Similar Search Results - EconBiz

Modeling extreme returns and asymmetric dependence structures of hedge fund strategies using extreme value theory and copula theory

Viebig, Jan; Poddig, Thorsten - In: Journal of risk 13 (2010/11) 2, pp. 23-55

Persistent link: https://www.econbiz.de/10008807871

Do funds-of-funds deserve their fees-on-fees?

Ang, Andrew; Rhodes-Kropf, Matthew; Zhao, Rui - 2008

"Since the after-fee returns of funds-of-funds are, on average, lower than hedge fund returns, it is easy to conclude that funds-of-funds do not add value compared to hedge funds. However, funds-of-funds should not be evaluated relative to hedge fund returns in publicly reported databases....

Persistent link: https://www.econbiz.de/10003693434

Hedge funds and international capital flows

Strömqvist, Maria - 2008

Persistent link: https://www.econbiz.de/10003700251

Hedge fund return statistics 1994-2005

Frydenberg, Stein; Lindset, Snorre; Westgaard, Sjur - In: The journal of investing 17 (2008) 1, pp. 7-21

Persistent link: https://www.econbiz.de/10003708648

Measuring risk in the hedge fund sector

Adrian, Tobias - In: Current issues in economics and finance 13 (2007) 3, pp. 1-7

Persistent link: https://www.econbiz.de/10003493985

Conditional properties of hedge funds : evidence from daily returns

Li, Ying; Kazemi, Hossein - In: European financial management : the journal of the … 13 (2007) 2, pp. 211-238

Persistent link: https://www.econbiz.de/10003550394

Capacity constraints and hedge fund strategy returns

Naik, Narayan Y.; Ramadorai, Tarun; Stromqvist, Maria - In: European financial management : the journal of the … 13 (2007) 2, pp. 239-256

Persistent link: https://www.econbiz.de/10003550403

The performance of hedge fund strategies and the asymmetry of return distributions

Ding, Bill; Shawky, Hany A. - In: European financial management : the journal of the … 13 (2007) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10003550437

Evaluating hedge fund performance : a stochastic dominance approach

Li, Sheng (contributor); Linton, Oliver (contributor) - 2007

Persistent link: https://www.econbiz.de/10003519985

Essays in empirical finance

Novikov, Dmitry - 2004

Persistent link: https://www.econbiz.de/10003551576

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