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Tail risk of hedge funds : an extreme value application
Gawron, Gregor Aleksander; Frölunda, Östra - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003597430
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Die Regulierung von Hedgefonds aus nationaler und internationaler Sicht
Wolf, Sigrid - 2010
Persistent link: https://www.econbiz.de/10008655883
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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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Highly leveraged institutions and financial stability : a case for regulation?
Roth, Jean-Pierre - In: Law and economics of risk in finance : Second …, (pp. 101-110). 2007
Persistent link: https://www.econbiz.de/10003732559
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Empirische Analyse der Drawdowns von Dach-Hedgefonds
Heidorn, Thomas (contributor); Kaiser, Dieter G. (contributor) - 2009
Funds of Hedge Funds (FHF) are perceived to be the premier choice of institutional investors for first-time allocations into the alternative investment asset class. While many papers cover the bright side of FHF investing, we in this paper empirically investigate the maximum drawdowns of FHF....
Persistent link: https://www.econbiz.de/10003796083
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A special focus on hedge funds : creators of risk? ; [Atlanta Fed's 2006 Financial Markets Conference, "Hedge Funds: Creators of Risk?" held May 15-18, 2006]
Dwyer, Gerald P. <jun.> (contributor) - 2006
Persistent link: https://www.econbiz.de/10003417628
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Hedge funds : crossing the institutional frontiers
Jaffer, Sohail (contributor) - 2006
Persistent link: https://www.econbiz.de/10003425807
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Crises and hedge fund risk
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912698
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Bayesian inference for hedge funds with stable, distribution of returns
Güner, Biliana; Račev, Svetlozar T.; Edelmanz, Daniel; … - 2010
for improving our understanding of the risk of hedge funds. At the same time, research has sprung up that applies standard … performance and risk assessment. After constructing Bayesian estimators for alpha-stable distributions in the context of an ARMA …-GARCH time series model with stable innovations, we compare our risk evaluation and prediction results to the predictions of …
Persistent link: https://www.econbiz.de/10008653564
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On the efficiency of risk measures for funds of hedge funds
Laube, Falk; Schiltz, Jang; Terraza, Virginie - In: Journal of derivatives & hedge funds 17 (2011) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10009158031