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Financial markets and asset pricing

Kōnstantinidēs, Giōrgos (contributor) - 2013 - 1. ed

Persistent link: https://www.econbiz.de/10009696080

Three essays in pension finance

Shi, Zhen - 2009

Persistent link: https://www.econbiz.de/10003931171

Hedge fund selection : an investment approach based on risk-adjusted performance measures

Raasch, Martin - 2013

In den letzten Jahren ist das Management von Hedgefonds-Portfolios zu einem beliebten Forschungsgebiet herangewachsen …. Der Autor dieser Dissertation entwickelt einen quantitativen Ansatz für Investitionen in Hedgefonds, welcher von …, gleich gewichtete Indizes von Hedgefonds und Dachfonds von Hedgefonds in Bezug auf Risiko und Rendite übertreffen können. Es …

Persistent link: https://www.econbiz.de/10009713735

Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds

Proelss, Juliane; Schweizer, Denis - In: Financial markets and portfolio management 28 (2014) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10010249662

Hedge funds and market anomalies

Lawson, Daniel T.; Boldin, Robert J.; Økland, Tore - In: International journal of economics and finance 7 (2015) 6, pp. 17-24

Persistent link: https://www.econbiz.de/10011292408

Explaining hedge fund investment styles by loss aversion: a rational alternative

Siegmann, Arjen; Lucas, André - 2002

Persistent link: https://www.econbiz.de/10001689199

Hedge Fund Flows and Performance Streaks : How Investors Weigh Information

Baquero, Guillermo - 2015

We examine the relative weights hedge fund investors attach to past information in the fund selection process. The weighting scheme appears inconsistent with the one of econometric forecast models that predict fund returns, alphas or Sharpe ratios. In particular, investor flows are highly...

Persistent link: https://www.econbiz.de/10013029677

Limits to Arbitrage : Time-Varying Market Neutrality of Hedge Funds

Siegmann, Arjen - 2013

Little is known about the exact sources and risks of hedge fund's market neutral strategies. Based on existing views on arbitrage trading, such as done by hedge funds, we formulate and test a hypothesis that market neutrality is affected by market-wide liquidity. We find that such is the case...

Persistent link: https://www.econbiz.de/10013095650

Funds of hedge funds : performance, assessment, diversification, and statistical properties

Gregoriou, Greg N. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003263340

Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

Jang, Jeewon; Kang, Jangkoo - In: Journal of financial economics 132 (2019) 1, pp. 222-247

Persistent link: https://www.econbiz.de/10012136879

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