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Optimal hedging of funding liquidity risk
Chen, Wei; Skoglund, Jimmy - In: Journal of risk 16 (2013/2014) 3, pp. 85-111
Persistent link: https://www.econbiz.de/10013262925
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The role of a large trader in a dynamic currency attack model
Li, Mei; Milne, Frank - In: Journal of financial intermediation 23 (2014) 4, pp. 590-620
Persistent link: https://www.econbiz.de/10010489784
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Die Integration von nicht-traditionellen Anlagen im Rahmen des Asset-Allocation-Prozesses
Rupprechter, Roland - 2003
Persistent link: https://www.econbiz.de/10001718778
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Der Einsatz von Hedgefonds in der Asset Allocation einer österreichischen Kapitalanlagegesellschaft
Jonas, Stefan - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008748735
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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Liquidity provision and the cross section of hedge fund returns
Jame, Russell - In: Management science : journal of the Institute for … 64 (2018) 7, pp. 3288-3312
Persistent link: https://www.econbiz.de/10011899770
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Market liquidity and exposure of hedge funds
Siegmann, Adriaan Hendrik; Stefanova, Denitsa - 2011
Persistent link: https://www.econbiz.de/10009720730
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Heterogeneity and clustering of defaults
Karlis, A. K.; Galanis, G.; Terovitis, S.; Turner, M. S. - In: Quantitative finance 21 (2021) 9, pp. 1533-1549
Persistent link: https://www.econbiz.de/10012624153
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A spectral model of turnover reduction
Kakushadze, Zura - In: Econometrics : open access journal 3 (2015) 3, pp. 577-589
We give a simple explicit formula for turnover reduction when a large number of alphas are traded on the same execution platform and trades are crossed internally. We model turnover reduction via alpha correlations. Then, for a large number of alphas, turnover reduction is related to the largest...
Persistent link: https://www.econbiz.de/10011410628
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The hedge fund manager's dilemma
Jeffus, Wendy M.; Meng, J. Ginger; Mullen, Michael G. - In: Journal of the Academy of Business Education : JABE 18 (2017), pp. 438-454
Persistent link: https://www.econbiz.de/10011810583