Results 1 to 10 of about 483,002 (343)
Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis. [PDF]
Ben Khelifa S, Guesmi K, Urom C.
europepmc +2 more sources
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
We draw on the skewness literature to propose regression-based performance evaluation tests designed for investments with option-like returns. These tests deliver conclusions valid for all risk-averse mean-variance-skewness investors and can better ...
Paul Karehnke, Frans de Roon
openalex +2 more sources
Inspired by research on social movements, we extend the idea that activists look for opportunities to target firms to the realm of financially motivated shareholder activists.
Mark R. DesJardine +2 more
semanticscholar +1 more source
Hedge funds that endorse the United Nations Principles for Responsible Investment (PRI) underperform other hedge funds after adjusting for risk but attract greater investor flows, accumulate more assets, and harvest greater fee revenues.
Hao Liang, Lin Sun, Melvyn Teo
semanticscholar +1 more source
Man versus machine: on artificial intelligence and hedge funds performance
Employing partially hand-collected data, sample hedge funds are formed into four categories depending on their level of automation. We find that hedge funds with the highest level of automation outperform other hedge funds with more reliance on human ...
Klaus Grobys, J. Kolari, Joachim Niang
semanticscholar +1 more source
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]
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
In this paper, we develop and test a theory of how unintended audiences create reaction costs for firms that use corporate social responsibility (CSR) as a signal.
Mark R. DesJardine +2 more
semanticscholar +1 more source
The buyers’ perspective on security design: Hedge funds and convertible bond call provisions
Bruce D. Grundy, Patrick Verwijmeren
openalex +3 more sources
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
openaire +2 more sources

