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Risk management lessons from long-term capital management
Jorion, Philippe - In: European financial management : the journal of the … 6 (2000) 3, pp. 277-300
Persistent link: https://www.econbiz.de/10001518190
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Three essays on corporate policies
Kuzʹmina, Olʹga - 2012
Persistent link: https://www.econbiz.de/10011819063
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Unsmoothing returns of illiquid funds
Couts, Spencer J.; Gonçalves, Andrei S.; Rossi, Andrea - In: The review of financial studies 37 (2024) 7, pp. 2110-2155
Persistent link: https://www.econbiz.de/10015046471
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Why hedge? : a critical review of theory and empirical evidence
Ammon, Norbert - 1998
Finance theory does not provide a comprehensive framework for explaining risk management within the imperfect financial …Der Artikel gibt einen Literaturüberblick zur Fragestellung, warum Unternehmen Risikomanagement betreiben und …
Persistent link: https://www.econbiz.de/10011441429
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Measuring hedge fund liquidity mismatch
Aragon, George O.; Ergun, A. Tolga; Girardi, Giulio; … - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10012613086
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Cyclical dependence in market neutral hedge funds
Crego, Julio A.; Gálvez, Julio - 2021
Persistent link: https://www.econbiz.de/10012795658
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On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15
Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from the imperfect correlation between the underlying fund...
Persistent link: https://www.econbiz.de/10011890772
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The risk of funds of hedge funds : an empirical analysis of the maximum drawdown
Heidorn, Thomas; Kaiser, Dieter G.; Roder, Christoph - In: The journal of wealth management 12 (2009/10) 2, pp. 89-100
Persistent link: https://www.econbiz.de/10003883216
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On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - 2011
Persistent link: https://www.econbiz.de/10009259679