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The role of large players in currency crises

Corsetti, Giancarlo; Pesenti, Paolo A.; Roubini, Nouriel - 2001

Persistent link: https://www.econbiz.de/10001581897

Risks and portfolio decisions involving hedge funds

Agarwal, Vikas (contributor); Naik, Narayan Y. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700390

Changes in the factor exposures of hedge funds

Brealey, Richard A. (contributor); Kaplanis, E. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700521

A reality check on hedge fund returns

Posthuma, Nolke; Sluis, Pieter J. van der - 2003

Persistent link: https://www.econbiz.de/10001796101

Fund-of-funds construction by statistical multiple testing methods

Wolf, Michael; Wunderli, Dan - 2009

Persistent link: https://www.econbiz.de/10003942225

A modeling framework for multi-strategy hedge funds

Ural, Cenk - 2006

Persistent link: https://www.econbiz.de/10003946504

Risk, leverage, and regulation of financial intermediaries

Wang, Tianxi - 2009

This paper presents a model on the leverage of financial intermediaries, where debt are held by risk averse agents and equity by the risk neutral. The paper shows that in an unregulated competitive market, financial intermediaries choose to be leveraged over the social best level. This is...

Persistent link: https://www.econbiz.de/10003896124

Create better diversified high-conviction equity portfolios using the portfolio diversification index

Crezée, Dominiek P. (contributor); … - 2010

Persistent link: https://www.econbiz.de/10008665119

Locked up by a lockup : valuing liquidity as a real option

Ang, Andrew; Bollen, Nicolas P. B. - 2010

Persistent link: https://www.econbiz.de/10003964911

Nonparametric analysis of hedge funds lifetimes

Darolles, Serge; Florens, Jean-Pierre; Simon, Guillaume - 2010

Persistent link: https://www.econbiz.de/10008749128

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