Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10010357870
Using a novel dataset on correlation swaps, we study the relation between correlation risk, hedge fund characteristics and their risk-return profile. We find that hedge funds' ability to create market neutral returns is often associated with a significant exposure to correlation risk, which...
Persistent link: https://www.econbiz.de/10013094534
Using a novel dataset on correlation swaps, we study the relation between correlation risk, hedge fund characteristics and their risk-return profile. We find that hedge funds' ability to create market neutral returns is often associated with a significant exposure to correlation risk, which...
Persistent link: https://www.econbiz.de/10013062722
Persistent link: https://www.econbiz.de/10011987504
Persistent link: https://www.econbiz.de/10011987534
Persistent link: https://www.econbiz.de/10011518800
Persistent link: https://www.econbiz.de/10001580933
Persistent link: https://www.econbiz.de/10001787128
Persistent link: https://www.econbiz.de/10003384270
Persistent link: https://www.econbiz.de/10003331518