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A Fund of Hedge Funds Under Regime Switching
Saunders, David M.; Seco, Luis; Vogt, Christopher; … - In: The journal of alternative investments 15 (2012/13) 4, pp. 8-23
Persistent link: https://www.econbiz.de/10009745288
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On the Tracking and Replication of Hedge Fund Optimal Investment Portfolio Strategies in Global Capital Markets in Presence of Nonlinearities, Applying Bayesian Filters : 1. Strata...
Ledenyov, Dimitri - 2015
selection in the global capital markets with the nonlinearities. We provide a definition for the hedge fund, describe the hedge …
Persistent link: https://www.econbiz.de/10013025088
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Modeling hedge fund returns : selection, nonlinearity and managerial efficiency
Lahiri, Kajal; Shawky, Hany A.; Zhao, Yongchen - In: Managerial and decision economics : MDE ; the … 35 (2014) 2, pp. 172-187
Persistent link: https://www.econbiz.de/10010256817
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Die Integration von nicht-traditionellen Anlagen im Rahmen des Asset-Allocation-Prozesses
Rupprechter, Roland - 2003
Persistent link: https://www.econbiz.de/10001718778
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Profit sharing in hedge funds
He, Xue Dong; Kou, Steven - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 50-81
Persistent link: https://www.econbiz.de/10011969148
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Der Hedgefonds-Effekt : [mit der richtigen Portfolioaufteilung zum Anlageerfolg]
Busse, Franz-Joseph; Nothaft, Julia Maureen - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003480483
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Analysing hedge fund strategies through the use of an option based approach
Camarero Aguilera, Santiago; López Pascual, Joaquín - In: Spanish journal of finance and accounting 42 (2013) 158, pp. 167-186
Persistent link: https://www.econbiz.de/10010200664
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A spectral model of turnover reduction
Kakushadze, Zura - In: Econometrics : open access journal 3 (2015) 3, pp. 577-589
We give a simple explicit formula for turnover reduction when a large number of alphas are traded on the same execution platform and trades are crossed internally. We model turnover reduction via alpha correlations. Then, for a large number of alphas, turnover reduction is related to the largest...
Persistent link: https://www.econbiz.de/10011410628
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Can turnover go to zero?
Kakushadze, Zura - In: Journal of derivatives & hedge funds 20 (2014) 3, pp. 157-176
Persistent link: https://www.econbiz.de/10010462974
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Evaluating hedge fund performance
Tran, Vinh Q. - 2005
Persistent link: https://www.econbiz.de/10002573029