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Hedge fund performance using scaled Sharpe and Treynor measures

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300

Persistent link: https://www.econbiz.de/10011279837

Portfolio and risk management for central banks and sovereign wealth funds

Coche, Joachim (contributor) - 2011

Persistent link: https://www.econbiz.de/10008760262

Managing risk in alternative investment strategies : successful investing in hedge funds and managed futures

Jaeger, Lars - 2002 - 1. publ.

Persistent link: https://www.econbiz.de/10001653666

Fixed-income ETFs : a liquidity illusion?

Maitra, Anando; Satchell, Stephen - In: Journal of risk management in financial institutions 14 (2020/2021) 4, pp. 321-344

Persistent link: https://www.econbiz.de/10012818406

An analysis of the performance of target date funds

Shoven, John B.; Walton, Daniel B. - In: The journal of retirement : JOR 8 (2021) 4, pp. 43-65

Persistent link: https://www.econbiz.de/10012519313

Mutual funds herding behavior, sentiment, and market volatility

Kholdy, Shady; Miller, John; Sun, Libo - In: The journal of wealth management : JWM 24 (2021) 2, pp. 92-107

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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 such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from the imperfect correlation between the underlying fund...

Persistent link: https://www.econbiz.de/10011890772

Low-risk benchmarking transcends rebalancing methods

Hight, Gregory N.; Haley, Joseph Donald - In: The journal of investing : JOI 30 (2021) 2, pp. 7-30

Persistent link: https://www.econbiz.de/10012423038

Deconstructing ESG ratings performance : risk and return for E, S, and G by time horizon, sector, and weighting

Giese, Guido; Nagy, Zoltán; Lee, Linda-Eling - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 94-111

Persistent link: https://www.econbiz.de/10012423064

Risk management for private equity funds

Buchner, Axel - In: Journal of risk 19 (2017) 6, pp. 1-32

Persistent link: https://www.econbiz.de/10011799119

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