Showing 411 - 420 of 446
Persistent link: https://www.econbiz.de/10003378750
Persistent link: https://www.econbiz.de/10003379174
Persistent link: https://www.econbiz.de/10003380397
Persistent link: https://www.econbiz.de/10003363552
Persistent link: https://www.econbiz.de/10003795270
Funds of Hedge Funds (FHF) are perceived to be the premier choice of institutional investors for first-time allocations into the alternative investment asset class. While many papers cover the bright side of FHF investing, we in this paper empirically investigate the maximum drawdowns of FHF....
Persistent link: https://www.econbiz.de/10003796083
This paper gives an overview of the capital requirements for banks. Regulatory capital is analyzed, followed by the discussion of economic capital. These ideas are used to explain risk adjusted performance measures. -- Regulatorisches Kapital ; ökonomisches Kapital ; RAROC ; RORAC
Persistent link: https://www.econbiz.de/10003836945
This paper tracks a structured financial innovation, the commercial mortgage-backed security which is not as novel as current discussion around the sub-prime crisis let assume. However, CMBS as credit-derivatives feature various factors that influence the risks arising from a commercial-mortgage...
Persistent link: https://www.econbiz.de/10003767849
Hedge Funds are often considered as a possibility for optimizing traditional portfolios due to their alternative risk factors and sources of return. But as the return distribution of hedge funds shows negative skewness and excess kurtosis, using portfolio optimization techniques, based on the...
Persistent link: https://www.econbiz.de/10003754615
Persistent link: https://www.econbiz.de/10003883216