Narrow search
Showing 1 - 10 of 468,019
Cover Image
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
Cover Image
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 …
Persistent link: https://www.econbiz.de/10013093748
Cover Image
A hedge fund tale of reach and grasp : ... or what's a heaven for?
Biggs, Barton - 2011
"Financial legend Barton Biggs' fictional account of the hedge world and the broader workings of Wall Street Barton Biggs' latest book is an inspirational rags to riches story of drive and financial talent. Told through the eyes of a fictional insider, this engaging story provides a detailed...
Persistent link: https://www.econbiz.de/10008808808
Cover Image
Finanzkrisen und Hedgefonds : Finanzmagier oder Krisenauslöser?
Berg, Bernd - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003796772
Cover Image
Finanzkrisen und Hedgefonds : Finanzmagier oder Krisenauslöser?
Berg, Bernd - 2009
der Hedgefonds -- Entstehung und Verlauf der Asienkrise -- Einordnung der Ergebnisse -- Zusammenfassung und Ausblick. … ins Wanken bringen? Die Vorurteile und das Unwissen über die geheimnisumwitterte Welt der Hedgefonds sind groß und haben … zur Mythenbildung beigetragen. Haben Hedgefonds den Kollaps des britischen Pfunds 1993, die Asienkrise 1998, die dritte …
Persistent link: https://www.econbiz.de/10014014892
Cover Image
Hedge fund alphas : do they reflect managerial skills or mere compensation for liquidity risk bearing?
Gibson, Rajna; Wang, Songtao - 2008
This article analyzes the effect of liquidity risk on the performance of various hedge fund portfolio strategies …. Similarly to Avramov et al. (2007), we find that, before accounting for the effect of liquidity risk, hedge fund portfolios that … dramatically for six out of ten hedge fund style-based portfolios once we account for liquidity risk. Hence, for most hedge fund …
Persistent link: https://www.econbiz.de/10003966170
Cover Image
Hedgefonds : Enfants Terrible oder Stabilisatoren der Finanzmärkte?
Meier, Peter - In: Standards für nachhaltige Finanzmärkte, (pp. 129-140). 2008
Persistent link: https://www.econbiz.de/10003853957
Cover Image
Hedge fund stock trading in the financial crisis of 2007 - 2009
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2011 - Revision: August 2011
Persistent link: https://www.econbiz.de/10003936388
Cover Image
Hedge fund stock trading in the financial crisis of 2007 - 2009
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2011 - Rev. version May 2011
Hedge funds significantly reduced their equity holdings during the recent financial crisis. In 2008Q3-Q4, hedge funds sold about 29% of their aggregate portfolio. Redemptions and margin calls were the primary drivers of selloffs. Consistent with forced deleveraging, the selloffs took place in...
Persistent link: https://www.econbiz.de/10009009543
Cover Image
Hedge fund stock trading in the financial crisis of 2007 - 2009
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - In: The review of financial studies 25 (2012) 1, pp. 1-54
Persistent link: https://www.econbiz.de/10009515899