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Empirische Analyse der Drawdowns von Dach-Hedgefonds

Heidorn, Thomas (contributor); Kaiser, Dieter G. (contributor) - 2009

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

Persistent link: https://www.econbiz.de/10003796083

Handbuch Hedge Funds : Chancen, Risiken und Einsatz in der Asset Allocation

Dichtl, Hubert (ed.) - 2005

Persistent link: https://www.econbiz.de/10002570422

Portfoliooptimierung mit Hedge Fonds unter besonderer Berücksichtigung der Risikokomponente

Balthasar, Daniel; Cremers, Heinz; Schmidt, Michael - 2002

Persistent link: https://www.econbiz.de/10001752641

Die Regulierung von Hedgefonds aus nationaler und internationaler Sicht

Wolf, Sigrid - 2010

Persistent link: https://www.econbiz.de/10008655883

Portfoliooptimierung mit Hedgefonds unter Berücksichtigung höherer Momente der Verteilung

Heidorn, Thomas; Kaiser, Dieter G.; Muschiol, Andrea - 2007

Hedge Funds are often considered as a possibility for optimizing traditional portfolios due to their alternative risk … higher moments we can show that hedge funds can be useful in enhancing the return and reducing the risk of the overall …

Persistent link: https://www.econbiz.de/10003754615

Heterogenität von Hedgefondsindizes

Heidorn, Thomas; Hoppe, Christian; Kaiser, Dieter G. - 2006

Most research on the performance and risk of hedge funds are based on calculations that just use the data from one … different risk and return measures for the data series of six different hedge fund index providers and highlight the observed …