Similar Search Results

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

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

Hedge funds : definitive strategies and techniques

Phillips, Kenneth S. (ed.); Surz, Ronald J. (contributor) - 2003

Persistent link: https://www.econbiz.de/10001779699

Hedge fund flows and performance streaks : how investors weigh information

Baquero, Guillermo; Verbeek, Marno - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4151-4172

Persistent link: https://www.econbiz.de/10013369033

Hedge fund investment in ETFs

Cumming, Douglas J.; Monteiro, Pedro - 2023 - This Draft: January 31, 2023

unexpected flow is more than twice as large for transient than quasi-indexer hedge funds. ETF investment is in general associated … with lower hedge fund performance. But when ETF investment is accompanied by an increase in total flow and unexpected flow … investment unrelated to unexpected flow is an agency cost of delegated portfolio management. …

Persistent link: https://www.econbiz.de/10013555545

Long/short equity hedge funds and systematic ambiguity

Gibson, Rajna; Ryabkov, Nikolay - 2014

This study presents a hedge fund portfolio choice model for an investor facing ambiguity. In the empirical section, we measure ambiguity as the cross-sectional dispersion in Industrial Production growth and in stock market return forecasts, and we construct the systematic ambiguity factors from...

Persistent link: https://www.econbiz.de/10010337996