Results 11 to 20 of about 660,583 (250)
How Surprising are Returns in 2008? A Review of Hedge Fund Risks [PDF]
, 2008 Listed as Hedge Fund Insights on BNP Paribus Hedge Fund Centre website http://hfc.smu.edu.sg/research/
TEO, Melvyn
core +7 more sources
Hedge fund replication using strategy specific factors
Financial Innovation, 2019 Hedge funds have traditionally served wealthy individuals and institutional investors with the promise of delivering protection of capital and uncorrelated positive returns irrespective of market direction, allowing them to better manage portfolio risk ...
Sujit Subhash, David Enke
doaj +1 more source
ESG investing in hedge funds: analysis of the impact of ESG criteria on investment decisions
Экономика и управление, 2023 Aim. To analyze the impact of adherence to ESG practices on investment performance and financial performance in hedge funds.Tasks. To study methods of ESG-criteria integration into hedge funds, their decision-making principles and influence of basic ESG ...
K. S. Zakharcheva
doaj +1 more source
Indirect effects of flow-performance sensitivity on fund performance
Borsa Istanbul Review, 2023 This study examines changes in the flow-performance sensitivity (FPS) among funds of hedge funds (FoHFs) after the global financial crisis and the Madoff scandal. We also explore whether these changes in FPS affect fund performance.
Sangik Seok +3 more
doaj +1 more source
Numerical Solution for Super Large Scale Systems
IEEE Access, 2013 In this paper, a new ordinary differential equation numerical integration method is successfully applied to various mathematical branches such as partial differential equation (PDE) boundary problems, PDE initial-boundary problems, tough nonlinear ...
Tianmin Han, Yuhuan Han
doaj +1 more source
HEDGE FUNDS: RISK AND PERFORMANCE
Journal of Financial Management, Markets and Institutions, 2018 This paper models hedge fund exposure to risk factors and examines time-varying performance of hedge funds. From existing models such as asset-based style (ABS)-factor model, standard asset class (SAC)-factor model, and four-factor model, we extract the ...
SANGHEON SHIN +2 more
doaj +1 more source
WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (I) [PDF]
Business Excellence and Management, 2011 This paper provides a critique of alternative organizational structures in the hedge fund industry. Our critique is facilitated by several stylized models describing alternative industry structures. The models include: (1) An insideonly hedge fund model;
Yang CAO +2 more
doaj
Entropy, 2021 A function which transforms a continuous random variable such that it has a specified distribution is called a replicating function. We suppose that functions may be assigned a price, and study an optimization problem in which the cheapest approximation ...
Brendan K. Beare
doaj +1 more source
WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (II) [PDF]
Business Excellence and Management, 2012 This paper provides a critique of alternative organizational structures in the hedge fund industry. Our critique is facilitated by several stylized models describing alternative industry structures. The models include: (1) An insideonly hedge fund model;
Yang CAO +2 more
doaj
Return smoothing and its implications for performance analysis of hedge funds
Journal of Finance and Data Science, 2018 Return smoothing and performance persistence are both sources of autocorrelation in hedge fund returns. The practice of pre-processing the data in order to remove smoothing before conducting performance analysis also affects the predictability of hedge ...
Jing-zhi Huang +2 more
doaj +1 more source