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Hedge funds, CDOs and the financial crisis : an empirical investigation of the "Magnetar trade"
Mählmann, Thomas - In: Journal of banking & finance 37 (2013) 2, pp. 537-548
Persistent link: https://www.econbiz.de/10009705620
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Demystifying managed futures
Hurst, Brian; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of investment management : JOIM 11 (2013) 3, pp. 42-58
Persistent link: https://www.econbiz.de/10010195994
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Strategy diversification : combining momentum and carry strategies within a foreign exchange portfolio
Olszweski, Francis; Zhou, Guofu - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 311-320
Persistent link: https://www.econbiz.de/10010259395
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Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Wang, Qian - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003320531
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Basis Risk in Hedging a CDS Portfolio with Credit Indices
Chamizo, Alvaro - 2017
The financial crisis has raised concerns throughout the industry on the possibility that hedging credit valuation … products break down. So, we provide an estimation of the basis risk that arises when hedging credit portfolios with different …
Persistent link: https://www.econbiz.de/10012970402
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Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro; Novales, Alfonso - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
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Derivatives markets and managed money : implications for price discovery
Arburn, Gregory; Harper, Laura - In: The international journal of business and finance … 13 (2019) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10012005806
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Handbuch Alternative Investments ; Bd. 1
Busack, Michael (contributor); Kaiser, Dieter G. (contributor) - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003322189
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Handbuch Alternative Investments ; Bd. 2
Busack, Michael (contributor); Kaiser, Dieter G. (contributor) - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003322190
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Derivate auf Alternative Investments : Konstruktion und Bewertungsmöglichkeiten
Hoppe, Christian - 2005 - Gabler Edition Wissenschaft
Produktstrukturen auf Hedgefonds und Private Equity Investments eine zentrale Bedeutung. Christian Hoppe analysiert, ob das vorhandene …
Persistent link: https://www.econbiz.de/10013517349