Results 1 to 10 of about 5,491 (298)
Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach [PDF]
Financial Innovation, 2022 The subprime crisis was quite damaging for hedge funds. Using the local projection method (Jordà 2004, 2005, 2009), we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial shocks—especially volatility and ...
François-Éric Racicot +1 more
doaj +2 more sources
How does the crisis of the COVID-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets? [PDF]
Frontiers in Public Health, 2022 This study examines how the COVID-19 pandemic crisis affects the interactions between the stock, oil, gold, currency, and cryptocurrency markets. The impacts of the COVID-19 pandemic crisis on the optimal asset allocation and optimal hedged strategy are ...
Jung-Bin Su, Yu-Sheng Kao
doaj +2 more sources
What's the difference between a hedge fund and a mutual fund? [PDF]
Plast Surg (Oakv), 2014 McKay DR, Peters DA.
europepmc +2 more sources
Uluslararası Ekonomi, İşletme ve Politika Dergisi, 2022 This study aimed at comparing the performances of distinct hedge fund strategies and assessing the diversification opportunities using hedge funds. This paper analyses the overall performance of distinct hedge fund strategies (as indices) for the period ...
Hind Benmahi, Emin Avcı
doaj +1 more source
Analysis of the hedge fund industry for the purpose of implementation in the financial system of Ukraine [PDF]
Економічний вісник Державного вищого навчального закладу Український державний хіміко-технологічний університет, 2021 Ukraine's integration into the global environment helps to attract progressive investment products, mechanisms and technologies into domestic practice. The purpose of the article is to analyze the hedge fund industry at the present stage of operation and
O. Vinichenko , M.A. Hrybkova
doaj +1 more source
critical perspectives on international business, 2013 Purpose– The paper's aim is to explore the impact of statistical arbitrage and high-frequency trading as hedge fund investment strategies that have a significant impact on the environment of corporations.Design/methodology/approach– The paper is a meta-analysis of the role of investment strategies within complex systems.Findings– The growth of hedge ...
William Fung, David A. Hsieh
+4 more sources
Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics [PDF]
International Review of Financial Analysis, 2016 This paper summarizes the literature on hedge funds (HFs) developed over the last two decades, particularly that which relates to managerial characteristics (a companion piece covers the risk management characteristics of HFs). It classifies, the current HF literature, suggesting which critical problems have been “solved” and which problems have not ...
Azevedo, Alcino +2 more
openaire +3 more sources
ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach
SAGE Open, 2022 This study aims to compose a portfolio consisting crypto hedge fund and ASEAN-5 stock market and to examine the hedging effect of crypto hedge fund against those stock markets.
Andreas Renard Widarto +3 more
doaj +1 more source
Determinants of the Nordic hedge fund performance
Journal of Business Economics and Management, 2022 Hedge funds have become an important part of the financial sector. The development of the hedge funds in the Nordic countries has been rather robust. Therefore, it is important to identify the determinants of the hedge fund performance and isolate the ...
Danielius Kolisovas +4 more
doaj +1 more source
Hedge fund activism and internal control weaknesses
China Accounting and Finance Review, 2022 The aim of the paper is to investigate the associations between hedge fund activism and corporate internal control weaknesses. In this paper, the authors identify hedge fund activism events using 13D filings and news search.
David Folsom +3 more
doaj +1 more source