//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Hedge fund pricing and model u...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
CAPM
19,009
Theorie
12,447
Theory
12,323
ARCH-Modell
10,576
ARCH model
10,395
Volatilität
7,950
Kapitaleinkommen
7,946
Capital income
7,925
Volatility
7,879
Börsenkurs
5,963
Schätzung
5,926
Share price
5,915
Estimation
5,853
Portfolio-Management
5,495
Portfolio selection
5,470
Aktienmarkt
3,801
Stock market
3,741
Hedgefonds
3,388
Hedge fund
3,368
Risikoprämie
3,320
Risk premium
3,300
USA
2,971
United States
2,899
Risk
2,859
Risiko
2,856
Prognoseverfahren
2,573
Forecasting model
2,540
Welt
2,228
World
2,209
Zeitreihenanalyse
2,201
Time series analysis
2,160
Finanzmarkt
1,725
Financial market
1,701
Schätztheorie
1,634
Estimation theory
1,619
Anlageverhalten
1,568
Behavioural finance
1,545
Optionspreistheorie
1,437
Option pricing theory
1,413
Hedging
1,353
more ...
less ...
Online availability
All
Free
11,453
Undetermined
7,280
Type of publication
All
Article
18,322
Book / Working Paper
14,780
Journal
35
Other
9
Type of publication (narrower categories)
All
Article in journal
16,964
Aufsatz in Zeitschrift
16,964
Working Paper
5,269
Graue Literatur
5,257
Non-commercial literature
5,257
Arbeitspapier
4,951
Aufsatz im Buch
1,007
Book section
1,007
Hochschulschrift
958
Thesis
778
Collection of articles written by one author
208
Sammlung
208
Collection of articles of several authors
182
Sammelwerk
182
Bibliografie enthalten
132
Bibliography included
132
Lehrbuch
125
Textbook
116
Aufsatzsammlung
97
Conference paper
79
Konferenzbeitrag
79
Dissertation u.a. Prüfungsschriften
67
Systematic review
61
Übersichtsarbeit
61
Konferenzschrift
58
Article
42
Forschungsbericht
35
Glossar enthalten
33
Glossary included
33
Conference proceedings
31
Handbook
28
Handbuch
28
Case study
23
Fallstudie
23
Reprint
19
Amtsdruckschrift
18
Government document
18
Mehrbändiges Werk
16
Multi-volume publication
16
Rezension
14
more ...
less ...
Language
All
English
31,404
German
1,019
Undetermined
439
Spanish
101
French
94
Italian
31
Portuguese
20
Polish
15
Danish
7
Czech
4
Swedish
4
Dutch
3
Modern Greek (1453-)
2
Hungarian
2
Norwegian
2
Russian
2
Turkish
2
Afrikaans
1
Bulgarian
1
Finnish
1
Lithuanian
1
Multiple languages
1
Romanian
1
Slovenian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
233
Engle, Robert F.
90
Fabozzi, Frank J.
87
Zaremba, Adam
85
Chang, Chia-Lin
83
Gupta, Rangan
83
Zhang, Lu
82
Caporale, Guglielmo Maria
79
Agarwal, Vikas
73
Campbell, John Y.
73
Lo, Andrew W.
71
Hafner, Christian M.
69
Guirguis, Michel
67
Bali, Turan G.
66
Hens, Thorsten
66
Ma, Feng
65
Ferson, Wayne E.
64
Bekaert, Geert
63
Bauwens, Luc
62
Faff, Robert W.
62
Harvey, Campbell R.
62
Teräsvirta, Timo
62
Jagannathan, Ravi
61
Caporin, Massimiliano
60
Stambaugh, Robert F.
59
Bollerslev, Tim
56
Cochrane, John H.
54
Lee, Cheng F.
54
Herwartz, Helmut
53
Conrad, Christian
52
Hansen, Lars Peter
52
Jarrow, Robert A.
52
Zhou, Guofu
51
Cakici, Nusret
50
Karanasos, Menelaos
49
Robotti, Cesare
49
Ang, Andrew
48
Brown, Stephen J.
47
Kelly, Bryan T.
47
Bouri, Elie
46
more ...
less ...
Institution
All
National Bureau of Economic Research
456
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
50
International Monetary Fund (IMF)
49
Ekonomiska forskningsinstitutet <Stockholm>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre for Analytical Finance <Århus>
17
International Monetary Fund
16
EconWPA
14
Institute of Finance and Accounting <London>
11
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Institut für Versicherungswirtschaft <Sankt Gallen>
10
University of Canterbury / Dept. of Economics and Finance
10
Erasmus Research Institute of Management
9
Springer Fachmedien Wiesbaden
9
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
Instituto Valenciano de Investigaciones Económicas
8
MASTER CONSULTORES
8
University of Chicago / Center for Research in Security Prices
8
C.E.P.R. Discussion Papers
7
Centre for Financial Research <Köln>
7
Chambre de commerce et d'industrie de Paris
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
Frankfurt School of Finance & Management
7
Henley Business School, University of Reading
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Center for Economic Research <Tilburg>
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Deutsche Forschungsgemeinschaft
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Wirtschaftswissenschaftliches Zentrum <Basel>
6
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
5
Centre for Economic Policy Research
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
European University Institute / Department of Economics
5
HAL
5
International Center for Financial Asset Management and Engineering
5
more ...
less ...
Published in...
All
NBER working paper series
441
Journal of banking & finance
422
Finance research letters
409
Journal of financial economics
383
Working paper / National Bureau of Economic Research, Inc.
377
NBER Working Paper
316
Journal of empirical finance
306
Energy economics
295
International review of financial analysis
285
The journal of finance : the journal of the American Finance Association
282
The review of financial studies
274
Applied economics
267
Economic modelling
247
International review of economics & finance : IREF
225
Journal of econometrics
224
Economics letters
220
The North American journal of economics and finance : a journal of financial economics studies
207
Journal of economic dynamics & control
205
Journal of international financial markets, institutions & money
187
Applied financial economics
183
Research in international business and finance
182
The European journal of finance
172
Journal of financial and quantitative analysis : JFQA
168
Management science : journal of the Institute for Operations Research and the Management Sciences
157
The journal of futures markets
152
Discussion paper / Tinbergen Institute
148
Working paper
145
Pacific-Basin finance journal
143
Journal of risk and financial management : JRFM
135
Review of quantitative finance and accounting
135
Applied economics letters
133
Journal of international money and finance
133
Research paper series / Swiss Finance Institute
130
Discussion paper / Centre for Economic Policy Research
123
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
123
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
International journal of forecasting
100
International journal of theoretical and applied finance
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
94
Journal of forecasting
93
more ...
less ...
Source
All
ECONIS (ZBW)
31,856
RePEc
515
EconStor
370
USB Cologne (EcoSocSci)
287
USB Cologne (business full texts)
61
BASE
23
OLC EcoSci
17
Other ZBW resources
12
ArchiDok
5
more ...
less ...
Showing
1
-
10
of
33,146
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk analysis of hedge funds : a Markov switching model analysis
Teulon, Frédéric
;
Guesmi, Khaled
;
Jebri, Saoussen
- In:
The journal of applied business research
30
(
2014
)
1
,
pp. 243-253
Persistent link: https://www.econbiz.de/10010252063
Saved in:
2
Modellierung von Volatilitäten für
Hedgefonds
-Strategien
Füss, Roland
;
Rehkugler, Heinz
-
2006
Persistent link: https://www.econbiz.de/10003376858
Saved in:
3
Hedge fund excess returns under time-varying beta
Bird, Ron
;
Liem, Harry
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008659436
Saved in:
4
Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania
;
De Peretti, Philippe
- In:
Journal of banking & finance
50
(
2015
),
pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
Saved in:
5
Portfolio optimization in hedge funds by OGARCH and Markov switching model
Luo, Cuicui
;
Seco, Luis
;
Wu, Lin-Liang Bill
- In:
Omega : the international journal of management science
57
(
2015
),
pp. 34-39
Persistent link: https://www.econbiz.de/10011416043
Saved in:
6
Are shocks to hedge fund returns permanent or temporary?
Anoruo, Emmanuel
- In:
The IUP journal of applied finance : IJAF
19
(
2013
)
1
,
pp. 86-98
Persistent link: https://www.econbiz.de/10009696955
Saved in:
7
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
Saved in:
8
Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
Saved in:
9
VaR performance during the subprime and sovereign debt crises : an application to emerging markets
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Emerging markets review
20
(
2014
),
pp. 23-41
Persistent link: https://www.econbiz.de/10010419480
Saved in:
10
Dynamic hedge fund portfolio construction
Harris, Richard D. F.
;
Mazibas, Murat
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009272647
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->