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Performance of Chilean pension funds investments abroad 2010 - 2014
Balbontín, Renato; Blanch, Rodrigo - In: The international journal of business and finance … 10 (2016) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10011383679
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Desempeño de los fondos de pensiones Chilenos en el extranjero 2009-2020
Balbotín, Renato; Blanch, Rodrigo - In: Revista internacional administración finanzas : RIAF 14 (2021) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10012671394
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Desempeño de los fondos de pensiones Chilenos en el extranjero
Balbontín, Renato - In: Revista internacional administración finanzas : RIAF 7 (2014) 4, pp. 11-25
Persistent link: https://www.econbiz.de/10010208418
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Firm age, idiosyncratic risk, and long-run SEO underperformance
Huang, Chia Wei; Ho, Po-Hsin; Lin, Chih-Yung; Yen, Ju-Fang - In: International review of economics & finance : IREF 34 (2014), pp. 246-266
Persistent link: https://www.econbiz.de/10010533151
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Volatility of aggregate volatility and hedge funds returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: June 7, 2015
This paper investigates empirically whether uncertainty about volatility of the market portfolio can explain the … performance of hedge funds both in the cross-section and over time. We measure uncertainty about volatility of the market … portfolio via volatility of aggregate volatility (VOV) and construct an investable version of this measure by computing monthly …
Persistent link: https://www.econbiz.de/10011308590
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Volatility of aggregate volatility and hedge funds returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: January 31, 2015
the performance of hedge funds both in the cross-section and over time. We measure uncertainty via volatility of aggregate … volatility (VOV) and construct an investable version of this measure by computing monthly returns on lookback straddles written …
Persistent link: https://www.econbiz.de/10010485488
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Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata; Renò, Roberto - In: Journal of economic dynamics & control 94 (2018), pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
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Hedge fund returns and uncertainty
Krause, Timothy A. - In: The North American journal of economics and finance : a … 47 (2019), pp. 597-601
Persistent link: https://www.econbiz.de/10012120133
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Volatility of aggregate volatility and hedge fund returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - In: Journal of financial economics 125 (2017) 3, pp. 491-510
Persistent link: https://www.econbiz.de/10011751857
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Hedge funds risk and connectedness
Manicaro, Christian; Falzon, Joseph - In: The journal of asset management 18 (2017) 4, pp. 295-316
Persistent link: https://www.econbiz.de/10011741590