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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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Financial markets and asset pricing
Kōnstantinidēs, Giōrgos (contributor) - 2013 - 1. ed
Persistent link: https://www.econbiz.de/10009696080
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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
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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
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The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds
Baquero, Guillermo - 2013
The shape of the flow-performance relationship in the hedge fund industry is not constant over time, but varies across market conditions. We employ a switching regression approach to explain quarterly hedge fund flows, based on two regimes where either inflows or outflows are dominating,...
Persistent link: https://www.econbiz.de/10013074940
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When the Start Matters : Investor Sentiment and Hedge Fund Inceptions
Sun, Lin - 2020
We examine whether investor sentiment affects hedge fund companies' decision to start new funds. We find significantly more fund inceptions in hot markets than in cold markets. Moreover, funds opened in hot markets exhibit weaker subsequent performance, higher risk of fraud, and shorter...
Persistent link: https://www.econbiz.de/10012851604
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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
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Le court-termisme institutionnalisé : les effets de la gestion de portefeuille déléguée
Montagne, Sabine - In: Revue d'économie financière : revue trimestrielle de … (2009), pp. 417-432
Persistent link: https://www.econbiz.de/10003868671
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Strategic interactions and portfolio choice in money management : theory and evidence
Pedraza, Alvaro - In: Journal of money, credit and banking : JMCB 47 (2015) 8, pp. 1531-1569
Persistent link: https://www.econbiz.de/10011483947
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Investors' expectations, management fees and the underperformance of mutual funds
Huesler, Andreas D.; Malevergne, Yannick; Sornette, Didier - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 345-379
Persistent link: https://www.econbiz.de/10010472812