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Regime-dependent nonlinear analysis of hedge funds

Viebig, Jan; Poddig, Thorsten; Seiler, Katharina - In: The international journal of finance 21 (2009) 4, pp. 6276-6296

Persistent link: https://www.econbiz.de/10009384454

Discounted cash flow (DCF) models

Viebig, Jan; Poddig, Thorsten - In: Equity valuation : models from leading investment banks, (pp. 1-51). 2008

Persistent link: https://www.econbiz.de/10003719091

Monte Carlo free cash flow to the firm (MC-FCFF) models (Deutsche Bank/DWS)

Viebig, Jan; Poddig, Thorsten - In: Equity valuation : models from leading investment banks, (pp. 53-106). 2008

Persistent link: https://www.econbiz.de/10003719095

Leverage buyout (LBO) models

Viebig, Jan; Stillit, Daniel; Poddig, Thorsten - In: Equity valuation : models from leading investment banks, (pp. 293-333). 2008

Persistent link: https://www.econbiz.de/10003719125

Final thoughts on valuation

Varmaz, Armin; Poddig, Thorsten; Viebig, Jan - In: Equity valuation : models from leading investment banks, (pp. 379-402). 2008

Persistent link: https://www.econbiz.de/10003719131

Equity valuation : models from leading investment banks

Viebig, Jan (ed.); Poddig, Thorsten (contributor); … - 2008 - Reprinted

Persistent link: https://www.econbiz.de/10003420362

Does a contagion effect exist between equity markets and hedge funds in periods of extreme stress in financial markets?

Viebig, Jan; Poddig, Thorsten - In: The journal of alternative investments 13 (2010/11) 2, pp. 78-103

Persistent link: https://www.econbiz.de/10008696882

Modeling extreme returns and asymmetric dependence structures of hedge fund strategies using extreme value theory and copula theory

Viebig, Jan; Poddig, Thorsten - In: Journal of risk 13 (2010/11) 2, pp. 23-55

Persistent link: https://www.econbiz.de/10008807871

Regime-dependent nonlinear analysis of hedge funds

Viebig, Jan; Poddig, Thorsten; Ballis-Papanastasiou, … - In: The journal of alternative investments 13 (2010/11) 4, pp. 53-72

Persistent link: https://www.econbiz.de/10009008634

Regime-Dependent Nonlinear Analysis of Hedge Funds

Viebig, Jan - 2017

In this article, the authors introduce a regime-dependent nonlinear model to explain the nonlinear return and risk characteristics of hedge funds. The explanatory power of their regime-dependent nonlinear model is substantially higher than the explanatory power of simple linear regression...

Persistent link: https://www.econbiz.de/10012961432