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Fung, William; Hsieh, David A.; Naik, Narayan Y.; Teo, … - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 1199-1226

Persistent link: https://www.econbiz.de/10012505421

Why hedge? : a critical review of theory and empirical evidence

Ammon, Norbert - 1998

managers maximise their personal utility rather than the market value of equity. Their hedging strategy, therefore, is … faithfully communicate the firm's true probability of default, his hedging strategy will focus on the market value of debt and …Finance theory does not provide a comprehensive framework for explaining risk management within the imperfect financial …

Persistent link: https://www.econbiz.de/10013428154

Dynamische Portfolio Insurance-Strategien ohne Derivate im Rahmen der privaten Vermögensverwaltung : eine theoretische und empirische Analyse

Meyer-Bullerdiek, Frieder; Schulz, Michael - 2004

Persistent link: https://www.econbiz.de/10001851088

Combining alphas via bounded regression

Kakushadze, Zura - In: Risks : open access journal 3 (2015) 4, pp. 474-490

We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications, typically, there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to...

Persistent link: https://www.econbiz.de/10011402659

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

Intelligent hedge fund investing

Schachter, Barry (ed.) - 2004

Persistent link: https://www.econbiz.de/10003190655

Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation

Gregoriou, Greg N.; Hübner, Georges; Papageorgiou, Nicolas - 2005

Persistent link: https://www.econbiz.de/10013490468

Operational Risk Management in Practice : Implementation, Success Factors and Pitfalls: Efficient Implementation for Midsize and Small Asset Managers, Hedge Funds, Private Equity F...

Huber, Claus - 2012

According to the often-cited CapCo study (2003) about hedge fund failures, 50% of the failures were driven by Operational Risk. Not only for hedge funds, but also for other asset management companies – such as private equity companies, family offices or independent asset managers - operational...

Persistent link: https://www.econbiz.de/10013098444

Ganzheitliche Gestaltung von Investmentprozessen : integrierte Modellierung von Entscheidungsabläufen im Asset-Management

Dichtl, Hubert - 2001

Persistent link: https://www.econbiz.de/10003888231

Ganzheitliche Gestaltung von Investmentprozessen : integrierte Modellierung von Entscheidungsabläufen im Asset-Management

Dichtl, Hubert - 2001

Persistent link: https://www.econbiz.de/10001579792