Similar Search Results

Zulassung von Hedge-Fonds in Deutschland: Fluch oder Segen?

Erke, Burkhard; Marquardt, Ralf-M. - In: Wirtschaftsdienst 84 (2004) 5, pp. 309-316

Seit Jahresanfang ist in Deutschland die Auﬂage von Hedge-Fonds erlaubt. In der Beurteilung solcher Fonds gibt es … allgemeine Aussagen über Hedge-Fonds möglich? …

Persistent link: https://www.econbiz.de/10010303081

Steuerliche Aspekte von Private-Equity- und Hedge-Fonds unter Berücksichtigung der Unternehmensteuerreform 2008

Jarass, Lorenz; Obermair, Gustav M. - 2007

Das Gutachten behandelt steuerliche Aspekte der Aktivitäten von Private-Equity-Fonds und Hedge-Fonds. Welche …

Persistent link: https://www.econbiz.de/10011315126

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

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

Performance maximization of actively managed funds

Guasoni, Paolo; Huberman, Gur; Wang, Zhenyu - 2010

Ratios that indicate the statistical significance of a fund's alpha typically appraise its performance. A growing literature suggests that even in the absence of any ability to predict returns, holding options positions on the benchmark assets or trading frequently can significantly enhance...

Persistent link: https://www.econbiz.de/10010287049

The Benefits of Creating an Integrated EU Market for Investment Funds

Heinemann, Friedrich - 2002

The fast growing EU market for investment funds is still characterised by a continuing relevance of national borders. This papers assesses this market?s degree of integration, the potential benefits from more integration and the obstacles to cross-border sales of funds. The analysis shows that...

Persistent link: https://www.econbiz.de/10010298094

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

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

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

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

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

. Investmentfonds und Hedgefonds unterscheiden sich in mehrfacher Hinsicht. Während klassische Investmentfonds Vorschriften unterliegen …: 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

1
2
3
4
5
6
7
8
9
10
Next
Last