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Testing asset pricing models with hedge fund data and hedge fund performance
Ballis-Papanastasiou, Panagiotis - 2016 - [1. Aufl.]
Persistent link: https://www.econbiz.de/10011449844
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Quantitative Ansätze zur Evaluation von Hedgefonds-Investments
Mandl, Jochen - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003744975
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Hedge fund strategy replication
Tancar, Roman - 2013 - 1. ed.
Persistent link: https://www.econbiz.de/10010486751
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A Cross Comparison of the Different Performance Ratios Between Different Types of Hedge Funds. the Funds Under Study Are Long/Short Funds, Market-Neutral Funds and Event – Driven F...
Guirguis, Michel - 2019
This article is a cross comparison of the different performance ratios between different types of hedge funds. The funds under study are long/short funds, market-neutral funds and event – driven funds. We use a sample free of survivorship bias and measure performance using risk adjusted...
Persistent link: https://www.econbiz.de/10012890420
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Essays in empirical finance
Drerup, Tilman H. - 2014
Persistent link: https://www.econbiz.de/10010483734
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Dynamic hedge fund style analysis with errors-in-variables
Bodson, Laurent; Coën, Alain; Hübner, Georges - In: The journal of financial research 33 (2010) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10008939355
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Der Lebenszyklus von Hedgefonds : Grundlagen, Modellierung und empirische Evidenz
Kaiser, Dieter G. - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003423611
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Der Lebenszyklus von Hedgefonds : Grundlagen, Modellierung und empirische Evidenz
Kaiser, Dieter G. (contributor) - 2007
Im Sinne der Effizienzmarkttheorie nutzen Hedgefonds Marktpreisanomalien und dienen damit der Steigerung der … Markteffizienz. Mit auf Arbitrage ausgerichteten Strategien können Hedgefonds überdurchschnittliche risikoadjustierte Erträge … Ineffizienzen zu handeln. Dieter G. Kaiser geht der Frage nach, ob Hedgefonds einem Produktlebenszyklus unterliegen. Hierzu …
Persistent link: https://www.econbiz.de/10014014373
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Hedge funds and their prime brokers : favorable IPO allocations
Yang, Xiaohui; Kazemi, Hossein; Getmansky, Mila - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 105-123
Persistent link: https://www.econbiz.de/10012613447
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Improving insurers' loss reserve error prediction : adopting combined unsupervised-supervised machine learning techniques in risk management
Song, In Jung; Heo, Wookjae - In: The Journal of finance and data science : JFDS 8 (2022), pp. 233-254
Emerging literature focuses on insurers' earnings management using estimated liability for unpaid claims, known as loss reserve. An insurance company generally uses the traditional estimation methods with linear estimation to measure loss reserve error, but those methods are often criticized for...
Persistent link: https://www.econbiz.de/10014433695