Similar Search Results

Narrow search

The market liquidity timing skills of debt-oriented hedge funds

Li, Baibing; Luo, Ji; Tee, Kaihong - In: European financial management : the journal of the … 23 (2017) 1, pp. 32-54

Persistent link: https://www.econbiz.de/10011713414

Are hedge funds active market liquidity timers?

Li, Chenlu; Li, Baibing; Tee, Kaihong - In: International review of financial analysis 67 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012299122

Timing the volatility risk of beta anomaly : evidence from hedge fund strategies

Ma, Tianyi; Tee, Kaihong; Li, Baibing - In: International review of financial analysis 81 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013395938

On hedge fund inceptions in a competitive market

Ma, Tianyi; Tee, Kaihong; Li, Baibing - In: The European journal of finance 29 (2023) 17, pp. 1975-2000

Persistent link: https://www.econbiz.de/10014388540

Mispricing chasing and hedge fund returns

Ma, Tianyi; Li, Baibing; Tee, Kaihong - In: Journal of empirical finance 68 (2022), pp. 34-49

Persistent link: https://www.econbiz.de/10013464413

Data Envelopment Analysis (DEA) Integrated Risk Assessment Technique on Hedge Funds Investment : Theory and Practical Application

Lamb, John D. - 2012

This paper discusses Hedge funds' risks, in particular the leverage risk, as it has the greater effect when applied both to derivatives or other asset classes alike. Evaluation of the effect of leverage could become complicated as this effect could be escalated by the liquidity and credit risks...

Persistent link: https://www.econbiz.de/10013110657