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Managing currency risk for emerging markets hedge funds

Seifert, Stephanie - 2006

Persistent link: https://www.econbiz.de/10003323205

Short selling and exchange-traded funds returns : evidence from the London Stock Exchange

Mohamad, Azhar; Jaafar, Aziz; Goddard, John - In: Applied economics 48 (2016) 1/3, pp. 152-164

Persistent link: https://www.econbiz.de/10011412616

Does corporate hedging attract foreign institutional investors? : evidence from international firms

Massa, Massimo; Zhang, Lei - In: Journal of international business studies : JIBS ; an … 49 (2018) 5, pp. 605-632

Persistent link: https://www.econbiz.de/10011879201

On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics

Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15

Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in … the imperfect correlation between the underlying fund and its corresponding hedging instruments. The current work … discusses the implications of using fund mapping regressions when the joint dynamics of the underlying and hedging assets is a …

Persistent link: https://www.econbiz.de/10011890772

Innovations in exchange-traded funds : a comprehensive analytical overview

Nguyen, Vinh Huy; Zhao, Le; Mishra, Suchismita - In: American journal of finance and accounting 8 (2024) 1, pp. 57-80

Persistent link: https://www.econbiz.de/10015060768

Regulatory watch list for 2012: the shifting landscape for hedge funds and other private funds

Cain, James M.; Frydman, Daphne G.; Roby, David; … - In: Journal of Investment Compliance 13 (2012) 2, pp. 6-14

Purpose – The purpose of this paper is to explain legislative and regulatory changes and related developments that will be of interest to hedge funds and other private funds as they traverse the shifting regulatory landscape in 2012. Design/methodology/approach – The paper provides a general...

Persistent link: https://www.econbiz.de/10014893417

Assessing the risk of hedge funds

Lhabitant, François-Serge - In: Financial risk and financial risk management, (pp. 417-449). 2002

Persistent link: https://www.econbiz.de/10001755655

Hedge fund performance 1990 - 2000 : do the "money machines" really add value?

Amin, Gaurav S.; Kat, Harry M. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 251-274

Persistent link: https://www.econbiz.de/10001766850

Modelling directional hedge funds-mean, variance and correlation with tracker funds

Acar, Emmanuel - In: Advances in portfolio construction and implementation, (pp. 193-214). 2003

Persistent link: https://www.econbiz.de/10001771113

An intertemporal CAPM approach to evaluate mutual fund performance

Chang, Jow-ran; Hung, Mao-Wei; Lee, Cheng F. - In: Review of quantitative finance and accounting 20 (2003) 4, pp. 415-433

Persistent link: https://www.econbiz.de/10001773915