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Hedge fund replication
Gregoriou, Greg N. (ed.); Kooli, Maher (ed.) - 2012 - 1. publ.
Persistent link: https://www.econbiz.de/10009405307
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Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara; Badshah, Ihsan Ullah; Demirer, Rıza - In: Global finance journal 52 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013412541
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The performance of currency hedge funds and the yen/USD carry trade
Peltomäki, Jarkko - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 103-113
Persistent link: https://www.econbiz.de/10009159831
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Liquidity shocks and hedge fund contagion
Boyson, Nicole M.; Stahel, Christof W.; Stulz, René M. - 2011
Persistent link: https://www.econbiz.de/10009240509
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Illiquidity premia in asset returns : an empirical analysis of hedge funds, mutual funds, and US equity portfolios
Khandani, Amir E.; Lo, Andrew W. - In: The quarterly journal of finance 1 (2011) 2, pp. 205-264
Persistent link: https://www.econbiz.de/10009309753
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The Oxford handbook of quantitative asset management
Scherer, Bernd (ed.); Winston, Kenneth (ed.) - 2012
Persistent link: https://www.econbiz.de/10009427760
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Asymmetric risk exposures in hedge funds
Shao, Sandra Yi - 2007
Persistent link: https://www.econbiz.de/10009689758
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Systematic risk and the cross section of hedge fund returns
Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
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Limits of limits of arbitrage : theory and evidence
Hombert, Johan; Thesmar, David - 2009
Persistent link: https://www.econbiz.de/10003830673
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Smart money, dumb money, and capital market anomalies
Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382
Persistent link: https://www.econbiz.de/10011480515