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The Journal of Portfolio Management, 2001
In addition to attractive returns, many hedge funds claim to provide significant diversification for traditional portfolios. This paper empirically examines the return and diversification benefits of hedge fund investing using the CSFB/Tremont hedge fund indices from 1994-2000.
Clifford S. Asness +2 more
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In addition to attractive returns, many hedge funds claim to provide significant diversification for traditional portfolios. This paper empirically examines the return and diversification benefits of hedge fund investing using the CSFB/Tremont hedge fund indices from 1994-2000.
Clifford S. Asness +2 more
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2010 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology, 2010
In this article we describe the implementation of a diversified investment strategy using 25 intelligent agents. Each agent utilizes several data mining models and other artificial intelligence techniques to autonomously day trade an American stock. The agents were individually tested with out-of-sample data corresponding to the period between February
Rui Pedro Barbosa, Orlando Belo
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In this article we describe the implementation of a diversified investment strategy using 25 intelligent agents. Each agent utilizes several data mining models and other artificial intelligence techniques to autonomously day trade an American stock. The agents were individually tested with out-of-sample data corresponding to the period between February
Rui Pedro Barbosa, Orlando Belo
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Hedge Fund Indexation the FundCreator Way: Efficient Hedge Fund Indexation Without Hedge Funds
SSRN Electronic Journal, 2006Disappointing performance is leading hedge fund investors to look for cheaper alternatives. Hedge fund indexation has been suggested as a possible solution. Unfortunately, investable hedge fund indices are nothing more than funds of funds in disguise, with performance similar or even worse than real funds of funds.
Harry M. Kat, Helder P. Palaro
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The Journal of Alternative Investments, 1999
Despite recent research on the actual hedge fund strategies, considerable debate continues as to the cause of the rise of hedge funds, their actual description, and their performance (onshore and offshore). In this article, a wide variety of issues relating to hedge fund performance and function are discussed and described, including hedge fund history
Glenn Yago +2 more
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Despite recent research on the actual hedge fund strategies, considerable debate continues as to the cause of the rise of hedge funds, their actual description, and their performance (onshore and offshore). In this article, a wide variety of issues relating to hedge fund performance and function are discussed and described, including hedge fund history
Glenn Yago +2 more
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Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios
SSRN Electronic Journal, 2001The author suggests an empirical model to analyze the investment style of individual hedge funds and fund of funds. This approach is based on a mixture of the style analysis approach suggested by Sharpe [1988], the factor push approach used in stress testing, and historical simulation.
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Journal of Financial Markets, 2019
We find that hedge fund managers who do well in poker tournaments have significantly better fund performance. This effect is stronger for tournaments with more entrants, larger buy-ins, larger cash prizes and for managers who placed in higher positions or who win in multiple tournaments, suggesting poker skills are correlated with fund management ...
Yan Lu, Sandra Mortal, Sugata Ray
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We find that hedge fund managers who do well in poker tournaments have significantly better fund performance. This effect is stronger for tournaments with more entrants, larger buy-ins, larger cash prizes and for managers who placed in higher positions or who win in multiple tournaments, suggesting poker skills are correlated with fund management ...
Yan Lu, Sandra Mortal, Sugata Ray
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"Incentives in Hedge Funds" [PDF]
, 2010 We investigate a game of delegated portfolio management such as hedge funds featuring risk-neutrality, hidden types, and hidden actions. We show that capital gain tax plays the decisive role in solving the incentive problem. We characterize the constrained optimal fee scheme and capital gain tax rate; the fee after taxation must be linear and affected ...
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A New Perspective on Hedge Funds and Hedge Fund Allocations
AIMR Conference Proceedings, 2003The hedge fund universe is not homogeneous and should not be considered a coherent asset class. Rather, hedge fund management is an extension of traditional active management, with some critical differences. Thus, if investors seek to place portfolio constraints on hedge fund allocation, they should do so not to limit general exposure to an asset class
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2007
Il settore del private banking ha cambiato fisionomia e lessico negli ultimi anni. Le logiche di wealth management adottate nel settore sottolineano la necessità di porre al centro dell'offerta i bisogni del cliente, ferma restando la criticità delle competenze dei professionisti che gestiscono la relazione con il cliente private.
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Il settore del private banking ha cambiato fisionomia e lessico negli ultimi anni. Le logiche di wealth management adottate nel settore sottolineano la necessità di porre al centro dell'offerta i bisogni del cliente, ferma restando la criticità delle competenze dei professionisti che gestiscono la relazione con il cliente private.
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Do activist hedge funds target female CEOs? The role of CEO gender in hedge fund activism
Journal of Financial Economics, 2021Qiang Wu +2 more
exaly