Results 261 to 270 of about 8,323 (308)
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
PLoS OnePing WY, Hu YW, Luo LQ.
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Miyake Revisited: Validating the Factor Structure of an Open-Source Cognitive Control Test Battery. [PDF]
J CognDemeyer F +6 more
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Hedging irrigated maize crop yields using temperature derivatives in Malawi. [PDF]
HeliyonDennis Chirwa PB, Dzupire NC.
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Activismo accionarial, Hedge Funds y el articulo 161 de la LSC
InDret, 2019 Mª Isabel Sáez Lacave
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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 ...
Hitoshi Matsushima
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Rank alpha funds of hedge funds
The Journal of Alternative Investments, 2005This article examines the performance of hedge fund portfolios when fund selection is based on the rank of a fund9s alpha, rather than the estimated value of the alpha. Estimated alphas can vary significantly depending on the model used and hence induce a high degree of model risk in portfolio optimization.
Carol Alexander, Anca Dimitriu
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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
openaire +1 more source