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Performance characteristics of hedge fund replication programs
Gupta, Bhaswar; Szado, Edward; Spurgin, William - In: The journal of alternative investments 11 (2008/09) 2, pp. 61-68
Persistent link: https://www.econbiz.de/10003778588
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Protection potential of commodity hedge funds
Jeanneret, Pierre; Monnin, Pierre; Scholz, Stefan - In: The journal of alternative investments 13 (2010/11) 3, pp. 43-52
Persistent link: https://www.econbiz.de/10008839723
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The StressVaR : a new risk concept for extreme risk and fund allocation
Coste, Cyril; Douady, Raphaël; Zovko, Ilija I. - In: The journal of alternative investments 13 (2010/11) 3, pp. 10-23
Persistent link: https://www.econbiz.de/10008839728
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Locking in the profits or putting it all on black? : an empirical investigation into the risk-taking behavior of hedge fund managers
Clare, Andrew D.; Motson, Nick - In: The journal of alternative investments 12 (2009/10) 2, pp. 7-25
Persistent link: https://www.econbiz.de/10003961074
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Highlights from alternative investment news : your daily news source for hedge funds, private equity and other alternatives
Agnew, Harriet - In: The journal of alternative investments 12 (2009/10) 2, pp. 95-102
Persistent link: https://www.econbiz.de/10003961083
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The value of liquidity from the hedge fund portfolio manager’s perspective
Gagnon, Martin; Laroche, Pierre; Rémillard, Bruno - In: The journal of alternative investments 13 (2010/11) 4, pp. 30-39
Persistent link: https://www.econbiz.de/10009008647
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The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential
Cavenaile, Laurent; Coën, Alain; Hübner, Georges - In: The journal of alternative investments 13 (2010/11) 4, pp. 9-29
Persistent link: https://www.econbiz.de/10009008651
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Hedge fund replication : the asymmetric way
Tancar, Roman; Poddig, Thorsten; Ballis-Papanastasiou, … - In: The journal of alternative investments 15 (2012/13) 1, pp. 68-84
Persistent link: https://www.econbiz.de/10009573448
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Dedicated short bias hedge funds : diversification and alpha during financial crises
Connolly, Ciara; Hutchinson, Mark C. - In: The journal of alternative investments 14 (2011/12) 3, pp. 28-41
Persistent link: https://www.econbiz.de/10009501186
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Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda; Martellini, Lionel; Zambruno, Giovanni - In: The journal of alternative investments 14 (2011/12) 3, pp. 6-16
Persistent link: https://www.econbiz.de/10009501188