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On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15
Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in … the imperfect correlation between the underlying fund and its corresponding hedging instruments. The current work … discusses the implications of using fund mapping regressions when the joint dynamics of the underlying and hedging assets is a …
Persistent link: https://www.econbiz.de/10011890772
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Innovations in exchange-traded funds : a comprehensive analytical overview
Nguyen, Vinh Huy; Zhao, Le; Mishra, Suchismita - In: American journal of finance and accounting 8 (2024) 1, pp. 57-80
Persistent link: https://www.econbiz.de/10015060768
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The democratization of wealth management : hedged mutual fund blockchain protocol
Kashyap, Ravi - In: Research in international business and finance 71 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10015062851
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Asset allocation : investment style and hedging style of international diversified funds
Rudolf, Markus; Gallati, Reto - 1995
Persistent link: https://www.econbiz.de/10000584737
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Hedge funds and the Asian currency crisis of 1997
Brown, Stephen J.; Goetzmann, William N.; Park, James - 1998
Persistent link: https://www.econbiz.de/10000658453
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Hedging index exchange traded funds
Alexander, Carol; Barbosa, A. - In: Journal of banking & finance 32 (2008) 2, pp. 326-337
Persistent link: https://www.econbiz.de/10003647317
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Behavioral currency hedging for international portfolios
Ogunc, Kurtay - In: International review of financial analysis 17 (2008) 4, pp. 716-727
Persistent link: https://www.econbiz.de/10003765882
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The risk in hedge fund strategies : theory and evidence from long/short equity hedge funds
Fung, William (contributor); Hsieh, David A. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003768632
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Evaluating hedge fund investments: the role of pure style indices
Lhabitant, François-Serge - In: Intelligent hedge fund investing, (pp. 447-463). 2004
Persistent link: https://www.econbiz.de/10003286963
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Hedge fund benchmarks and asset allocation
Anson, Mark - In: Active index investing : maximizing portfolio …, (pp. 179-208). 2004
Persistent link: https://www.econbiz.de/10003333508