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Was treibt die Renditen von Hedgefonds? Eine empirische Untersuchung ausgewählter Hedgefonds Strategien

Lehrbass, Frank; Wörndl, Fabian; FOM Hochschule für … - 2021

: Die Hedgefonds. Deshalb wird sich diese Forschungsarbeit dieser exklusiven Form von Kapitalanlagemöglichkeiten zuwenden …. Bei einer Investition in Hedgefonds hofft man darauf, dass sie Erträge entsprechend den Erwartungen generieren und dabei … den Markt schlagen. Noch konkreter erwartet man, dass Hedgefonds Alpha generieren und ein kaum spürbares Beta haben …

Persistent link: https://www.econbiz.de/10012819803

Explaining Hedge Fund Investment Styles by Loss Aversion

Siegmann, Arjen; Lucas, André - 2002

Recent research reveals that hedge fund returns exhibit a range of different,possibly non-linear pay-off patterns. It is difficult to qualify all these patternssimultaneously as being rational in a traditional framework for optimal financial decisionmaking. In this paper we present a simple...

Persistent link: https://www.econbiz.de/10010324945

A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors

Hoechle, Daniel; Zimmermann, Heinz - 2007

We present a regression-based generalization of the calendar time portfolio approach which allowsfor the inclusion of continuous and multivariate investor or firm characteristics in the analysis. Ourmethod is simple to apply and it ensures that the statistical results are heteroscedasticity...

Persistent link: https://www.econbiz.de/10011390620

The Degradation of Distorted Performance Measures

Sloof, Randolph; van Praag, Mirjam - 2008

Baker (2002) has demonstrated theoretically that the quality of performance measures used in compensation contracts hinges on two characteristics: noise and distortion. These criteria, though, will only be useful in practice as long as the noise and distortion of a performance measure can be...

Persistent link: https://www.econbiz.de/10010325988

Performance measurement and incentive plans

Kauhanen, Antti; Napari, Sami - 2010

This paper explores performance measurement in incentive plans. Based on theory, we argue that differences in the nature of jobs between blue- and white-collar employees lead to differences in incentive systems. We find that performance measurement for white-collar workers is broader in terms of...

Persistent link: https://www.econbiz.de/10010273025

Icelandic development assistance: A comparative assessment

Thorvaldsson, Sverrir Kristjan - 2010

Persistent link: https://www.econbiz.de/10014306490

Early Versus Late Effort in Dynamic Agencies with Unverifiable Information

Schöndube, Jens Robert - In: BuR - Business Research 1 (2008) 2, pp. 165-186

In this paper we analyze a dynamic agency problem where contracting parties do not know the agent's future productivity at the beginning of the relationship. We consider a two-period model where both the agent and the principal observe the agent's second-period productivity at the end of the...

Persistent link: https://www.econbiz.de/10010421330

Performance analysis of the closed loop supply chain

Asif, Farazee MA; Bianchi, Carmine; Rashid, Amir; … - In: Journal of Remanufacturing 2 (2012), pp. 1-21

Purpose: The question of resource scarcity and emerging pressure of environmental legislations has brought a new challenge for the manufacturing industry. On the one hand, there is a huge population that demands a large quantity of commodities; on the other hand, these demands have to be met by...

Persistent link: https://www.econbiz.de/10010500504

Valuing Environmental Factors in Cost-Benefit Analysis Using Data Envelopment Analysis

Kuosmanen, Timo - 2006

Environmental cost-benefit analysis (ECBA) refers to social evaluation of investment projects and policies that involve significant environmental impacts. Valuation of the environmental impacts in monetary terms forms one of the critical steps in ECBA. We propose a new approach for environmental...

Persistent link: https://www.econbiz.de/10010312377

Benchmarking regions: Estimating the counterfactual distribution of labor market outcomes

Fitzenberger, Bernd; Furdas, Marina - 2012

This paper develops and implements a new benchmarking approach for labor market regions. Based on panel data for regions, we use nonparametric matching techniques to account for observed labor market characteristics and for spatial proximity. As the benchmark, we estimate the counterfactual...

Persistent link: https://www.econbiz.de/10010282286

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