bound on performance that any risk-averse investor would prefer (or at least be indifferent) to the proposed portfolio … Leistung von Hedgefonds und der optimalen Portfolioauswahl untersucht werden.Das erste Kapitel dieser Doktorarbeit beschäftigt … sich mit dem Problem der nicht dokumentierten Erträge nach dem "delisting" des Hedgefonds. Es handelt sich um eine …

universe. After discussing the special features of the hedge fund industry, we analyze which sources of risk may justify the … unsystematic risk factors in hedge fund investing and the risk premia captured by hedge fund strategies are introduced. Furthermore …, the relevant trades and the corresponding risk factors for several classical hedge fund strategies are described. Since …

. It suggest a microeconometric method for measuring flooding related risk preferences of affectedindividuals. The method …-experimental approach to measure differences in the risk attitudes of farmers located in highflooding risk areas versus farmers located in … low flooding risk areas is followed. Changes in flooding risk relatedbehaviour over time is analysed and marginal effects …

the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …

-Walrasian disequilibrium approach and describe optimizing agents. These agents use chance constraints which depict a Cash Flow at Risk approach …

-oriented alignment of all business activities. Risk management that is always to be implemented as part of an integrated risk and return …. Against this background, the present thesis gives specific recommendations for the implementation of a sound risk management … in the value chain. In this way, it contributes to support a value-oriented corporate governance. With a risk and return …