Hedge funds' extensive use of derivatives, short-selling, and leverage and their dynamic trading strategies create significant non-normalities in their return distributions. Hence, the traditional performance measures fail to provide an accurate characterization of the relative strength of hedge...

Hedge funds' extensive use of derivatives, short-selling, and leverage and their dynamic trading strategies create significant non-normalities in their return distributions. Hence, the traditional performance measures fail to provide an accurate characterization of the relative strength of hedge...

Investment in the form of shares, or commonly called stock investment is the purchase or participation or ownership of shares of other companies with the aim of obtaining profits and others. Profit is obtained from the share of dividends distributed according to the participation of capital or...

This paper examines stapled and traditional A-REITs, and their long-run relationships to common stocks, bonds, direct commercial real estate investments, and changes to consumer price inflation from December 1979 to June 2009. Stapled and traditional A-REIT indices are constructed from a sample...

With inflation rates remaining close to zero in all major developed economies for long periods of time, especially from 1998 - 2015, investors have become increasingly concerned about the potential effects of deflation on asset value. Negative inflation rates were observed between 1998 and 2009...