Similar Search Results

Narrow search

Investigating the impact of Covid-19 pandemic on stock markets : evidence from global equity indices

Faque, Mustapher; Hacıoğlu, Ümit - 2021

Persistent link: https://www.econbiz.de/10012659382

Der Hedgefonds-Effekt : [mit der richtigen Portfolioaufteilung zum Anlageerfolg]

Busse, Franz-Joseph; Nothaft, Julia Maureen - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003480483

Analysing hedge fund strategies through the use of an option based approach

Camarero Aguilera, Santiago; López Pascual, Joaquín - In: Spanish journal of finance and accounting 42 (2013) 158, pp. 167-186

Persistent link: https://www.econbiz.de/10010200664

A spectral model of turnover reduction

Kakushadze, Zura - In: Econometrics : open access journal 3 (2015) 3, pp. 577-589

We give a simple explicit formula for turnover reduction when a large number of alphas are traded on the same execution platform and trades are crossed internally. We model turnover reduction via alpha correlations. Then, for a large number of alphas, turnover reduction is related to the largest...

Persistent link: https://www.econbiz.de/10011410628