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Dynamic investment strategies of hedge funds

Smedts, Kristien (contributor); Smedts, Jan (contributor) - 2006

Persistent link: https://www.econbiz.de/10003611658

The new generation of risk management for hedge funds and private equity investments

Jaeger, Lars (contributor) - 2004

Persistent link: https://www.econbiz.de/10009554045

Hedge fund selection : an investment approach based on risk-adjusted performance measures

Raasch, Martin - 2013

In den letzten Jahren ist das Management von Hedgefonds-Portfolios zu einem beliebten Forschungsgebiet herangewachsen …. Der Autor dieser Dissertation entwickelt einen quantitativen Ansatz für Investitionen in Hedgefonds, welcher von …, gleich gewichtete Indizes von Hedgefonds und Dachfonds von Hedgefonds in Bezug auf Risiko und Rendite übertreffen können. Es …

Persistent link: https://www.econbiz.de/10009713735

Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds

Proelss, Juliane; Schweizer, Denis - In: Financial markets and portfolio management 28 (2014) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10010249662

Do hedge funds reduce idiosyncratic risk?

Kang, Namho; Kondor, Péter; Sadka, Ronnie - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 4, pp. 843-877

Persistent link: https://www.econbiz.de/10010486542

Hedge fund holdings and stock market efficiency

Cao, Charles Q.; Liang, Bing; Lo, Andrew W.; Petrasek, … - 2014

Persistent link: https://www.econbiz.de/10010433420

The road less traveled : strategy distinctiveness and hedge fund performance

Sun, Zheng; Wang, Ashley; Lu, Zheng - In: The review of financial studies 25 (2012) 1, pp. 96-143

Persistent link: https://www.econbiz.de/10009515881

The battle for Wall Street : behind the lines in the struggle that pushed an industry into turmoil

Goldberg, Richard - 2009

Persistent link: https://www.econbiz.de/10003750170

Hedge funds and the technology bubble

Brunnermeier, Markus Konrad; Nagel, Stefan - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2013-2040

Persistent link: https://www.econbiz.de/10002251040

Do Hedge Funds Reduce Idiosyncratic Risk?

Kang, Namho - 2013

This paper studies the effect of hedge-fund trading on idiosyncratic risk. We hypothesize that while hedge-fund activity would often reduce idiosyncratic risk, high initial levels of idiosyncratic risk might be further amplified due to fund loss limits. Panel-regression analyses provide...

Persistent link: https://www.econbiz.de/10013093748