A Fund of Hedge Funds Under Regime Switching

被引：4
|
作者：
Saunders, David [1 ]
Seco, Luis [2 ]
Vogt, Christofer [3 ]
Zagst, Rudi [4 ]
机构：
[1] Univ Waterloo, Stat & Actuarial Sci, Waterloo, ON, Canada
[2] Univ Toronto, Math, Toronto, ON, Canada
[3] XAIA Investment, Munich, Germany
[4] Tech Univ Munich, Math Finance, Garching, Germany
来源：
JOURNAL OF ALTERNATIVE INVESTMENTS | 2013年 / 15卷 / 04期
关键词：
D O I：
10.3905/jai.2013.15.4.008
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：8 / 23
页数：16
相关论文
共 50 条
  • [11] Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds
    Agarwal, Vikas
    Lu, Yan
    Ray, Sugata
    MANAGEMENT SCIENCE, 2016, 62 (03) : 722 - 740
  • [12] Hedge funds, fund attributes and risk adjusted returns
    Soydemir G.
    Smolarski J.
    Shin S.
    Journal of Economics and Finance, 2014, 38 (1) : 133 - 149
  • [13] The inclusion of hedge funds in Swiss pension fund portfolios
    Laurent Favre
    José-Antonio Galéano
    Financial Markets and Portfolio Management, 2001, 15 (4): : 450 - 472
  • [14] An empirical analysis of hedge fund performance: The case of Australian hedge funds industry
    Do, Viet
    Faff, Robert
    Wickramanayake, J.
    JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, 2005, 15 (4-5) : 377 - 393
  • [15] Relative Value Hedge Funds: A Behavioral Modeling of Hedge Fund Risk and Return Factors
    Swartz, L. Mick
    Emami-Langroodi, Farrokh
    JOURNAL OF BEHAVIORAL FINANCE, 2018, 19 (04) : 462 - 482
  • [16] Hedge fund sales fees and the flow of funds around the world
    Cumming, Douglas
    Monteiro, Pedro
    ECONOMIC MODELLING, 2022, 112
  • [17] Trapped in diversification - another look at the risk of fund of hedge funds
    Cui, Wei
    Yao, Juan
    Satchell, Stephen
    EUROPEAN JOURNAL OF FINANCE, 2019, 25 (12): : 1055 - 1076
  • [18] Regime-Dependent Nonlinear Analysis of Hedge Funds
    Viebig, Jan
    Poddig, Thorsten
    Ballis-Papanastasiou, Panagiotis
    JOURNAL OF ALTERNATIVE INVESTMENTS, 2011, 13 (04): : 53 - 72
  • [19] The fund of hedge funds reporting puzzle Reconciling investors' expectations and fund managers' constraints
    Amenc, NoeL
    Malaise, Philippe
    Vaissie, Mathieu
    JOURNAL OF RISK FINANCE, 2006, 7 (01) : 24 - 37
  • [20] The (Under) Performance of Hedge Fund ETFs
    Favreau, Charles
    Kane, Hayden
    Shelton, Austin
    JOURNAL OF ALTERNATIVE INVESTMENTS, 2020, 22
12345