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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

Zulassung von Hedge-Fonds in Deutschland: Fluch oder Segen?

Erke, Burkhard; Marquardt, Ralf-M. - In: Wirtschaftsdienst 84 (2004) 5, pp. 309-316

Seit Jahresanfang ist in Deutschland die Auﬂage von Hedge-Fonds erlaubt. In der Beurteilung solcher Fonds gibt es erhebliche Unterschiede. Während viele Beobachter vor dem Hintergrund ausländischer Erfahrungen die einzel- und gesamtwirtschaftlichen Gefahren der „Zockerportfolios“...

Persistent link: https://www.econbiz.de/10010303081

Explaining Hedge Fund Investment Styles by Loss Aversion

Siegmann, Arjen; Lucas, André - 2002

Recent research reveals that hedge fund returns exhibit a range of different,possibly non-linear pay-off patterns. It is difficult to qualify all these patternssimultaneously as being rational in a traditional framework for optimal financial decisionmaking. In this paper we present a simple...

Persistent link: https://www.econbiz.de/10010324945

Incentive contracts and hedge fund management

Hodder, James E.; Jackwerth, Jens Carsten - 2005

This paper investigates dynamically optimal risk-taking by an expected-utility maximizing manager of a hedge fund. We examine the effects of variations on a compensation structure that includes a percentage management fee, a performance incentive for exceeding a specified highwater mark, and...

Persistent link: https://www.econbiz.de/10010266924