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Long-term capital management revisited : accomodations for international markets
Wetmore, Jill L. - In: Global journal of finance and banking issues 1 (2007) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10003853652
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Detecting crowded trades in currency funds
Pojarliev, Momtchil; Levich, Richard M. - 2010
methodology to measure crowded trades and apply it to professional currency managers. Our results suggest that carry became a … assets -- among hedge funds. Further research in this area might be very relevant for investors, managers and regulators …
Persistent link: https://www.econbiz.de/10003932494
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How do hedge fund clones manage the real world?
Wallerstein, Erik; Tuchschmid, Nils S.; Zaker, Sassan - In: The journal of alternative investments 12 (2009/10) 3, pp. 37-50
Persistent link: https://www.econbiz.de/10003938267
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Detecting crowded trades in currency funds
Pojarliev, Momtchil; Levich, Richard M. - In: Financial analysts' journal : FAJ 67 (2011) 1, pp. 26-39
Persistent link: https://www.econbiz.de/10008858053
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What happened to the quants in August 2007? : evidence from factors and transactions data
Khandani, Amir E.; Lo, Andrew W. - In: Journal of financial markets 14 (2011) 1, pp. 1-46
Persistent link: https://www.econbiz.de/10009267118
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Hedge fund return volatility and comovement : recent evidence
Sabbaghi, Omid - In: Managerial finance 38 (2012) 1, pp. 101-119
Persistent link: https://www.econbiz.de/10009488348
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Commonality in hedge fund returns : driving factors and implications
Bussière, Matthieu; Hoerova, Marie; Klaus, Benjamin - In: Journal of banking & finance 54 (2015), pp. 266-286
Persistent link: https://www.econbiz.de/10011377831
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Hedge fund systemic risk signals
Savona, Roberto - In: European journal of operational research : EJOR 236 (2014) 1, pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
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A risk-adjusted performance evaluation of US and EU hedge funds and associated equity markets over the 2007 - 2009 financial crisis
Van Heerden, Chris; Heymans, André; Van Vuuren, Gary; … - In: International business and economics research journal 13 (2014) 1, pp. 169-189
Persistent link: https://www.econbiz.de/10010251617
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The financial crisis and hedge funds returns
Bollen, Nicolas P. B. - In: Review of derivatives research 14 (2011) 2, pp. 117-135
Persistent link: https://www.econbiz.de/10009272486