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The determinants of foreign exchange hedging in Alternative Investment Market firms
Marshall, Andrew P.; Kemmitt, Martin; Pinto, Helena - In: The European journal of finance 19 (2013) 1/2, pp. 89-111
Persistent link: https://www.econbiz.de/10009733294
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Correlation between market timing performance and stock selection performance in the Henriksson-Merton model
Howell, Sydney D.; Armada, Manuel José da Rocha - 1992
Persistent link: https://www.econbiz.de/10000838243
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Variation and covariation between market timing and selectivity : an alternative to traditional meta-analysis
Howell, Sydney D.; Armada, Manuel J. Rocha - In: International journal of business 5 (2000) 2, pp. 57-96
Persistent link: https://www.econbiz.de/10001522449
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The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo; Johnson, Paul; Duck, Peter; … - In: Applied mathematical finance 25 (2018) 5/6, pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
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Hedge-fund management with liquidity constraint
Ramirez, Hugo E.; Duck, Peter; Johnson, Paul; Howell, … - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-31
Persistent link: https://www.econbiz.de/10012153086