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Hedgefonds : Entmystifizierung einer Anlagekategorie

Kaiser, Dieter G. - 2009 - 2. Auflage

Persistent link: https://www.econbiz.de/10013515856

Hedgefonds : Entmystifizierung einer Anlagekategorie

Kaiser, Dieter G. - 2009 - 2. Auflage

Persistent link: https://www.econbiz.de/10003838776

Hedge fund selection: a synthetic desirability index

Langevin, Jean-Pierre - In: Hedge funds : insights in performance measurement, risk …, (pp. 151-162). 2005

Persistent link: https://www.econbiz.de/10003137810

Hedge fund index tracking

Alexander, Caol; Dimitriu, Anca - In: Hedge funds : insights in performance measurement, risk …, (pp. 165-179). 2005

Persistent link: https://www.econbiz.de/10003137826

Profiles of hedge fund indexes against conventional asset style indexes

Feldman, Barry - In: Hedge funds : insights in performance measurement, risk …, (pp. 197-233). 2005

Persistent link: https://www.econbiz.de/10003137880

Replicating Hedge Fund Indices with Optimization Heuristics

Gilli, Manfred - 2010

accuracy, excess return, and portfolio correlation with the index and the market. Performance is evaluated considering … empirical distributions of excess return, final wealth and correlations of the portfolio with the index and the market. The …

Persistent link: https://www.econbiz.de/10013143776

Hedge fund replication in turbulent markets

Tuchschmid, Nils S.; Wallerstein, Erik; Zaker, Sassan - In: Managerial finance 38 (2012) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10009488354

Tactical asset allocation for hedge fund indices at one- to six-month horizons

Favre, Laurent - In: Funds of hedge funds : performance, assessment, …, (pp. 189-202). 2006

Persistent link: https://www.econbiz.de/10003377744

Economic policy uncertainty and stock return momentum

Goel, Garima; Dash, Saumya Ranjan; Mata, Mário Nuno; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-17

This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper …

Persistent link: https://www.econbiz.de/10012520194

Hedge Fund Indexing Investment

Guirguis, Michel - 2020

skill or positive alpha. For example, the managers of the benchmark index of long/short equity hedge funds do not have …

Persistent link: https://www.econbiz.de/10012833428