Results 21 to 30 of about 2,030 (264)
Stock selection with random forest: An exploitation of excess return in the Chinese stock market
Heliyon, 2019 In recent years, a variety of research fields, including finance, have begun to place great emphasis on machine learning techniques because they exhibit broad abilities to simulate more complicated problems.
Zheng Tan, Ziqin Yan, Guangwei Zhu
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Transatlantica, 2021 This article applies Nancy Fraser’s theory of capitalism’s “background conditions” to a grassroots case study: the formative influences of Progressive-Era Schenectady’s social relations on the socialist who created the hedge fund, Alfred Winslow Jones ...
David Huyssen
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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
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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
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The diversification benefits of hedge funds and funds of hedge funds [PDF]
Derivatives Use, Trading & Regulation, 2007 We examine whether investors can improve their investment opportunity set through the addition of a hedge fund (HF) or fund of HF portfolio to different sets of benchmark portfolios. Using data from 1994 to 2004, we find that HF, as an asset class, improve the mean–variance frontier of sets of benchmark portfolios sorted by firm size and book-to-market
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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
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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
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The Economists' Voice, 2008 Dean Foster and Peyton Young explain a dramatic problem in the hedge fund industry that allows hedge fund managers to profit hugely while exposing their investors to great unknown risks.
Foster, D, Young, H
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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
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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
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