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Regime-dependent nonlinear analysis of hedge funds

Viebig, Jan; Poddig, Thorsten; Seiler, Katharina - In: The international journal of finance 21 (2009) 4, pp. 6276-6296

Persistent link: https://www.econbiz.de/10009384454

Does a contagion effect exist between equity markets and hedge funds in periods of extreme stress in financial markets?

Viebig, Jan; Poddig, Thorsten - In: The journal of alternative investments 13 (2010/11) 2, pp. 78-103

Persistent link: https://www.econbiz.de/10008696882

Risiken von Hedgefonds : Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung

Viebig, Jan; Poddig, Thorsten; Tancar, Roman - In: Kredit und Kapital 44 (2011) 2, pp. 279-309

Persistent link: https://www.econbiz.de/10009234533

Regime-dependent nonlinear analysis of hedge funds

Viebig, Jan; Poddig, Thorsten; Ballis-Papanastasiou, … - In: The journal of alternative investments 13 (2010/11) 4, pp. 53-72

Persistent link: https://www.econbiz.de/10009008634

Modeling extreme returns and asymmetric dependence structures of hedge fund strategies using extreme value theory and copula theory

Viebig, Jan; Poddig, Thorsten - In: Journal of risk 13 (2010/11) 2, pp. 23-55

Persistent link: https://www.econbiz.de/10008807871

Hedgefonds-Strategien und Asset-Based Style-Faktoren

Viebig, Jan; Poddig, Thorsten - In: Kredit und Kapital 39 (2006) 2, pp. 281-316

Persistent link: https://www.econbiz.de/10003353685

Regime-Dependent Nonlinear Analysis of Hedge Funds

Viebig, Jan - 2017

In this article, the authors introduce a regime-dependent nonlinear model to explain the nonlinear return and risk characteristics of hedge funds. The explanatory power of their regime-dependent nonlinear model is substantially higher than the explanatory power of simple linear regression...

Persistent link: https://www.econbiz.de/10012961432

Phasenmodelle und Investmentstilanalyse von Hedge- und Investmentfonds

Seiler, Katharina - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003772577

Phasenmodelle und Investmentstilanalyse von Hedge- und Investmentfonds

Seiler, Katharina - 2009

Persistent link: https://www.econbiz.de/10012699207

Hedge fund replication : the asymmetric way

Tancar, Roman; Poddig, Thorsten; Ballis-Papanastasiou, … - In: The journal of alternative investments 15 (2012/13) 1, pp. 68-84

Persistent link: https://www.econbiz.de/10009573448