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

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

Schock der Coronavirus-Pandemie und die Maßnahmen zu ihrer Eindämmung haben die Weltwirtschaft in eine schwere Rezession …: 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 …

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

Economic policy uncertainty and cryptocurrency market as a risk management avenue: A systematic review

Ul Haq, Inzamam; Maneengam, Apichit; Chupradit, Supat; … - In: Risks 9 (2021) 9, pp. 1-24

hedging and diversification performance against each economy. Many research lines can benefit investors, policymakers, fund …

Persistent link: https://www.econbiz.de/10013200827

Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: Looking-through investment funds

Carvalho, Daniel; Schmitz, Martin - 2021

We study the impact of the COVID-19 shock on the portfolio exposures of euro area investors. The analysis "looks-through" holdings of investment fund shares to first gauge euro area investors' full exposures to global debt securities and listed shares by sector at end-2019 and to subsequently...

Persistent link: https://www.econbiz.de/10012515447

The Cosmopolitan Virus – Covid-19 Does Not Strike Randomly

Koopmans, Ruud - 2020

Highly mobile world citizens were among the first to be infected. Meanwhile, the virus affects everyone - yet not …

Persistent link: https://www.econbiz.de/10012263062

Globalisierung nach Corona: Zurück in die Zukunft?

Zürn, Michael - 2020

Ob die Corona-Krise eine historische Zäsur für unsere Weltordnung bedeutet, muss sich erst noch zeigen.

Persistent link: https://www.econbiz.de/10012263060

Das kosmopolitische Virus - Vor Corona sind nicht alle gleich

Koopmans, Ruud - 2020

Hochmobile Weltbürger wurden zuerst angesteckt. Inzwischen trifft das Virus alle gleich - aber nicht alle gleich hart.

Persistent link: https://www.econbiz.de/10012263061

Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market

Kräussl, Roman; Elsland, Niels van - 2008

This study develops a novel 2-step hedonic approach, which is used to construct a price index for German paintings. This approach enables the researcher to use every single auction record, instead of only those auction records that belong to a sub-sample of selected artists. This results in a...

Persistent link: https://www.econbiz.de/10010298394

The Downside Risk of Heavy Tails induces Low Diversification

Hyung, Namwon; de Vries, Casper G. - 2010

Actual portfolios contain fewer stocks than are implied by standard financial analysis that balances the costs of diversification against the benefits in terms of the standard deviation of the returns. Suppose a safety first investor cares about downside risk and recognizes the heavytail feature...

Persistent link: https://www.econbiz.de/10010325744

Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?

Botshekan, Mahmoud; Kraeussl, Roman; Lucas, Andre - 2010

We test whether asymmetric preferences for losses versus gains as in Ang, Chen, and Xing (2006) also affect the pricing of cash flow versus discount rate news as in Campbell and Vuolteenaho (2004). We construct a new four-fold beta decomposition, distinguishing cash flow and discount rate betas...

Persistent link: https://www.econbiz.de/10010325965

Incentive contracts and hedge fund management

Hodder, James E.; Jackwerth, Jens Carsten - 2005

This paper investigates dynamically optimal risk-taking by an expected-utility maximizing manager of a hedge fund. We examine the effects of variations on a compensation structure that includes a percentage management fee, a performance incentive for exceeding a specified highwater mark, and...

Persistent link: https://www.econbiz.de/10010266924