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Hedge Fund Performance : A Qua...
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Risk premium
Kapitaleinkommen
38,928
Capital income
38,828
Börsenkurs
13,608
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13,579
Schätzung
12,187
Theorie
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Lohnstruktur
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Germany
3,815
Wage structure
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Welt
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World
3,684
Hedgefonds
3,367
Hedge fund
3,345
Risk
3,230
Risiko
3,205
Investmentfonds
3,108
Investment Fund
3,087
Risikoprämie
3,021
Qualifikation
2,725
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2,592
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Zaremba, Adam
35
Zhou, Hao
26
Bali, Turan G.
22
Bollerslev, Tim
22
Campbell, John Y.
21
Bekaert, Geert
20
Ludvigson, Sydney C.
17
Gupta, Rangan
16
Nitschka, Thomas
16
Garcia, René
15
Harvey, Campbell R.
15
Sarno, Lucio
15
Guo, Hui
14
Parker, Jonathan A.
14
Verdelhan, Adrien
13
Yogo, Motohiro
13
Zhang, Lu
13
Long, Huaigang
12
Piazzesi, Monika
12
Subrahmanyam, Avanidhar
12
Valente, Giorgio
12
Wohar, Mark E.
12
Bansal, Ravi
11
Christiano, Lawrence J.
11
Lustig, Hanno
11
Ng, Serena
11
Prokopczuk, Marcel
11
Smith, Peter N.
11
Almeida, Caio
10
Cakici, Nusret
10
Fisher, Jonas D. M.
10
Menkhoff, Lukas
10
Scaillet, Olivier
10
Tamoni, Andrea
10
Tauchen, George Eugene
10
Zhou, Guofu
10
Ardison, Kym
9
Chen, Long
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Hoerova, Marie
9
Jacobs, Kris
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National Bureau of Economic Research
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Harvard Institute of Economic Research
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Institute of Finance and Accounting <London>
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Massachusetts Institute of Technology / Department of Economics
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University of Chicago / Center for Research in Security Prices
2
Australian National University / Research School of Pacific and Asian Studies / Department of Economics
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Banca d'Italia / Servizio Studi
1
Center for Economic Analysis <Boulder, Colo.>
1
Centre for Quantitative Economics & Computing
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Eberhard Karls Universität Tübingen
1
Federal Reserve Bank of St. Louis
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institute of Chartered Financial Analysts
1
International Monetary Fund (IMF)
1
Rodney L. White Center for Financial Research
1
Russell Sage Foundation
1
Stanford Institute for Economic Policy Research
1
University of Hong Kong / School of Economics and Finance
1
University of St Andrews / Centre for Research into Industry, Enterprise, Finance and the Firm
1
University of St Andrews / Department of Economics
1
Universität Bremen
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
World Bank / Development Research Group / Macroeconomics and Growth
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Journal of financial economics
97
Journal of banking & finance
69
NBER working paper series
68
Finance research letters
59
Working paper / National Bureau of Economic Research, Inc.
59
NBER Working Paper
51
Journal of empirical finance
50
International review of economics & finance : IREF
36
International review of financial analysis
32
Pacific-Basin finance journal
32
Journal of financial markets
29
The review of financial studies
28
Journal of international financial markets, institutions & money
27
Journal of international money and finance
27
Research paper series / Swiss Finance Institute
27
Discussion papers / CEPR
25
Applied economics
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of economic dynamics & control
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
The journal of finance : the journal of the American Finance Association
19
Finance and economics discussion series
18
Journal of financial and quantitative analysis : JFQA
18
Economics letters
17
The European journal of finance
17
Applied economics letters
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of econometrics
16
Journal of monetary economics
16
Review of finance : journal of the European Finance Association
16
The journal of asset management
16
Applied financial economics
15
Review of quantitative finance and accounting
15
Journal of risk and financial management : JRFM
14
Research in international business and finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
CESifo working papers
12
CREATES research paper
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
3,005
RePEc
2
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1
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1
Diversification with risk factors and investable hedge fund indices
Boigner, Philip
;
Gadzinski, Gregory
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
Saved in:
2
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
3
A dynamic analysis of higher-comoment risk premiums in hedge fund returns
Lambert, Marie
- In:
Journal of derivatives & hedge funds
18
(
2012
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10009535195
Saved in:
4
The performance of currency hedge funds and the yen/USD carry trade
Peltomäki, Jarkko
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 103-113
Persistent link: https://www.econbiz.de/10009159831
Saved in:
5
Illiquidity premia in asset returns : an empirical analysis of hedge funds, mutual funds, and US equity portfolios
Khandani, Amir E.
;
Lo, Andrew W.
- In:
The quarterly journal of finance
1
(
2011
)
2
,
pp. 205-264
Persistent link: https://www.econbiz.de/10009309753
Saved in:
6
Asymmetric risk exposures in hedge funds
Shao, Sandra Yi
-
2007
Persistent link: https://www.econbiz.de/10009689758
Saved in:
7
Robust leverage choice of hedge funds with rare disasters
Yan, Jingzhou
;
Mu, Congming
;
Yan, Qianhui
;
Luo, Deqing
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472621
Saved in:
8
Investing with style
Asness, Cliff
;
Ilmanen, Antti
;
Israel, Ronen
; …
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 27-63
Persistent link: https://www.econbiz.de/10011635183
Saved in:
9
Illiquidity Premia in Asset Returns : An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios
Khandani, Amir
-
2009
We establish a link between illiquidity and positive autocorrelation in asset returns among a sample of hedge funds, mutual funds, and various equity portfolios. For hedge funds, this link can be confirmed by comparing the return autocorrelations of funds with shorter vs. longer...
Persistent link: https://www.econbiz.de/10013158586
Saved in:
10
Illiquidity Premia in Asset Returns : An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios
Khandani, Amir
-
2010
We establish a link between illiquidity and positive autocorrelation in asset returns among a sample of hedge funds, mutual funds, and various equity portfolios. For hedge funds, this link can be confirmed by comparing the return autocorrelations of funds with shorter vs. longer...
Persistent link: https://www.econbiz.de/10013146731
Saved in:
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