Similar Search Results

Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market

Rieken, Sascha - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001440110

Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX index options market

Rieken, Sascha - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10004601510

Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets

Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424

Persistent link: https://www.econbiz.de/10001500108

Put-call parity and the informational efficiency of the German DAX-index options market

Mittnik, Stefan; Rieken, Sascha - In: International review of financial analysis 9 (2000) 3, pp. 259-279

Persistent link: https://www.econbiz.de/10001543516

The small sample power of some tests for Granger-causality

Lütkepohl, Helmut; Rieken, Sascha - 1994

Persistent link: https://www.econbiz.de/10000989981

Lower-boundary violations and market efficiency : evidence from the German DAX-index options market

Mittnik, Stefan; Rieken, Sascha - 1999

Persistent link: https://www.econbiz.de/10001410538

Put-call parity and the informational efficiency of the German DAX-index option market

Mittnik, Stefan - 1996

Persistent link: https://www.econbiz.de/10001410598

The value-added of investable hedge fund indices

Heidorn, Thomas; Kaiser, Dieter G.; Voinea, Andre - 2010

This paper empirically investigates the risk and performance of three types of alternative beta products over the January 2002 to September 2009 time period: funds of hedge funds (FHFs), investable hedge fund indices (IHFIs), and hedge fund replication strategies (HFRS). We show that IHFIs are...

Persistent link: https://www.econbiz.de/10010300724

The Value-Added of Investable Hedge Fund Indices

Heidorn, Thomas; Kaiser, Dieter G.; Voinea, Andre - Frankfurt School of Finance & Management - 2010

This paper empirically investigates the risk and performance of three types of alternative betaproducts over the January 2002 to September 2009 time period: funds of hedge funds (FHFs),investable hedge fund indices (IHFIs), and hedge fund replication strategies (HFRS). Weshow that IHFIs are true...

Persistent link: https://www.econbiz.de/10008695291

The tactical and strategic value of hedge fund strategies : a cointegration approach

Füss, Roland; Kaiser, Dieter G. - In: Financial markets and portfolio management 21 (2007) 4, pp. 425-444

Persistent link: https://www.econbiz.de/10003648232