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Are fund attributes risk drivers? : Evidence for the polish mutual funds
Filip, Dariusz - In: Romanian journal of economic forecasting 23 (2020) 1, pp. 22-36
Persistent link: https://www.econbiz.de/10012421890
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Real estate fund flows and the flow-performance relationship
Downs, David H.; Sebastian, Steffen; Weistroffer, … - In: The journal of real estate finance and economics 52 (2016) 4, pp. 347-382
Persistent link: https://www.econbiz.de/10011717617
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A new method to estimate risk and return of non-traded assets from cash flows : the case of private equity funds
Driessen, Joost; Lin, Tse-chun; Phalippou, Ludovic - 2008
"We develop a new GMM-style methodology with good small-sample properties to assess the abnormal performance and risk … sample is small. Larger funds have higher returns due to higher risk exposures and not higher alphas. We also find that Net …
Persistent link: https://www.econbiz.de/10003732358
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Empirische Analyse der Drawdowns von Dach-Hedgefonds
Heidorn, Thomas (contributor); Kaiser, Dieter G. (contributor) - 2009
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
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Das Exposure von Managed Futures gegenüber steigenden Volatilitäten
Djupsjöbacka, Daniel; Estlander, Martin; Kulp, Anders - 2006
Persistent link: https://www.econbiz.de/10003377285
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Endogenous benchmarks
Hunter, David L.; Kandel, Eugene; Kandel, Shmuel; … - 2010
omitted from popular models, exhibit similarities in their choices of specific stocks and industries, or vary their risk …
Persistent link: https://www.econbiz.de/10008666531
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Macroeconomic uncertainty, fund demand and corporate investment
Wang, Yizhong; Song, Frank M. - In: Frontiers of economics in China : selected publications … 10 (2015) 2, pp. 365-391
Persistent link: https://www.econbiz.de/10011304049
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A note on sorting bias correction in regression-based mutual fund tournament tests
Karoui, Aymen; Meier, Iwan - In: Financial markets and portfolio management 29 (2015) 1, pp. 21-29
Persistent link: https://www.econbiz.de/10010500751
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Water exchange traded funds : a study on idiosyncratic risk using Markov switching analysis
Tularam, Gurudeo Anand; Reza, Rajibur - In: Cogent economics & finance 4 (2016) 1, pp. 1-12
We investigate the relationship between idiosyncratic risk and return among four water exchange traded funds … the idiosyncratic risk for most of the exchange traded funds move from low volatility (Regime 2) to very low volatility … seems that water investment has a lower systematic risk and a positive effect on the water exchange traded index funds …
Persistent link: https://www.econbiz.de/10011450371