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Marketing of hedge funds : a key strategic variable in defining possible roles of an emerging investment force

Bekier, Matthias - 1996

Persistent link: https://www.econbiz.de/10000584414

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

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

Risk analysis of hedge funds : a Markov switching model analysis

Teulon, Frédéric; Guesmi, Khaled; Jebri, Saoussen - In: The journal of applied business research 30 (2014) 1, pp. 243-253

Persistent link: https://www.econbiz.de/10010252063

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