Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds [PDF]
Using monthly return data on 455 hedge funds over the period 1994-2001 we study the diversification effects from introducing hedge funds into a traditional portfolio of stocks and bonds. Our results indicate that although the inclusion of hedge funds may
Gaurav Amin, Harry. M Kat
core
Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset? [PDF]
PLoS One, 2023 Yun SJ, Choi SY, Kim YS.
europepmc +1 more source
Form PF and Hedge Funds: Risk-Measurement Precision for Option Portfolios
, 2016 Mark D. Flood, Phillip Monin
openalex +1 more source
Recent Advances on Thermochromic Inks for Security Applications
Advanced Materials Technologies, EarlyView.Thermochromic security inks have garnered interest in recent years as security elements for authentication, information encryption, and anti‐counterfeiting. This review outlines different types of thermochromic materials, how they have been developed as functional inks, and how advancements in property enhancement, sustainability, and printing ...
Duarte B. Oliveira +5 more
wiley +1 more source
A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates [PDF]
In this paper we investigate the claim that hedge funds offer investors a superior risk-return trade-off. We do so using a continuous time version of Dybvig’s (1988a, 1988b) payoff distribution pricing model.
Chris Brooks, Melvin J. Hinich
core
An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [PDF]
PLoS OneShabani M +4 more
europepmc +1 more source
Hedge Funds in Company Law: Virus or Vaccine? [PDF]
, 2006 G.T.M.J. Raaijmakers, R.H. Maatman
openalex
Progress and Prospects of Persistent Luminescent Nanocrystals in Biomedical Applications
Advanced Optical Materials, EarlyView.This review summarizes recent progress in materials‐level control of persistent luminescence, including mechanistic understanding, wavelength/intensity tuning, and activation strategies, as well as emerging biomedical applications in imaging, biosensing, cell tracking, optogenetic stimulation, and biophotochemical activation.
Peng Pei +5 more
wiley +1 more source
Hedge fund portfolio selection with modified expected shortfall [PDF]
Modified Value-at-Risk (VaR) and Expected Shortfall (ES) are recently introduced downside risk estimators based on the Cornish-Fisher expansion for assets such as hedge funds whose returns are non-normally distributed.
Boudt, Kris +2 more
core +1 more source