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Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara; Badshah, Ihsan Ullah; Demirer, Rıza - In: Global finance journal 52 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013412541
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Hedge funds and international capital flows
Strömqvist, Maria - 2008
Persistent link: https://www.econbiz.de/10003700251
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Market volatility and hedge fund returns in emerging markets
Cao, B.; Jayasuriya, Shamila A. - In: Applied financial economics 21 (2011) 22/24, pp. 1691-1701
Persistent link: https://www.econbiz.de/10009385052
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Essays in macroeconomics and finance
Sydow, Matthias - 2009
Persistent link: https://www.econbiz.de/10003840762
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The relation between manager description and fund performance : evidence from emerging market hedge funds
Peltomäki, Jarkko - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 52-70
Persistent link: https://www.econbiz.de/10010463005
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Market Volatility and Hedge Fund Returns in Emerging Markets
Jayasuriya, Shamila A. - 2011
In this paper, we estimate several augmented [Treynor and Mazuy1966] models to examine the performance of hedge fund index returns in four different emerging market regions. In our estimations we match the fund returns with the regional emerging market equity and bond index data, which is a...
Persistent link: https://www.econbiz.de/10013133215
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Emerging Market Exposures and the Predictability of Hedge Fund Returns
Caglayan, Mustafa Onur - 2013
managers. Results are robust after controlling for commonly used hedge fund factors, the emerging market equity index, lagged …
Persistent link: https://www.econbiz.de/10013091191
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Day-to-Day Market Volatility and Hedge Fund Returns in Emerging Markets
Jayasuriya, Shamila A. - 2009
managers. Other interesting findings are: 1. Hedge fund managers in certain emerging market segments show selection skills as …
Persistent link: https://www.econbiz.de/10013154967
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Emergent new finance : hedge funds and private equity funds in East Asia
Robertson, Justin - In: Journal of the Asia Pacific economy 22 (2017) 4, pp. 626-646
Persistent link: https://www.econbiz.de/10011747196
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New Trading Strategy in Investment : A Study of the Hedge Funds From Emerging and Developed Markets
Wong, Wing-Keung; Chui, David; Lv, Zhihui; Vieito, … - 2022
academics, fund managers, and investors on how to choose assets in their portfolio to get significantly higher expected utility …
Persistent link: https://www.econbiz.de/10014235850