Narrow search
Showing 1 - 10 of 50,167
Cover Image
Positive alpha generation : designing sound investment processes
Diderich, Claude - 2009
Persistent link: https://www.econbiz.de/10003763771
Cover Image
Assessing hedge fund investment risk in common hedge fund strategies
Rachlin, Ellen J. - 2008
Persistent link: https://www.econbiz.de/10003763856
Cover Image
The StressVaR : a new risk concept for extreme risk and fund allocation
Coste, Cyril; Douady, Raphaël; Zovko, Ilija I. - In: The journal of alternative investments 13 (2010/11) 3, pp. 10-23
Persistent link: https://www.econbiz.de/10008839728
Cover Image
The risk in hedge fund strategies : theory and evidence from long/short equity hedge funds
Fung, William; Hsieh, David A. - In: Journal of empirical finance 18 (2011) 4, pp. 547-569
Persistent link: https://www.econbiz.de/10009306544
Cover Image
A heuristic approach to Asian hedge fund allocation
Fang, Victor; Fai, Phoon-kok; Xiang, Vincent Yi Ding - In: The journal of wealth management 10 (2007/08) 4, pp. 42-52
Persistent link: https://www.econbiz.de/10003815193
Cover Image
Markets and industry : risk measurement of investments in the satellite ring of a core-satellite portfolio ; traditional versus alternative approaches
Till, Hilary - In: The Singapore economic review : journal of the Economic … 49 (2004) 1, pp. 105-130
Persistent link: https://www.econbiz.de/10002095188
Cover Image
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
Cover Image
Hedge fund leverage before and after the crisis
Eichengreen, Barry; Park, Bokyeong - In: Journal of economic integration 17 (2002) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001654030
Cover Image
The StressVaR : A New Risk Concept for Extreme Risk and Fund Allocation
Coste, Cyril - 2019
In this paper we introduce a novel approach to risk estimation based on nonlinear factor models - the StressVaR (SVaR). Developed to evaluate the risk of hedge funds, the SVaR appears to be applicable to a wide range of investments. The computation of the StressVaR is a 3 step procedure whose...
Persistent link: https://www.econbiz.de/10012906164