HEDGE FUND RISK AND OTHER DISCLOSURES

Hedge funds, including fund of funds (“Hedge Funds”), are unregistered private investment partnerships, funds or pools that may invest and trade in many different markets, strategies and instruments (including securities, non-securities and derivatives) and are NOT subject to the same regulatory requirements as mutual funds, including mutual fund requirements to provide certain periodic and standardized pricing and valuation information to investors. There are substantial risks in investing in Hedge Funds. Persons interested in investing in Hedge Funds should carefully note the following:

  • Hedge Funds represent speculative investments and involve a high degree of risk. An investor could lose all or a substantial portion of his/her investment. Investors must have the financial ability, sophistication/experience and willingness to bear the risks of an investment in a Hedge Fund.

  • An investment in a Hedge Fund should be discretionary capital set aside strictly for speculative purposes.

  • An investment in a Hedge Fund is not suitable or desirable for all investors. Only qualified eligible investors may invest in Hedge Funds.

  • Hedge Fund offering documents are not reviewed or approved by federal or state regulators

  • Hedge Funds may be leveraged (including highly leveraged) and a Hedge Fund’s performance may be volatile

  • An investment in a Hedge Fund may be illiquid and there may be significant restrictions on transferring interests in a Hedge Fund. There is no secondary market for an investor’s investment in a Hedge Fund and none is expected to develop.

  • A Hedge Fund may have little or no operating history or performance and may use hypothetical or pro forma performance which may not reflect actual trading done by the manager or advisor and should be reviewed carefully. Investors should not place undue reliance on hypothetical or pro forma performance.

  • A Hedge Fund’s manager or advisor has total trading authority over the Hedge Fund.

  • A Hedge Fund may use a single advisor or employ a single strategy, which could mean a lack of diversification and higher risk.

  • A Hedge Fund (for example, a fund of funds) and its managers or advisors may rely on the trading expertise and experience of third-party managers or advisors, the identity of which may not be disclosed to investors

  • A Hedge Fund may involve a complex tax structure, which should be reviewed carefully.

  • A Hedge Fund may involve structures or strategies that may cause delays in important tax information being sent to investors.

  • A Hedge Fund may provide no transparency regarding its underlying investments (including sub-funds in a fund of funds structure) to investors. If this is the case, there will be no way for an investor to monitor the specific investments made by the Hedge Fund or, in a fund of funds structure, to know whether the sub-fund investments are consistent with the Hedge Fund’s investment strategy or risk levels.

  • A Hedge Fund may execute a substantial portion of trades on foreign exchanges or over-the-counter markets, which could mean higher risk.

  • A Hedge Fund’s fees and expenses-which may be substantial regardless of any positive return- will offset the Hedge Fund’s trading profits. In a fund of funds or similar structure, fees are generally charged at the fund as well as the sub-fund levels; therefore fees charged investors will be higher than those charged if the investor invested directly in the sub-fund(s).

  • Hedge Funds are not required to provide periodic pricing or valuation information to investors.

  • Hedge Funds and their managers/advisors may be subject to various conflicts of interest.

The above general summary is not a complete list of the risks and other important disclosures involved in investing in Hedge Funds and, with respect to any particular Hedge Fund, is subject to the more complete and specific disclosures contained in such Hedge Fund’s respective offering documents. Before making any investment, an investor should thoroughly review a Hedge Fund’s offering documents with the investor’s financial, legal and tax advisor to determine whether an investment in the Hedge Fund is suitable for the investor in light of the investor’s investment objectives, financial circumstances and tax situation.

All performance information is believed to be net of applicable fees unless otherwise specifically noted. No representation is made that any fund will or is likely to achieve its objectives or that any investor will or is likely to achieve results comparable to those shown or will make any profit at all or will be able to avoid incurring substantial losses. Past performance is not necessarily indicative, and is no guarantee, of future results.

The information on the Site is intended for informational, educational and research purposes only. Nothing on this Site is intended to be, nor should it be construed or used as, financial, legal, tax or investment advice, be an opinion of the appropriateness or suitability of an investment, or intended to be an offer, or the solicitation of any offer, to buy or sell any security or an endorsement or inducement to invest with any fund or fund manager. No such offer or solicitation may be made prior to the delivery of appropriate offering documents to qualified investors. Before making any investment, you should thoroughly review the particular fund’s confidential offering documents with your financial, legal and tax advisor and conduct such due diligence as you (and they) deem appropriate. We do not provide investment advice and no information or material on the Site is to be relied upon for the purpose of making investment or other decisions. Accordingly, we assume no responsibility or liability for any investment decisions or advice, treatment, or services rendered by any investor or any person or entity mentioned, featured on or linked to the Site.

The information on this Site is as of the date(s) indicated, is not a complete description of any fund, and is subject to the more complete disclosures and terms and conditions contained in a particular fund's offering documents, which may be obtained directly from the fund. Certain of the information, including investment returns, valuations, fund targets and strategies, has been supplied by the funds or their agents, and other third parties, and although believed to be reliable, has not been independently verified and its completeness and accuracy cannot be guaranteed. No warranty, express or implied, representation or guarantee is made as to the accuracy, validity, timeliness, completeness or suitability of this information.

Any indices and other financial benchmarks shown are provided for illustrative purposes only, are unmanaged, reflect reinvestment of income and dividends and do not reflect the impact of advisory fees. Investors cannot invest directly in an index. Comparisons to indexes have limitations because indexes have volatility and other material characteristics that may differ from a particular hedge fund. For example, a hedge fund may typically hold substantially fewer securities than are contained in an index. Indices also may contain securities or types of securities that are not comparable to those traded by a hedge fund. Therefore, a hedge fund’s performance may differ substantially from the performance of an index. Because of these differences, indexes should not be relied upon as an accurate measure of comparison.

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Hedge Fund Scholarly Articles & Books from Around the Web       hit Ctrl F to find key word or subject

Public hedge funds

L Sun, M Teo - Journal of Financial Economics, 2019 - Elsevier

Hedge funds managed by listed firms significantly under-perform funds managed by unlisted
firms. The under-performance is more severe for funds with low manager deltas, poor
governance, and no manager co-investment, or those managed by firms whose prices are …

  Cited by 2 Related articles All 8 versions

[PDF] mfsociety.org

[PDF] Are Funds of Hedge Funds Efficient? An Empirical Analysis for North American, Asia Pacific, and European Long/Short Funds of Hedge Funds

LTP Nguyen, MO Sy, MY Cheng, S Hossain… - Multinational Finance …, 2019 - mfsociety.org

According to Eurekahedge Inc., the global hedge fund industry has been experiencing a
bumpy ride since 2016. There was a huge redemption of US $8.7 billion in September 2016,
the highest amount since 2009. Events such as the war in the Middle East, the conflict in …

  

Upside potential of hedge funds as a predictor of future performance

TG BaliSJ BrownMO Caglayan - Journal of Banking & Finance, 2019 - Elsevier

This paper investigates the relationship between upside potential and future hedge fund
returns. We measure upside potential based on the maximum monthly returns of hedge
funds (MAX) over a fixed time interval, and show that MAX successfully predicts cross …

  Cited by 1 Related articles All 7 versions

Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?

TG BaliSJ BrownMO Caglayan… - Survival, and Fund …, 2019 - papers.ssrn.com

This paper investigates hedge funds' ability to time market-orthogonalized industry-specific
returns and shows that funds' timing ability in the manufacturing industry improves their
future performance, probability of survival, and ability to attract more capital. The results also …

  Related articles

[HTML] sciencedirect.com

[HTML] Costs and benefits of financial conglomerate affiliation: Evidence from hedge funds

F FranzoniM Giannetti - Journal of Financial Economics, 2019 - Elsevier

This paper explores how affiliation to financial conglomerates affects asset managers'
access to capital, risk taking, and performance. Focusing on a sample of hedge funds, we
find that financial conglomerate-affiliated hedge funds (FCAHFs) have lower flow …

  Cited by 3 Related articles All 4 versions

[PDF] lancs.ac.uk

[PDF] What do hedge funds say?

J Joenväärä, J Karppinen, C Tiu - 2019 - wp.lancs.ac.uk

We investigate the information content of hedge fund strategy descriptions by testing two
theories on writing sophistication. The first theory predicts that more sophisticated writing is
positively linked to manager's talent, while the second associates sophistication with …

  Related articles 

Spanning tests for assets with option-like> payoffs: the case of hedge funds

P Karehnke, F de Roon - Management Science, 2019 - narcis.nl

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 account for non …

  All 2 versions 

Practical Applications of Liquid Alternative Mutual Funds versus Hedge Funds: Returns, Risk Factors, and Diversification

JS Hartley - The Journal of Alternative Investments, 2019 - jai.pm-research.com

Practical Applications Summary In Liquid Alternative Mutual Funds versus Hedge Funds:
Returns, Risk Factors, and Diversification from the Summer 2019 issue of The Journal of
Alternative Investments, author Jonathan S. Hartley (of Goldman Sachs Asset Management) …

 

Application of a Log Likelihood Object of an ARMA (P, Q) Model in Five Hedge Funds Categories

M Guirguis - Available at SSRN 3354606, 2019 - papers.ssrn.com

In this article, we have tested the application of a log likelihood object of an ARMA (p, q)
model in five hedge funds categories. We have applied an autoregressive moving average,
ARMA (2, 2) model of order AR (1), AR (2), MA (1), MA (2) and SMA (12) to test the natural …

 

Is There a Quid Pro Quo between Hedge Funds and Sell-Side Equity Analysts?

A KleinA Saunders, YTF Wong - The Journal of Portfolio …, 2019 - jpm.pm-research.com

In this article, the authors posit a quid pro quo in economic benefits between sell-side equity
analysts and large hedge fund managers. They show that large hedge funds
opportunistically trade one to four days prior to the publication of a recommendation change …

  Cited by 1 Related articles

[BOOK] Capital Choices: Sectoral Politics and the Variation of Sovereign Wealth

J Braunstein - 2019 - books.google.com

9 days ago -  … The dramatic rise of sovereign wealth funds (SWFs) in number and size—the funds
are now larger than the combined size of global private equity and hedge funds—and that the
majority of them are located in non-OECD countries have raised concerns about the future …

  Cited by 1 Related articles 

Hedge Fund Herding in the Currency Market

A Hasselgren - 2019 - diva-portal.org

9 days ago -  … Abstract [en]. In this paper, I study the patterns of hedge fund herding in currency
future contracts and find evidence that hedge funds herd … Keywords [en]. herding, hedge funds,
carry trade, foreign exchange National Category. Business Administration Research subject …

  

[DOC] unipi.gr

Alternative modes of financing: hedge fund activism and crowdfunding

Ε Καρπούζης, E Karpouzis - 2019 - dione.lib.unipi.gr

9 days ago -  … Το πρώτο δοκίμιο επικεντρώνεται σε στρατηγικές επαγγελματιών και
εξειδικευμένων επενδυτών, όπως οι εταιρίες αντιστάθμισης κινδύνου (hedge funds). Έχει
παρατηρηθεί ότι μικροεπενδυτές προσπαθούν να μιμηθούν τις στρατηγικές …

  

Determinants of hedge fund activism: development of a model of ex-ante decision-making for corporate stake

QT Huynh - 2019 - econpapers.repec.org

9 days ago -  … Les déterminants de l'activisme des hedge funds: élaboration d'un modèle de
décision ex-ante de prise de participation … In this paper, we propose a model of ex-ante
decision-making representing the different variables characterizing the choice of the target for …

  All 2 versions 

[PDF] unive.it

Manipulation and manipulation-free Performance Measures for Hedge funds

L Lincetti - 2019 - dspace.unive.it

9 days ago - Performance Measures manipulation assumes a key role in the alternative 
investment context. Performance Measurement Manipulation consists in the managers 
ability to alter the performance measurement by using several techniques that do not add …

  

Active Short Selling by Hedge Funds

I Appel, J Bulka, V Fos - 2019 - papers.ssrn.com

10 days ago - Short selling campaigns by hedge funds have become increasingly common 
in the last decade. Using a hand-collected sample of 252 campaigns, we document 
abnormal returns for targets of approximately-7% around the announcement date. Firm …

  All 4 versions

… of hedge fund activism: development of a model of ex-ante decision-making for corporate stake [Les déterminants de l'activisme des hedge funds: élaboration d'un …

QT Huynh - 2019 - ideas.repec.org

10 days ago - Hedge fund activists are the new promoters of corporate governance through 
their sustained involvement in the capital of the targeted firms. They use their voting rights 
and have no fear to sit on the boards of directors to achieve their goals. The high …

  

PRIVATE EQUITY'S GOVERNANCE ADVANTAGE: A REQUIEM.

E DE FONTENAY - Boston University Law Review, 2019 - search.ebscohost.com

11 days ago -  … underperforming companies to fix. This is particularly true of US public
companies, which are continuously dogged by activist hedge funds and other empowered
shareholders looking for any sign of slack. In response, private …

 

THE FUTURE OF SHAREHOLDER ACTIVISM.

A HAMDANI, S HANNES - Boston University Law Review, 2019 - search.ebscohost.com

11 days ago -  … ASSAF HAMDANI * & SHARON HANNES ** ABSTRACT Activist hedge funds do
not hold a sufficiently large number of shares to win proxy battles, and their success in driving
corporate change relies on the willingness of institutional investors to support their cause …

 

[PDF] archives-ouvertes.fr

Les déterminants de l'activisme des hedge funds: élaboration d'un modèle de décision ex-ante de prise de participation

QT Huynh - 2019 - hal.archives-ouvertes.fr

13 days ago - Les hedge funds activistes sont les nouveaux promoteurs de la gouvernance 
d'entreprise grâce à leur implication soutenue dans le capital des firmes ciblées. Ils utilisent 
leurs droits de vote et vont jusqu'à siéger dans les conseils d'administration de leurs cibles …

  All 3 versions 

Investimento em criptomoedas: a possibilidade jurídica de criptofundos no Brasil

PA Pessôa Filho - 2018 - pantheon.ufrj.br

13 days ago -  … The aim of this paper is to examine the legal possibility of the investment in
cryptocurrencies by hedge funds regulated by CVM Ruling No 555 … Keywords: Crypto funds; Hedge
Funds; Cryptocurrencies; Securities Law; Capital Markets. Page 10. x LISTA DE ABREVIATURAS …

  

[PDF] iop.org

Application of green banking on financing infrastructure project industry: environmental perspective

A Fashli, H Herdiansyah… - Journal of Physics …, 2019 - iopscience.iop.org

13 days ago -  … to the environmental impact. The large-scale business activities emerge
financial gaps that require the hedge funds support for longer investment necessity without
raising up the ecological problem. The infrastructure project …

 

[PDF] researchgate.net

[PDF] Passive Investment & Algorithmic Trading

O Tahmaz, SC Medin - 2019 - researchgate.net

14 days ago -  … to 1970s; but its popularity started with the financial crisis. The global volume of
index funds are almost 10 trillion dollars, which doubles both the hedge funds and private equities
combined. Index funds have changed the investment industry for good saving the enormous …

  

The Predictability of Alternative UCITS Fund Returns

J Tille, M Busack, W Drobetz - The Journal of Alternative Investments - journals.sfu.ca

14 days ago -  … like investment strategies (“Alternative UCITS”). Given these funds' higher
liquidity, investors could exploit relevant information easier than for hedge funds, and
use it for asset allocation and risk management. We use a set of …

  

Broker-Dealers As Hedge Funds: Evidence From the US Corporate Bond Market

H Dastarac - Available at SSRN 3390044, 2019 - papers.ssrn.com

14 days ago - This paper documents that much of broker-dealer trading in the US corporate 
bond market is not related to market making as commonly assumed. The price impact of 
customer-to-dealer trades is reversed for a subset of trades for shorter maturities (less than 7 …

 

Do corporate site visits impact hedge fund performance?

X Hong, Z Zhuang, D Kang, Z Wang - Pacific-Basin Finance Journal, 2019 - Elsevier

14 days ago -  … Highlights. • Hedge funds that conduct more corporate site visits have better
performance. • Hedge funds may gain information advantage through corporate site visits. • The
margin trading of the visited company's stock increases following a hedge fund site visit. Abstract …

 

Blackstone Alternative Asset Management in 2018

EN Siriwardane, LM Viceira, S O'Brien - 2019 - hbs.edu

15 days ago - In early 2018, Blackstone announced that John McCormick would succeed Tom
Hill as President and Chief Executive Officer of Blackstone Alternative Asset Management (BAAM),
the largest fund-of-hedge funds in the world by a sizeable margin …

  All 2 versions 

Hedge Fund Strategies, Performance & Diversification: A Portfolio Theory & Stochastic Discount Factor Approach

D Newton, E Platanakis, D Stafylas… - … & Diversification: A …, 2019 - papers.ssrn.com

17 days ago -  … Keywords: hedge funds; portfolio diversification; Black-Litterman; Bayes-Stein;
stochastic discount factors JEL – G11 15,942 words … Abstract Using data on 5,500 North
American hedge funds following 11 different strategies, we analyse …

 

ΤΟ ΕΠΕΝΔΥΤΙΚΟ ΕΡΓΑΛΕΙΟ ΤΩΝ ΑΜΟΙΒΑΙΩΝ ΚΕΦΑΛΑΙΩΝ

Α ΠΑΥΛΑΤΟΥ - 2019 - apothesis.eap.gr

21 days ago -  … Abstract: Στην παρούσα εργασία επιχειρείται η παρουσίαση του επενδυτικού
εργαλείου των αμοιβαίων κεφαλαίων κλασσικού τύπου καθώς και νέων πιο εξελιγμένων μορφών
αμοιβαίων κεφαλαίων (index funds, funds of funds,hedge funds), παραθέτοντας ιστορικά και …

  

Can Hedge Funds Benefit from CSR Investment?

J Duanmu, Q Huang, Y Li… - Available at SSRN …, 2019 - papers.ssrn.com

23 days ago - We explore the extent to which hedge funds incorporate corporate social 
responsibility (CSR) considerations in the development of their investment strategies. Using 
an asset-weighted composite measure of CSR by fund, we exam
ine the difference in …

[PDF] MANAGER SKILLS OF LONG/SHORT EQUITY HEDGE FUNDS: THE FACTOR MODEL DEPENDENCY

F Boris - pdfs.semanticscholar.org

23 days ago - Performance analysis of hedge funds has proven to be challenging in the past 
since these entities have the flexibility to choose between a wide variety of dynamic trading 
strategies without being compelled to report their holdings. That being said, using bootstrap …

  

Aperture Investors

KG PalepuG Serafeim, D Lane - 2019 - hbs.edu

24 days ago -  … the marketplace. Headed by Wall Street veteran Peter Kraus and backed
with substantial and patient seed capital, Aperture seeks to attract both star portfolio
managers and assets from mutual funds and hedge funds. Kraus …

  

Hedge fund strategies

K Perez - Financial engineering - ceeol.com

27 days ago -  … Hedge funds are known for being one of the most efficient but risky financial in-
novations in the world … The history of hedge funds dates to 1949 when Alfred Winslow Jones,
a so- ciologist and former editor of Forbes magazine, launched the equity fund called AW Jones …

 

ValueAct Partners and Hart-Scott-Rodino: Ending the Competition between Investor Interest and Antitrust Law

A D'Avella - Am. U. Bus. L. Rev., 2019 - HeinOnline

28 days ago -  … I. INTRODUCTION While hedge fund activism has exploded in frequency and debate
in recent decades, the financial regulatory world is still adapting to the phenomenon.' Designed
to be subject to minimal oversight, hedge funds came under fire in the aftermath of the …

 

Impact of short-sales in stock market efficiency

B Llacay, G Peffer - Algorithmic Finance - content.iospress.com

30 days ago - In contrast to other financial institutions, hedge funds. You are viewing a javascript
disabled version of the site … In contrast to other financial institutions, hedge funds are subject to
less restrictive regulations which, in particular, allow them to sell short …

 

[PDF] ktodorov.com

What Drives Repo Haircuts? Evidence from the UK Market

C JulliardZ Liu, SE Seyedan, K Todorov… - Evidence from the UK …, 2019 - papers.ssrn.com

31 days ago -  … parties matter in determining haircuts. Hedge funds as borrowers receive a signifi …
cut determinations: one or two banks in our sample receive a significant share of repo trades
with zero haircuts, hedge funds are charged at higher haircut, larger borrowers …

  All 4 versions

[PDF] scirp.org

[PDF] Impact of Implementation of Goods and Services Tax on Nifty 50 Index of National Stock Exchange of India

GP Girish - 2019 - file.scirp.org

32 days ago -  … The results of the study provide fresh evidences on our understanding about impact
of structural changes on stock market in short-run to regulators, potential in- vestors and high
net worth individuals, fund managers, hedge funds and po- licymakers. Keywords …

  

What Value-at-Risk and Expected Shortfall Metrics Tell a Risk Averse Investor in Cryptocurrencies

I Kopytin, A Maslennikov, S Zhukov - The International Science and …, 2018 - Springer

33 days ago -  … Introduction of Bitcoin futures contracts on the Chicago Board Options Exchange
(Cboe) and the Chicago Mercantile Exchange (CME) in December 2017 gave large institutional
investors such as hedge funds and mutual funds opportunities to enter the cryptocurrencies …

 

Trends Everywhere

A Babu, A Levine, YH Ooi, LH Pedersen… - Journal of Investment …, 2018 - papers.ssrn.com

34 days ago -  … Journal, Vol. 62, No. 2 (2006), pp. 69–97. Fung, W., and DA Hsieh. “Empirical
Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.” Review of
Financial Studies, Vol. 10, No. 2 (1997), pp. 275-302. – –. “The …

 

[PDF] ijrpublisher.com

[PDF] MR B. Sudhakar Reddy

MSJ DIVYA - ijrpublisher.com

34 days ago -  … It is typically observed as measuring and is employed by regular industrial banks,
investment banks, insurance agencies and hedge funds. Financial engineering has junction
rectifier to the explosion of spinoff
mercantilism that we tend to see these days …

[PDF] ROLE AND IMPACT OF FII'S ON INDIAN CAPITAL MARKET

M SUCHARITHA - ijrpublisher.com

34 days ago -  … Abstract: FII's can be said to include investors or investment funds that are from
or registered in a country outside of the one in which they are currently investing. It includes
hedge funds, insurance companies, pension funds and mutual funds …

  

Rent extraction by super-priority lenders

BE EckboK Li, W Wang - Tuck School of Business Working Paper, 2019 - papers.ssrn.com

35 days ago -  … There is also no evidence that the increasing involvement of hedge funds and private
equity funds in providing DIP financing has mitigated rent extraction by lenders in this market.
Junior claimants often contest DIP-loan terms in court—but apparently to little avail …

 

[PDF] utl.pt

The impact of hedge fund indices on portfolio performance

MT Garcia, G Liberal - 2019 - repository.utl.pt

35 days ago -  … Abstract The purpose of this paper is to assess the combination of investable hedge
funds indices with a traditional portfolio of 60% stocks and 40% bonds. The S&P 500 Index, the …
One asset class that has grown its popularity is hedge funds and absolute return strategies …

  All 5 versions 

Tail risk exposures of hedge funds: Evidence from unique Brazilian data

C Almeida, M Fernandes, JP Valente - Available at SSRN, 2019 - papers.ssrn.com

35 days ago - This paper examines tail risk in the Brazilian hedge fund industry. We rely on a 
unique data set of daily returns for every hedge fund in Brazil, dead or alive. By employing 
the universe of hedge funds, we ensure the absence of selection, survivorship, and instant …

 

[PDF] researchgate.net

A new efficiency test for ranking investments: Application to hedge fund performance

C BernardS Vanduffel, J Ye - Economics Letters, 2019 - Elsevier

35 days ago -  … We illustrate the new efficiency test by ranking a panel of hedge funds based on
their probability distribution and their interaction with a benchmark. Previous article in issue; Next
article in issue. Keywords … 3. Efficiency of hedge funds. 3.1. Efficiency test of Amin and Kat …

  All 2 versions

Which Investors Matter for Global Equity Valuations and Expected Returns?

RSJ KoijenR RichmondM Yogo - Available at SSRN, 2019 - papers.ssrn.com

36 days ago -  … all institutional types. Conditional on size, hedge funds are the most, and long-term
investors (insurance companies and pension funds) are the least influential. ∗First draft: March
2019 … management (AUM), then hedge funds have the largest impact per dollar of AUM …

 

[CITATION] Practical Applications of A Best Practice Protocol for the Risk Measurement of a Portfolio of Hedge Funds

S Rahman, R Bhaduri - Practical Applications, 2019 - pa.iijournals.com

36 days ago - Practical Applications Summary In A Best Practice Protocol for the Risk 
Measurement of a Portfolio of Hedge Funds, from the Winter 2019 issue of the Journal of 
Alternative Investments, authors Shubeur Rahman and Ranjan Bhaduri review the …

 

Hedge Fund Strategies and Tools used on Wall Street

TS Guides - 2019 - tradingstrategyguides.com

36 days ago -  … We're going to give you a short and basic overview of hedge funds, including
their history, some of their key features, some examples of hedge fund strategies and
their role in the financial markets … Learn About Hedge Funds …

  

[PDF] wiley.com

The Rise of Agency Capitalism and the Role of Shareholder Activists in Making It Work

RJ Gilson, JN Gordon - Journal of Applied Corporate Finance, 2019 - Wiley Online Library

37 days ago -  … As we argued in our article, the activist hedge funds and other specialized share-
holder activists who have emerged over the past two decades should be seen as playing an
important complementary role in supporting and sustaining this relatively new ownership structure …

  All 5 versions

[PDF] researchgate.net

[PDF] Crisis can be an opportunity: Evidence from both mutual funds and hedge funds via high-dimensional cross-sectional tests⋆

T Chenga, C Yanb, Y Yana - researchgate.net

37 days ago - The traditional fund-by-fund performance evaluation method suffers from 
various econometric problems such as multiple hypothesis testing, time-varying coefficients, 
cross-sectional dependence, etc. To overcome these problems, we tailor three high …

  All 2 versions 

Hedge fund stratagems and long-run SEO firm performance

RM Hull, S Kwak, R Walker - Managerial Finance, 2019 - emeraldinsight.com

38 days ago -  … This research assumes that hedge fund managers can identify good (poor)
performing SEO firm that allow for profitable long (short) positions. The proportion of hedge funds
using a strategy will change in the hypothesized manner needed to make profit. Practical …

 

Alternative investment funds in India: private equity (PEs) and sovereign wealth funds (SWFs)

G Birmiwal, M Agrawal, N Changoiwala - 2018 - vslir.iima.ac.in

44 days ago -  … Keywords: Private equity Hedge funds Venture capital Sovereign Wealth
Funds. Issue Date: 2018. Publisher: Indian Institute of Management Ahmedabad. Abstract:
Alternative investment assets, in their broadest definition, are …

  

Exercising the'Governance Option': Labor's New Push to Reshape Financial Capitalism

SF Diamond - Cambridge Journal of Economics, Forthcoming, 2019 - papers.ssrn.com

45 days ago -  … undifferentiated mass. Small activist hedge funds, as well as large union sponsored
or influenced pension funds, both use governance mechanisms to influence corporate behavior.
Pension funds, however, have a different set of incentives than hedge funds …

  All 2 versions

[PDF] ivo-welch.info

[PDF] Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

J Joenväärä, M Kauppila, R Kosowski… - Critical Finance …, 2019 - cfr.ivo-welch.info

49 days ago -  … commercial databases. Although hedge funds deliver performance
persistence, the average fund does not deliver significant risk-adjusted net-of-fee returns
while the gross-of-fee returns remain significantly positive. Consistent …

  Cited by 1 

How Does the Market React When Shareholders Lose Power?

AC Akyol - Available at SSRN 3359576, 2019 - papers.ssrn.com

50 days ago -  … The market's reaction was negative for better performing firms, firms which were
targets of proxy fights, and firms which had proposals sponsored by hedge funds … fights are viewed
favorably. Additionally, proposals by hedge funds are considered valuable, but …

 

[PDF] economics-ejournal.org

[PDF] Market runs of hedge funds during financial crises. Economics Discussion Papers, No 2019-31

S Sung, H Cho, D Ryu - Kiel Institute for the World Economy …, 2019 - economics-ejournal.org

50 days ago - A hedge fund's capital structure is fragile because uninformed fund investors 
are highly loss sensitive and easily withdraw capital in response to bad news. Hedge fund 
managers, sharing common investors and interacting with each other through market price …

  All 2 versions 

[PDF] wiley.com

The Early Returns to International Hedge Fund Activism: 2000–2010

M BechtJ Franks, J Grant… - Journal of Applied …, 2019 - Wiley Online Library

52 days ago -  … Studies, the authors provide an overview of the methods and findings of the first
comprehensive study of worldwide hedge fund activism—one that examined the effectiveness
of some 1,740 separate “engagements” of public companies by 330 different hedge funds …

  All 6 versions

Trend-Following CTAs vs Alternative Risk-Premia (ARP) Products: Crisis Beta vs Risk-premia Alpha

A Sepp, L Dezeraud - Sepp A., Dezeraud L.,(2019),“Trend …, 2019 - papers.ssrn.com

53 days ago -  … equity markets. Second, we shall focus on the way in which the risk profile
of ARP products, hedge funds, and trend-following CTAs can change in bear and bull
market regimes because of their potential exposures to tail-risk. We …

 

Risk-Return Analysis on India-Focused Hedge Funds

E Geetha, N Navyanshi - Journal of Advanced Research in …, 2019 - eprints.manipal.edu

55 days ago - The Hedge Fund Industry has marked favorable growth in recent years. In the 
year 2017, the Asian Hedge Funds Industry reported as the best performer. It has 
outperformed the hedge funds of other regions by yielding the return of 15.89% as per …

  

[PDF] fgv.br

[PDF] Fundos de investimento eo Brasil em 2019

CE YoshinagaRR Rochman… - Anuário da Indústria de …, 2019 - bibliotecadigital.fgv.br

56 days ago -  … Stocks increased by 11.80%; 15.90%, and finally, the hedge funds approximately
2%. In the latter case, the analysis is more complicated since we do not have a defined
benchmark. We use a composition of bench- marks. The result is amazing …

Stock Market Operations and Long-Run Reversal Effect

RS Dhankar - Capital Markets and Investment Decision Making, 2019 - Springer

56 days ago -  … Participants in the stock market range from small individual stock investors
to large trader investors, who can be based anywhere in the world, and may include
banks, insurance companies, pension funds and hedge funds …

 

[PDF] columbia.edu

Long-Term Bias

EL Talley, M Barzuza - 2019 - scholarship.law.columbia.edu

56 days ago -  … The forces inducing managerial myopia are easy to spot, typically embodied by
activist hedge funds and Wall Street gadflies with outsized appetites for next quarter's earnings …
4 Martin Lipton, Important Questions About Activist Hedge Funds, HARV. L. SCHOOL. F. ON …

  

Post-war international debt crises and their transformation

G Dymski - The Handbook of Globalisation, 2019 - books.google.com

56 days ago -  … risk sharing is now accomplished largely via securitization. This involves the
bundling together of a set of loans, and then the sale of their anticipated cash-flow to different
buyers, often hedge funds and securities firms … hedge funds, in turn, have been prominent among …

  All 6 versions

[PDF] smu.edu.sg

Do Alpha males deliver Alpha? Facial structure and hedge funds

Y LU, SWM TEO - 2018 - ink.library.smu.edu.sg

56 days ago - Facial structure as encapsulated by facial width-to-height ratio (fWHR) maps 
onto masculine behaviors in males and may positively relate to testosterone. We find that 
high-fWHR hedge fund managers underperform low-fWHR hedge fund managers by 5.83 …

  

How Much Beta Is Just Right? Linking Investment Objective and Portfolio Choice

A Rudin - The Journal of Investing, 2019 - joi.iijournals.com

56 days ago -  … Abstract. Alpha forecasting for hedge funds is much less reliable than beta
forecasting, which explains the proliferation of mostly risk-based portfolio construction
processes for alternatives. When implementing those processes …

  All 2 versions

Book review: Corporate Governance and Investment Management: The Promises and Limitations of the New Financial Economy, by Roger M Barker and Iris HY Chiu …

I Esser - European Business Law Review, 2019 - kluwerlawonline.com

58 days ago -  … The second part is con- cerned with key investment fund entities. The
corporate governance roles of key institutional investors in UK corporate equity like
pension funds, insurance compa- nies, hedge funds etc. are examined …

  All 2 versions

Alternative investments: is it a solution to the funding shortage of US public pension plans?

J Peng, Q Wang - Journal of Pension Economics & Finance, 2019 - cambridge.org

58 days ago -  … The portfolio allocated to all alter- native investments (hereafter referred to as AI),
including private equity, hedge funds, and other asset types, has increased from about 3-17%,
with a corresponding decrease in allocation to traditional investments, including both fixed …

  All 2 versions

[PDF] iasj.net

اساليب الاستثمار في صناديق التحوط‎

اهداء باسم داود الخفاجي - مجلة اداب الكوفة, 2019‎ - iasj.net

61 days ago -  … Methods of investing in hedge funds … Nous avons traité le sujet à travers trois
questions, nous sommes exposés dans la première de ce que les hedge funds, et la seconde
pour les distinguer des autres fonds, et enfin pour montrer les méthodes utilisées pour investir …

  All 3 versions

Environmental, Social, and Governance Issues: An Altered Shareholder Activist Paradigm

A Kraik - Vermont Law Review, Forthcoming, 2019 - papers.ssrn.com

62 days ago -  … Activist hedge funds have responded by incorporating ESG into their campaigns
as a means to garner voting support … As a consequence, ESG is changing the power dynamic
between management, institutional investors, and hedge funds activists …

 

Does the Timing of Central Bank Announcements Matter? Trade-Level Data on Hedge Fund Behavior Before Swiss National Bank Meetings

D Farrell, K Bhagat, C Zhao - Trade-Level Data on Hedge Fund …, 2019 - papers.ssrn.com

65 days ago -  … We found evidence that (1) hedge funds predicated a trading strategy on the belief
that the SNB would maintain the EUR/CHF floor, and (2) just after the policy was removed, hedge
funds were on net large buyers of CHF, trading with the prevailing move in the exchange 

Liquid Alternative Mutual Funds versus Hedge Funds: Returns, Risk Factors, and Diversification

JS Hartley - The Journal of Alternative Investments, 2019 - jai.iijournals.com

65 days ago - Despite the rapid rise of the number of liquid alternative mutual funds (LAMFs) 
available to retail investors in recent years, few studies have compared how their returns, 
risk, and other characteristics (fees, turnover, and assets) differ from their hedge fund …

 

[PDF] shfc.ch

[PDF] Market Study

R Anhorn, M Trosic-Ivanisevic - shfc.ch

68 days ago -  … In Switzerland, allocations to hedge funds are still larger than those to private equity
or commodities, or to any other asset class with an alternative character … Page 8. 1 The Hedge
Fund Industry in Switzerland in a Changing Landscape Hedge Funds – Facts and Figures …

  

… Sharpe Style Analysis Versus a Rolling Methodology of Monthly Returns of Long/Short Funds, Market Neutral Funds, Event–Driven Hedge Funds and Their Related …

M Guirguis - … Funds, Event–Driven Hedge Funds and Their Related …, 2019 - papers.ssrn.com

70 days ago - This article examines the application of the Sharpe style analysis versus a 
rolling methodology of monthly returns of long/short funds, market neutral funds, event–
driven hedge funds and their related indices. The Sharpe ratio is calculated as the ratio of …

 

How Contango and Backwardation Affects the Performance of Commodity Hedge Funds? Evaluation Based on Commodity Trading Advisors', CTA

M Guirguis - Evaluation Based on Commodity Trading Advisors' …, 2019 - papers.ssrn.com

70 days ago - In this article, we examine how contango and backwardation affects the 
performance of commodity hedge funds. Evaluation based on commodity trading advisors', 
CTA. CTA, commodity trading advisers, or managed futures managers' trade in the …

 

Comparing the Performance of Different Categories of Funds of Funds Hedge Funds in Terms of Fees, Monthly Returns and Risk Adjusted Measures

M Guirguis - Monthly Returns and Risk Adjusted Measures (March …, 2019 - papers.ssrn.com

70 days ago - This article aims at testing empirically the major building blocks that affect the 
performance and risk adjusted measures of funds of funds hedge funds: incentive fees, 
management fees, size, age, hurdle rate, high watermark provision and lockup period …

 

… of the Census X12 and Tramo/Seats Additive ARIMA (P, D, Q) Seasonal Adjustment Models Applied to Distressed Securities and Long/Short Equity Hedge Funds …

M Guirguis - … Long/Short Equity Hedge Funds Categories (March 18 …, 2019 - papers.ssrn.com

70 days ago - In this article, we have compared the census X12 and Tramo/Seats additive 
ARIMA (p, d, q) seasonal adjustment models applied to distressed securities and long/short 
equity hedge funds categories. We have applied two methodologies. The first one is …

 

Measuring Commodity Hedge Funds Performance by Applying Data Envelopment Analysis, DEA

M Guirguis - DEA (March 18, 2019), 2019 - papers.ssrn.com

70 days ago - CTA, commodity trading advisers, or managed futures managers' trade in the 
commodity market. The hedge funds invest in commodity futures, currencies, bonds and 
shares. The portfolio is leveraged and the risk is quite high. Forward and futures contracts …

 

Application of a Log Likelihood Object in GARCH with T-Distributed Errors and EGARCH with Generalised Error Distribution Model to the Monthly Returns of an Equity …

M Guirguis - Available at SSRN 3354621, 2019 - papers.ssrn.com

70 days ago -  … The best model will help the arbitrageurs to better craft their investment strategy
in terms of holding, buying or selling portfolios of equity hedge funds. The software that we have
used is EViews 6 … Follow. Mutual Funds, Hedge Funds, & Investment Industry eJournal …

 

… Correction,(VEC) Model to Test the Granger Causality Between the Monthly Returns and Expenses in Terms of Fees of Long/Short Equity and Arbitrage Hedge Funds

M Guirguis - … Equity and Arbitrage Hedge Funds (March 18, 2019), 2019 - papers.ssrn.com

70 days ago - In this article, we are investigating the effects of returns and expenses of hedge 
funds in terms of natural logarithmic monthly returns and expenses in terms of fees of 
long/short equity and arbitrage hedge funds. We have applied a Vector Error Correction …

 

Application of a Log Likelihood Object of an ARMA (P, Q) Model in Five Hedge Funds Categories

M Guirguis - Available at SSRN 3354606, 2019 - papers.ssrn.com

70 days ago - In this article, we have tested the application of a log likelihood object of an 
ARMA (p, q) model in five hedge funds categories. We have applied an autoregressive 
moving average, ARMA (2, 2) model of order AR (1), AR (2), MA (1), MA (2) and SMA (12) to 

… of a linear Gaussian state space model and the Kalman filter in estimating expectations of the natural logarithmic monthly returns of event driven hedge funds.

M Guirguis - Available at SSRN 3354623, 2019 - papers.ssrn.com

70 days ago - In this article, we have tested a linear Gaussian state space model and the 
Kalman filter in testing ARMA (2, 4) model of the natural logarithmic monthly market returns 
of event driven hedge funds. The fund manager primarily is targeting financial, micro and …

 

A Cross Comparison of the Different Performance Ratios Between Different Types of Hedge Funds. the Funds Under Study Are Long/Short Funds, Market-Neutral …

M Guirguis - Short Funds, Market-Neutral Funds and Event–Driven …, 2019 - papers.ssrn.com

70 days ago - This article is a cross comparison of the different performance ratios between 
different types of hedge funds. The funds under study are long/short funds, market-neutral 
funds and event–driven funds. We use a sample free of survivorship bias and measure …

 

Measuring the Effects of Distressed Securities or Close to Bankruptcy Market Evaluation of Companies in the Whole Structure of the Hedge Fund

M Guirguis - Available at SSRN 3354620, 2019 - papers.ssrn.com

70 days ago -  … Therefore, the investors will face losses. Hedge funds or institutional investors buy
distressed securities to better access the liquidity and the effort of the companies trying to get
out from bankruptcy … Follow. Mutual Funds, Hedge Funds, & Investment Industry eJournal …

 

Application of a Principal Component Analysis,(PCA), to Identify the Factors That Affect the Performance and the Fees of the Different Categories of Hedge Funds

M Guirguis - Available at SSRN 3354629, 2019 - papers.ssrn.com

70 days ago - In this article, we have tested the correlation and covariance relationships of 
the natural logarithmic monthly returns of the hedge funds. We have applied a principal 
component analysis,(PCA), in EViews 6 to check the eigenvalues, the eigenvectors loadings …

 

[PDF] eur.nl

[PDF] A Performance and Risk Analysis on Brazilian Hedge Funds between 2009 and 2016

ES de Barros Barreto - thesis.eur.nl

70 days ago - This paper analyzes the fast-growing market of Brazilian hedge funds between 
2009 and 2016. Since in 2017 the market had a record break of US $800 billion of assets 
under management, this study aims to measure, using the CAPM model, if multimarket fund …

  

[HTML] larrlasa.org

[HTML] The Global Financial Crisis and Latin America

P Franko - Latin American Research Review, 2019 - larrlasa.org

71 days ago -  … world. It was a simple yet erroneous concept: a housing crisis in Alabama
would not occur at the same time as one in Arizona. When hedge funds, however, began
to bet against these assets, confidence collapsed. Few understood …

  All 2 versions 

Examination of the Fees and Performance Structure of Equity Market Neutral Hedge Funds

M Guirguis - Available at SSRN 3351877, 2019 - papers.ssrn.com

72 days ago - This article aims at testing empirically the major building blocks that affect the 
performance of equity market neutral hedge funds: incentive fees, management fees, size, 
age, hurdle rate, high watermark provision and lockup period. A market neutral strategy …

 

Examination of the Fees and Performance Structure of Long/Short Equity Hedge Funds

M Guirguis - Short Equity Hedge Funds (March 13, 2019), 2019 - papers.ssrn.com

72 days ago - This article aims at testing empirically the major building blocks that affect the 
performance of long/short equity hedge funds: incentive fees, management fees, size, age, 
hurdle rate, high watermark provision and lockup period. The hedge fund primarily goal is to …

 

Examination of the Fees and Performance Structure of Emerging Markets Hedge Funds

M Guirguis - Available at SSRN 3351863, 2019 - papers.ssrn.com

72 days ago - This article aims at testing empirically the major building blocks that affect the 
performance of emerging markets hedge funds: incentive fees, management fees, size, age, 
hurdle rate, high watermark provision and lockup period. Emerging markets hedge funds  …

  All 2 versions

Examination of the Fees and Performance Structure of Managed Futures/CTAs Hedge Funds

M Guirguis - CTAs Hedge Funds (March 13, 2019), 2019 - papers.ssrn.com

72 days ago - This article aims at testing empirically the major building blocks that affect the 
performance of managed futures hedge funds: incentive fees, management fees, size, age, 
hurdle rate, high watermark provision and lockup period. CTA, commodity trading advisers …

Examination of the Fees and Performance Structure of Convertible Arbitrage Hedge Funds

M Guirguis - Available at SSRN 3351876, 2019 - papers.ssrn.com

72 days ago - This article aims at testing empirically the major building blocks that affect the 
performance of convertible arbitrage hedge funds: incentive fees, management fees, size, 
age, hurdle rate, high watermark provision and lockup period. The overall objective and aim …

  All 2 versions

What Constrains Liquidity Provision? Evidence From Hedge Fund Trades

E Cotelioglu, F FranzoniA Plazzi - 2019 - ideas.repec.org

72 days ago - The paper investigates the determinants of limits of arbitrage for liquidity providers.
Using data on institutional transactions, we find that hedge funds' liquidity provision is more
exposed to financial conditions than that of other institutions, notably mutual funds …

  All 3 versions 

Hedge Funds Versus Hedged Mutual Funds: An Examination of Long/Short Funds; A Performance Update

D McCarthy, B Wong - 2019 - papers.ssrn.com

73 days ago - This paper presents a performance update of those equity long/short mutual 
funds that were first described and analyzed in “Hedge Funds Versus Hedged Mutual 
Funds: An Examination of Long/Short Funds”(The Journal of Alternative Investments, Winter …

 

[PDF] researchgate.net

[PDF] The Political Economy of Capital Controls: The Case of Iceland

FM BaldurssonR Portes, EE Thorlaksson - 2019 - researchgate.net

75 days ago -  … In January 2016 a consortium of US based hedge funds transferred assets worth
$2.8 bn - more than a fifth of Iceland's GDP at the time - to the Icelandic state … 1 Introduction In
January 2016 a consortium of US based hedge funds voluntarily handed Íslands …

  

The Money Market, the Collateral Market, and the Crisis of 2007–2008

G Pizzutto - The US Financial System and its Crises, 2019 - Springer

76 days ago -  … The weakening of their balance sheets had two consequences: first, growing difficulty
in obtaining financing on the customary markets (repo and triparty repo); and, second, the
withdrawal of collateral and the closure of debts with their traditional clients, hedge funds …

 

News loses: Thousands of US communities have lost their daily papers. What is the cost to their area?

J Fox - Index on Censorship, 2019 - journals.sagepub.com

77 days ago -  … He founded it 10 years ago to combat the loss of local news and the closure
of small papers by hedge funds operating on behalf of big newspaper groups. “Not having
a local newspaper undermines democracy,” Shapiro told Index …

  Cited by 1

The impact of politics and economic policy uncertainty on anomaly-based investment strategies

C MbangaJS Jones, SA Hoelscher - Managerial Finance, 2019 - emeraldinsight.com

77 days ago -  … of traditional risk factors. The examination of a long-short portfolio may be
of particular value to certain types of investment companies, such as hedge funds, that
regularly employ such strategies. Importantly, we document the …

 

[PDF] nyu.edu

[PDF] Short and Report$

I Appel, J Bulka, V Fos - law.nyu.edu

78 days ago -  … This paper previously circulated under the title “Public Short Selling by
Activist Hedge Funds.” Page 2. Short and Report Abstract We study the emergence
of voluntary disclosures of short positions by activist hedge funds …

  All 2 versions 

[PDF] uff.br

Uma análise sobre a indústria de fundos multimercados no Brasil

PL Silva - app.uff.br

78 days ago -  … multimercados. A amostra de dados utilizada será a de dez fundos que compõe
o IHFA (Índice de Hedge Funds da ANBIMA) … funds. The sample data used will be the ten
funds that make up the IHFA (Hedge Funds Index of ANBIMA) …

  

European hedge funds: share restrictions, incentives and performance

S BEN - 2018 - HeinOnline

80 days ago - We propose new approaches to examine the relation between alternative 
share restrictions and both funds' performance, and other features of European hedge funds. 
Using a sample of 1616 European hedge funds, our results suggest that all types of share …

BOOK] Book Reports: A Music Critic on His First Love, which was Reading

R Christgau - 2019 - books.google.com

82 days ago -  … Kipnis's Bound and Gagged Growing Up Kept Down: William Finnegan's Cold New
World Jesus Plus the Capitalist Order: Jeff Sharlet's The Family Dark Night of the Quants: Ten
Books About the Financial Crisis They Bet Your Life: Four Books About Hedge Funds Living …

  

Smart Beta and Alpha analysis

AF Uribe Prieto - 2018 - repository.eafit.edu.co

82 days ago -  … del proceso utilizado. Resumen. Hedge Funds are constantly searching
for new investments across the broad spectrum of theories and different financial
instruments, to provide returns for their investors. As markets continue …

  

[PDF] srce.hr

DISTRESSED COMPANIES RESTRUCTURING AND CAPITAL MARKET–TYPES OF CONFLICT OF INTERESTS AND THEIR MANAGEMENT

M Derenčinović Ruk - Zbornik Pravnog fakulteta Sveučilišta u Rijeci, 2018 - hrcak.srce.hr

82 days ago -  … 20 O sličnostima i razlikama hedge fondova i private equity fondova vidi više u:
Orezyk, S., The Benefits of Investing in Alternatives: The Understanding Hedge Funds, Private
Equity, and Managed Futures, 2008.; Achleitner, A., Kaserer, C., Private Equity Funds and Hedge …

  Related articles 

Bank Regulatory Reforms and Institutional Equity Holdings

M Bowe, O Kolokolova, M Michalski - Available at SSRN 3347073, 2019 - papers.ssrn.com

84 days ago -  … Our results suggest that banks' restricted ability to engage in market-making can
be off- set by the activities of hedge funds, although the consequences of this substitution for
long-term market stability remain unclear … acteristics, Hedge Funds …

  Related articles

[PDF] iwu.edu

Hedge Funds in the Periphery: An Analysis of Structures Influencing Fund Behavior in the Icelandic and Cypriot Financial Crises

JK Mah - Undergraduate Economic Review, 2019 - digitalcommons.iwu.edu

85 days ago - Hedge funds are often viewed from a positive or negative lens in the public 
and academic forum. However, both of these perspectives neglect structuralist factors. This 
paper analyzes the effect of these antecedent economic, political, and legal structures. I …

  Related articles 

[CITATION] Regulatory challenges: competing institutions and legal orders

B Hess - The Private-Public Law Divide in International Dispute …, 2018 - Brill Nijhoff

  Related articles

Essays on comovement

Y Liao - 2019 - repository.essex.ac.uk

86 days ago -  … This chapter develops a stylised model in which leverage constrained
investors like pension funds are index trackers but unconstrained investors like hedge
funds employ a betting-against-beta (BAB) strategy to capture this …

  All 2 versions 

CREDIT DERIVATIVES AS AN INNOVATIVE CREDIT RISK MANAGEMENT TOOL

AM Alhassan, MG Ivanenko - НАУКА И ОБРАЗОВАНИЕ …, 2018 - elibrary.ru

87 days ago -  … of credit events. Since the introduction of index trading and the widespread
adoption of hedge funds, the main problems have been the post-credit settlement and
the elimination of operational backlogs caused by the rise in …

 

Don't listen to them

W Kelly - MoneyMarketing, 2019 - journals.co.za

87 days ago -  … be acting. We believe that the prevailing aversion to South African Hedge
Funds is a typical manifestation of Social Proof; there is no shortage of respected names
in the industry ascending the rooftops to raze them. The question …

 

Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets

Y Lu, D Mitra, DK Musto, S Ray - Marketing Science, Forthcoming, 2019 - papers.ssrn.com

87 days ago -  … Specifically, in the asset management industry, we examine if hedge funds, faced
with a comprehensive marketing ban, benefited from the advertising by their umbrella brand
mutual fund affiliates and, if so, whether the hedge funds exploited this effect …

  Cited by 1 Related articles