest in the private sector. As a result, relatively many of the more able managers …
Persistent link: https://www.econbiz.de/10011377112
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Explaining hedge fund investment styles by loss aversion
Siegmann, Adriaan Hendrik; Lucas, André - 2002 - This version: May 7, 2002
Recent research reveals that hedge fund returns exhibit a range of different,possibly non-linear pay-off patterns. It is difficult to qualify all these patternssimultaneously as being rational in a traditional framework for optimal financial decisionmaking. In this paper we present a simple...
Persistent link: https://www.econbiz.de/10011326964
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Market liquidity and exposure of hedge funds
Siegmann, Adriaan Hendrik; Stefanova, Denitsa - 2011
Persistent link: https://www.econbiz.de/10009720730
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Hedge fund portfolio diversification strategies across the GFC
Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2014
This paper features an analysis of the effectiveness of a range of portfolio diversfication strategies as applied to a set of 17 years of monthly hedge fund index returns on a set of ten market indices representing 13 major hedge fund categories, as compiled by the EDHEC Risk Institute. The...
Persistent link: https://www.econbiz.de/10010465157
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Hole in the wall : informed short selling ahead of private placements
Berkman, Henk; McKenzie, Michael D.; Verwijmeren, Patrick - 2013
Persistent link: https://www.econbiz.de/10010191213
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A multi-criteria portfolio analysis of hedge fund strategies
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2017
This paper features a tri-criteria analysis of Eurekahedge fund data strategy index data. We use nine Eurekahedge equally weighted main strategy indices for the portfolio analysis. The tri-criteria analysis features three objectives: return, risk and dispersion of risk objectives in a...
Persistent link: https://www.econbiz.de/10011587620
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Are entrepreneurs more optimistic and overconfident than managers and employees?
Koudstaal, Martin; Sloof, Randolph; Praag, Mirjam van - 2015
others. However, the same holds true for top managers. In this lab-in-the-field experiment we directly compare the scores of … entrepreneurs, managers and employees on a comprehensive set of measures of optimism and overconfidence (n = 2,058). The results … when bad events occur. For incentivized measures of overconfidence we find no difference between entrepreneurs and managers …
Persistent link: https://www.econbiz.de/10011378220