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Hedge fund risk
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CAPM
Risk
44,863
Risiko
44,412
Portfolio-Management
44,091
Portfolio selection
43,747
Theorie
42,531
Theory
42,015
Kapitaleinkommen
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11,882
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10,905
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10,853
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10,414
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10,335
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10,225
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10,018
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9,848
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9,720
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9,687
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9,166
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9,064
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6,490
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6,446
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5,075
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4,671
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4,648
risk
4,514
Deutschland
4,395
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4,250
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Zaremba, Adam
83
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51
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45
Stambaugh, Robert F.
45
Bekaert, Geert
38
Harvey, Campbell R.
38
Ferson, Wayne E.
37
Bali, Turan G.
34
Zhang, Lu
30
Guo, Hui
29
Zhou, Guofu
28
Jagannathan, Ravi
27
Kelly, Bryan T.
27
Ang, Andrew
25
Pástor, Ľuboš
24
Hens, Thorsten
23
Hull, John
23
Kogan, Leonid
23
Cochrane, John H.
21
Lee, Cheng F.
21
Lettau, Martin
21
Prokopczuk, Marcel
20
Sehgal, Sanjay
20
Yogo, Motohiro
20
He, Xue-zhong
19
Korajczyk, Robert A.
19
Lo, Andrew W.
19
Reeves, Jonathan J.
19
Campbell, John Y.
18
Engstrom, Eric
18
Fletcher, Jonathan
18
Madan, Dilip B.
17
Nitschka, Thomas
17
Veeraraghavan, Madhu
17
Bossaerts, Peter L.
16
Cotter, John
16
Faff, Robert W.
16
Fama, Eugene F.
16
Jarrow, Robert A.
16
Lioui, Abraham
16
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3
Svenska Handelshögskolan <Helsinki>
3
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2
Nationalekonomiska Institutionen <Lund>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Stanford Institute for Economic Policy Research
2
University of California Los Angeles / Department of Economics
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University of Hong Kong / School of Economics and Finance
2
Western Finance Association
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École des Hautes Études Commerciales <Lausanne>
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American Finance Association
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Association for Investment Management and Research
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Associazione Operatori Bancari in Titoli
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Australian National University / Faculty of Economics and Commerce
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Bank of England / Monetary Analysis Division
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Birkbeck College / Department of Economics
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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Danmarks Nationalbank
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David Eccles School of Business
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Deutsche Forschungsgemeinschaft
1
Eberhard Karls Universität Tübingen
1
EconWPA
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Eric Cuvillier <Firma>
1
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Journal of financial economics
178
NBER working paper series
177
Working paper / National Bureau of Economic Research, Inc.
148
Journal of banking & finance
144
Finance research letters
127
NBER Working Paper
122
Journal of empirical finance
104
The journal of finance : the journal of the American Finance Association
99
International review of financial analysis
86
The review of financial studies
85
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Pacific-Basin finance journal
71
Applied economics
66
International review of economics & finance : IREF
65
Journal of economic dynamics & control
64
Journal of financial and quantitative analysis : JFQA
56
The European journal of finance
52
Journal of international financial markets, institutions & money
50
The North American journal of economics and finance : a journal of financial economics studies
49
Research paper series / Swiss Finance Institute
48
The journal of portfolio management : a publication of Institutional Investor
45
Economic modelling
42
Review of quantitative finance and accounting
42
Applied financial economics
41
Economics letters
41
The journal of asset management
41
Discussion papers / CEPR
39
Journal of risk and financial management : JRFM
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Annals of finance
35
Journal of investment management : JOIM
35
Discussion paper / Centre for Economic Policy Research
34
International journal of theoretical and applied finance
34
Journal of financial markets
33
Journal of international money and finance
33
Quantitative finance
33
Research in international business and finance
32
Journal of monetary economics
31
Working paper
31
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ECONIS (ZBW)
8,559
EconStor
25
RePEc
21
OLC EcoSci
5
BASE
1
Showing
1
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10
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8,611
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date (newest first)
date (oldest first)
1
An SDF approach to hedge funds' tail
risk
: evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
2
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Saved in:
3
The
risk
in hedge fund strategies : alternative alphas and alternative betas
Fung, William K. H.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001797890
Saved in:
4
Beta Active Hedge Fund Management
Duanmu, Jun
-
2017
captures the time varying nature of beta exposures that could be interpreted as a common factor with both SR (systematic
risk
…
Persistent link: https://www.econbiz.de/10012975391
Saved in:
5
Beta active hedge fund management
Duanmu, Jun
;
Malachov, Aleksej
;
McCumber, William
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
Saved in:
6
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
7
Hedge funds:
risk
and performance
Shin, Sangheon
;
Smolarski, Jan
;
Soydemir, Gökçe A.
- In:
Journal of financial management, markets and institutions
6
(
2018
)
1
,
pp. 1850003-43
Persistent link: https://www.econbiz.de/10011960217
Saved in:
8
Do hedge funds dynamically manage systematic
risk
?
Namvar, Ethan
;
Phillips, Blake
;
Pukthuanthong, Kuntara
; …
- In:
Journal of banking & finance
64
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011634227
Saved in:
9
Systematic
risk
and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
10
Risk
and beta anatomy in the hedge fund industry
Savona, Roberto
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010462222
Saved in:
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