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The Oxford handbook of quantitative asset management
Scherer, Bernd (ed.); Winston, Kenneth (ed.) - 2012
Persistent link: https://www.econbiz.de/10009427760
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Hedge fund alpha : cycle or sunset?
Sullivan, Rodney N. - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 55-79
Persistent link: https://www.econbiz.de/10012423014
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The Oxford handbook of quantitative asset management
Scherer, Bernd (ed.); Winston, Kenneth (ed.) - 2012
This text explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.
Persistent link: https://www.econbiz.de/10012669700
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The procyclicality of hedge fund alpha and beta
Racicot, François-Éric; Théoret, Raymond - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 109-128
Persistent link: https://www.econbiz.de/10010209488
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ETF Rebalancing, Hedge Fund Trades, and Capital Market
Wang, George Jiaguo; Yao, Chelsea Yaqiong; Yelekenova, Adina - 2023
We study the interaction between ETF rebalancing and hedge fund “front-running” trades and its implications for the capital market. First, we document that ETF rebalancing has a strong negative relation with future stock returns. Second, we observe that hedge funds gradually increase...
Persistent link: https://www.econbiz.de/10014258333
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Do hedge funds arbitrage on asset growth, earnings momentum and equity financing anomalies?
Lawson, Daniel T.; Schwartz, Robert L. - In: International journal of economics and finance 10 (2018) 9, pp. 38-45
Persistent link: https://www.econbiz.de/10011906035
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Hedge Funds : Performance, Risk Management, and Impact on Asset Markets
Agarwal, Vikas; Ren, Honglin - 2023
advanced econometric techniques.Recent research has also examined different risks hedge funds are exposed to and the risk … management practices of hedge funds. Particularly, studies have focused on systematic risk, liquidity risk, and financial … intermediary risk stemming from trading in the market and interacting with other market participants. With greater availability of …
Persistent link: https://www.econbiz.de/10014355695
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A special focus on hedge funds : creators of risk? ; [Atlanta Fed's 2006 Financial Markets Conference, "Hedge Funds: Creators of Risk?" held May 15-18, 2006]
Dwyer, Gerald P. <jun.> (contributor) - 2006
Persistent link: https://www.econbiz.de/10003417628
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Hedge fund replication
Gregoriou, Greg N. (ed.); Kooli, Maher (ed.) - 2012 - 1. publ.
Persistent link: https://www.econbiz.de/10009405307
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Derivatives, short selling and US equity and bond mutual funds
Dezfouli, Kaveh Moradi; Kryzanowski, Lawrence - In: The quarterly journal of finance 6 (2016) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10011452388