The inclusion of hedge funds in Swiss pension fund portfolios

被引：0
|
作者：
Laurent Favre
José-Antonio Galéano
机构：
[1] UBS Private Banking,
[2] Investment Center Research,undefined
[3] Banque Cantonale Vaudoise,undefined
来源：
Financial Markets and Portfolio Management | 2001年 / 15卷 / 4期
关键词：
Pension Fund; Hedge Fund; Fund Portfolio; Pension Fund Portfolio; Swiss Pension Fund;
D O I：
10.1007/s11408-001-0403-9
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：450 / 472
页数：22
相关论文
共 50 条
  • [21] Hedge funds, fund attributes and risk adjusted returns
    Soydemir G.
    Smolarski J.
    Shin S.
    Journal of Economics and Finance, 2014, 38 (1) : 133 - 149
  • [22] 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
  • [23] The total benefit of alternative assets to pension fund portfolios
    Jackwerth, Jens Carsten
    Slavutskaya, Anna
    JOURNAL OF FINANCIAL MARKETS, 2016, 31 : 25 - 42
  • [24] Recent evolution of the Swiss pension funds legislation
    Schnyder, E
    OECD PRIVATE PENSIONS CONFERENCE 2000, 2001, (03): : 259 - 262
  • [25] Downside Leverage and Event Risk in Fund of Funds Portfolios
    Christie, Steven
    JOURNAL OF ALTERNATIVE INVESTMENTS, 2007, 10 (02): : 68 - 75
  • [26] Should pension funds hedge currency risk? The case of Poland
    Kurach, Radoslaw
    Papla, Daniel
    BALTIC JOURNAL OF ECONOMICS, 2016, 16 (02) : 81 - 94
  • [27] 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
  • [28] Hedge fund sales fees and the flow of funds around the world
    Cumming, Douglas
    Monteiro, Pedro
    ECONOMIC MODELLING, 2022, 112
  • [29] 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
  • [30] Financial Crisis: A New Measure for Risk of Pension Fund Portfolios
    Cadoni, Marinella
    Melis, Roberta
    Trudda, Alessandro
    PLOS ONE, 2015, 10 (06):
12345