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Handbuch Hedge Funds : Chancen, Risiken und Einsatz in der Asset Allocation

Dichtl, Hubert (ed.) - 2005

Persistent link: https://www.econbiz.de/10002570422

On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics

Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15

Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in … such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from … the imperfect correlation between the underlying fund and its corresponding hedging instruments. The current work …

Persistent link: https://www.econbiz.de/10011890772

Hedge fund performance using scaled Sharpe and Treynor measures

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300

Persistent link: https://www.econbiz.de/10011279837

Do hedge funds dynamically manage systematic risk?

Namvar, Ethan; Phillips, Blake; Pukthuanthong, Kuntara; … - In: Journal of banking & finance 64 (2016), pp. 1-15

Persistent link: https://www.econbiz.de/10011634227

New Trends in Asset Management : From Active Management to ESG and Climate Investing

Bolognesi, Enrica - 2023

1. Introduction -- 2. The impact of index design on asset management.-3. Pros and cons of Active management -- 4. Searching for market drivers: Factor investing -- 5. Hybrids increasingly blurring active/passive line -- 6. The need for a change: Sustainable finance -- 7. The next challenge: ESG...

Persistent link: https://www.econbiz.de/10014294756

Climate risk and financial stability in the network of banks and investment funds

Roncoroni, Alan; Battiston, Stefano; Escobar-Farfán, … - In: Journal of financial stability 54 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012794085

Non-banks contagion and the uneven mitigation of climate risk

Gourdel, Régis; Sydow, Matthias - In: International review of financial analysis 89 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014467073

Evaluating physical climate risk for equity funds with quantitative modelling : how exposed are sustainable funds?

Wiklund, Sofia - In: Journal of sustainable finance & investment 13 (2023) 2, pp. 893-918

Persistent link: https://www.econbiz.de/10014373524

Hedging climate risk

Andersson, Mats; Bolton, Patrick; Samama, Frédéric - In: Financial analysts' journal : FAJ 72 (2016) 3, pp. 13-32

Persistent link: https://www.econbiz.de/10011688065

Hedging Climate Risk

Andersson, Mats - 2016

This paper presents a simple dynamic investment strategy that allows long-term passive investors to hedge climate risk …

Persistent link: https://www.econbiz.de/10013005901

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