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Volatility of aggregate volatility and hedge funds returns

Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: January 31, 2015

robust and significant negative risk premium for VOV exposure in the crosssection of hedge fund returns. We further show that … uncertainty in the market is less. Furthermore, the variation in the VOV betas is consistent with the risk-taking incentives of …

Persistent link: https://www.econbiz.de/10010485488

The risk-return relationship of pension funds with investments in hedge funds

Leal, Ricardo Pereira Câmara; Mendes, Beatriz Vaz de Melo - In: Latin American business review : journal of the … 11 (2010) 2, pp. 141-169

Persistent link: https://www.econbiz.de/10008748651

Nonparametric analysis of hedge funds lifetimes

Darolles, Serge; Florens, Jean-Pierre; Simon, Guillaume - 2010

Persistent link: https://www.econbiz.de/10008749128

Risiken von Hedgefonds : Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung

Viebig, Jan; Poddig, Thorsten; Tancar, Roman - In: Kredit und Kapital 44 (2011) 2, pp. 279-309

Persistent link: https://www.econbiz.de/10009234533

Distinguishing true alpha from beta

Siegel, Laurence B. - In: Investment performance measurement : evaluating and …, (pp. 591-603). 2009

Persistent link: https://www.econbiz.de/10003839853

Diversification with risk factors and investable hedge fund indices

Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116

Persistent link: https://www.econbiz.de/10011411941

Risk and beta anatomy in the hedge fund industry

Savona, Roberto - In: The European journal of finance 20 (2014) 1/3, pp. 1-32

Persistent link: https://www.econbiz.de/10010462222

Histogram-valued data on value at risk measures : a symbolic approach for risk attribution

Toque, Carole; Terraza, Virginie - In: Applied economics letters 21 (2014) 16/18, pp. 1243-1251

Persistent link: https://www.econbiz.de/10010465633

Hedge funds, fund attributes and risk adjusted returns

Soydemir, Gökçe A.; Smolarski, Jan; Shin, Sangheon - In: Journal of economics and finance 38 (2014) 1, pp. 133-149

Persistent link: https://www.econbiz.de/10010387955

Hedge fund risk transparency : unravelling the complex and controversial debate

Rahl, Leslie - 2003

Persistent link: https://www.econbiz.de/10002196624

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