Narrow search
Showing 1 - 10 of 4,416
Cover Image
Bayesian inference for hedge funds with stable distribution of returns
Güner, Biliana; Rachev, Svetlozar T.; Edelman, Daniel; … - 2010
Recently, a body of academic literature has focused on the area of stable distributions and their application potential for improving our understanding of the risk of hedge funds. At the same time, research has sprung up that applies standard Bayesian methods to hedge fund evaluation. Little or...
Persistent link: https://www.econbiz.de/10010301731
Cover Image
Hedge-Fonds: Heuschrecken des internationalen Finanzsystems?
Marquardt, Ralf-M. - In: Wirtschaftsdienst 87 (2007) 4, pp. 211-215
Industrieländer mit zunehmendem Unbehagen betrachtet. In Hinblick auf Hedge-Fonds soll bis zum G-8-Gipfel im Juni dieses Jahres ein … Verhaltenskodex erarbeitet werden. Inwieweit können Hedge-Fonds zur Instabilität der Finanzmärkte beitragen? Welche Strategien zur …
Persistent link: https://www.econbiz.de/10010303504
Cover Image
Credit risk transfer, hedge funds, and the supply of liquidity
Zimmermann, Heinz - 2007
This paper provides a discussion about some recent issues related to the transfer of credit risk (CRT) from the perspective of global liquidity. The CRT market is enormously growing and exhibits major structural shifts in terms of buyers and sellers of protection. I try to address these issues...
Persistent link: https://www.econbiz.de/10011390628
Cover Image
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
Cover Image
A call on Art investments
Kraeussl, Roman; Wiehenkamp, Christian - 2010
The art market has seen boom and bust during the last years and, despite the downturn, has received more attention from investors given the low interest environment following the financial crisis. However, participation has been reserved for a few investors and the hedging of exposures remains...
Persistent link: https://www.econbiz.de/10010303744
Cover Image
Risk and expected returns of private equity investments: Evidence based on market prices
Jegadeesh, Narasimhan; Kräussl, Roman; Pollet, Joshua - 2010
We estimate the risk and expected returns of private equity investments based on the market prices of exchange traded funds of funds that invest in unlisted private equity funds. Our results indicate that the market expects unlisted private equity funds to earn abnormal returns of about one to...
Persistent link: https://www.econbiz.de/10010303749
Cover Image
Nachhaltigkeit
Bräuninger, Michael; Schulze, Sven; Stöver, Jana; … - 2010
Nach Definition der Brundtland-Kommission ist eine Entwicklung nachhaltig, wenn sie "den Bedürfnissen der heutigen Generation entspricht, ohne die Möglichkeiten künftiger Generationen zu gefährden, ihre eigenen Bedürfnisse zu befriedigen und ihren Lebensstil [frei] zu wählen". Diese...
Persistent link: https://www.econbiz.de/10010420195
Cover Image
The evolution of aggregate stock ownership
Rydqvist, Kristian; Spizman, Joshua; Strebulaev, Ilya - 2011
Since World War II, direct stock ownership by households has largely been replaced by indirect stock ownership by …
Persistent link: https://www.econbiz.de/10010308558
Cover Image
EU autonomy, the Brussels Effect, and the rise of global economic protectionism
Bauer, Matthias; Pandya, Dyuti - 2024
The Brussels Effect, once emblematic of the EU's alleged influence in shaping global regulations, has now become a factor contributing to global regulatory fragmentation. The EU must recalibrate its trajectory towards a liberal and rules-based trading order, prioritizing widespread regulatory...
Persistent link: https://www.econbiz.de/10014560198
Cover Image
World Economy in Spring 2024: Momentum remains subdued
Gern, Klaus-Jürgen; Kooths, Stefan; Liu, Wan-hsin; … - 2024
Die Weltwirtschaft expandiert derzeit in moderatem Tempo, wobei die Dynamik in den einzelnen Regionen recht unterschiedlich ist. Während die Konjunktur in den Vereinigten Staaten bis zuletzt kräftig war, befindet sich die Wirtschaft im Euroraum in einer Phase der Stagnation; im Vereinigten...
Persistent link: https://www.econbiz.de/10014506984