المؤلفون: Guderian, Carsten C., Posth, Jan-Alexander, Grob, Linus

المصدر: ISSN:1062-9769 ; ISSN:1878-4259 ; The Quarterly Review of Economics and Finance.

مصطلحات موضوعية: Alternative beta/data, COVID-19, Investment decision, Patent analytics, Portfolio construction, info:eu-repo/classification/ddc/332.6

وصف الملف: application/pdf

Relation: https://doi.org/10.1016/j.qref.2023.08.002; https://doi.org/10.21256/zhaw-29696; https://hdl.handle.net/11475/29696; https://digitalcollection.zhaw.ch/handle/11475/29696

الاتاحة: https://hdl.handle.net/11475/29696
https://doi.org/10.1016/j.qref.2023.08.002
https://doi.org/10.21256/zhaw-29696
https://digitalcollection.zhaw.ch/handle/11475/29696

المؤلفون: Wang, Jiexin, Han, Xue, Huang, Emily J., Yost-Bremm, Christopher

المصدر: Review of Behavioral Finance, 2019, Vol. 12, Issue 4, pp. 317-334.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/RBF-03-2019-0038

المؤلفون: Liam A. Gallagher, Mark C. Hutchinson

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Arbitrage, History, Convertible bonds, Polymers and Plastics, Financial economics, Factor models, Market neutral, Industrial and Manufacturing Engineering, Convertible arbitrage, Fixed income arbitrage, Hedge funds, Trading, Accounting, Economics, Econometrics, Business, Management and Accounting (miscellaneous), Risk arbitrage, Alternative beta, Business and International Management, Convertible bond, Finance, health care economics and organizations, Index arbitrage

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e70918e6e4bec59d54fc0340fc55ecb
https://doi.org/10.2139/ssrn.4357969

المؤلفون: Antonio Fasano, Claudio Boido

مصطلحات موضوعية: Economics and Econometrics, Asset allocation, business.industry, Risk premium, Strategy and Management, Factor investing, Asset allocation, Portfolio optimisation, Utility functions, Behavioural risk aversion, Behavioural risk aversion, Factor investing, Portfolio optimisation, Econometrics, Economics, Portfolio, Asset management, Smart beta, Alternative beta, Portfolio optimization, Business and International Management, business, Alternative asset, Finance, Utility functions

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fd4a7690f0368353c41283412899ec6c
https://hdl.handle.net/11365/1226634

المؤلفون: Boido, Claudio, author

المصدر: Commodities : Markets, Performance, and Strategies, 2018.

الاتاحة: https://doi.org/10.1093/oso/9780190656010.003.0021

المؤلفون: Preece, Dianna C., author

المصدر: Hedge Funds : Structure, Strategies, and Performance, 2017.

الاتاحة: https://doi.org/10.1093/oso/9780190607371.003.0029

المؤلفون: Mendonça, Luisa Passebon

المساهمون: Escolas::EESP, Dario, Alan de Genaro, Pinto, Afonso de Campos, Marques, Alessandro Martim

المصدر: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV

مصطلحات موضوعية: Alternative Beta, Tracking de hdge fund, Investimentos - Administração, Filtro de Kalman em finanças, Replicação de retornos, Kalman, Filtragem de, Fundos de investimento - Brasil, Kalman Filter in finance, Economia, Investimentos - Análise, Hedge fund tracking, Return replication, Fundos hedge

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______3056::2126cca08fbd254c171d6fed95d716e6

المؤلفون: Antti Suhonen, Matthias Lennkh

المصدر: Journal of Systematic Investing. 1:73-110

مصطلحات موضوعية: Investment banking, business.industry, Sharpe ratio, Risk premium, Bond, Econometrics, Economics, Alternative beta, business

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a99d1f473d224dbd13fe8f3be780fdeb
https://doi.org/10.52354/jsi.1.1.v

المؤلفون: Agarwal, Vikas, Green, Tracy Clifton, Ren, Honglin

مصطلحات موضوعية: ddc:330, G11, G20, Hedge Funds, Investor Flows, Alpha, Alternative Beta, Exotic Beta

Relation: Series: CFR Working Paper; No. 15-08; http://hdl.handle.net/10419/113655; gbv-ppn:881594458; http://hdl.handle.net/10419/155759; RePEc:zbw:cfrwps:1508

الاتاحة: http://hdl.handle.net/10419/155759

المؤلفون: Chris Yost-Bremm, Jiexin Wang, Xue Han, Emily J. Huang

المصدر: Review of Behavioral Finance. 12:317-334

مصطلحات موضوعية: Strategy and Management, Accounting, Economics, Regression discontinuity design, Econometrics, Portfolio, Trading strategy, Asset (economics), Project portfolio management, Alternative beta, Finance, Stock (geology), Factor analysis

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::506a0c3b6fd59852764bc53a7b175c47
https://doi.org/10.1108/rbf-03-2019-0038

المؤلفون: Eduard Baitinger, Thomas Maier

المصدر: The Journal of Alternative Investments. 22:57-74

مصطلحات موضوعية: Economics and Econometrics, Actuarial science, Financial networks, Manager of managers fund, business.industry, Bootstrapping, Static analysis, 01 natural sciences, Hedge fund, Returns-based style analysis, 010305 fluids & plasmas, Private equity, 0103 physical sciences, Economics, Graphical analysis, Relevance (information retrieval), Performance measurement, Alternative investment, Dimension (data warehouse), Alternative beta, 010306 general physics, business, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c582af106b4ed47e4a811f83029fb5eb
https://doi.org/10.3905/jai.2019.1.071

المؤلفون: Nathan Swem

المصدر: Journal of Banking & Finance. 140:106488

مصطلحات موضوعية: Finance, Fund of funds, Hedge accounting, History, Economics and Econometrics, 050208 finance, Polymers and Plastics, business.industry, 05 social sciences, Institutional investor, Global assets under management, Commodity pool, Prime brokerage, Industrial and Manufacturing Engineering, 0502 economics and business, Open-end fund, Business, 050207 economics, Alternative beta, Business and International Management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::096ff674b828a42b68c8f9b0a52846cc
https://doi.org/10.1016/j.jbankfin.2022.106488

المؤلفون: Blair Hull, Euan Sinclair

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Skewness, Strategy and Management, Diversification (finance), Econometrics, Economics, Risk reversal, Alternative beta, Project portfolio management, Volatility (finance), General Economics, Econometrics and Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46c5c29bb28d357cd8942556d71b1f9b
https://doi.org/10.2139/ssrn.3968542

المؤلفون: Asger Lunde, Russ Wermers, Niels S. Grønborg, Allan Timmermann

المصدر: Grønborg, N S, Lunde, A, Timmermann, A & Wermers, R 2021, ' Picking Funds with Confidence ', Journal of Financial Economics, vol. 139, no. 1, pp. 1-28 . https://doi.org/10.1016/j.jfineco.2020.07.003

مصطلحات موضوعية: Economics and Econometrics, Fund confidence set, Risk-adjusted performance, Strategy and Management, Institutional investor, Passive management, Accounting, 0502 economics and business, Equity mutual funds, health care economics and organizations, 040101 forestry, Fund of funds, Finance, 050208 finance, Actuarial science, business.industry, 05 social sciences, Closed-end fund, 04 agricultural and veterinary sciences, Global assets under management, Open-end fund, 0401 agriculture, forestry, and fisheries, Business, Stable value fund, Alternative beta

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9c3d721759dae8fcaa748c3f253165bd
https://pure.au.dk/portal/da/publications/picking-funds-with-confidence(e4c6c8ee-0504-4493-979c-eb9127389740).html

المؤلفون: Paul Karehnke, Frans de Roon

المساهمون: Department of Finance, Research Group: Finance

المصدر: Management Science, 66(12), 5969-5989. INFORMS Inst.for Operations Res.and the Management Sciences

مصطلحات موضوعية: mean-variance-skewness spanning, Strategy and Management, media_common.quotation_subject, Prudence, Passive management, Management Science and Operations Research, Commodity pool, Hedge fund, writing options, 0502 economics and business, Economics, Econometrics, 050207 economics, hedge funds, health care economics and organizations, media_common, Factor analysis, Fund of funds, mutual funds, 050208 finance, Actuarial science, business.industry, 05 social sciences, Global assets under management, Regression, performance evaluation, portfolio choice, Skewness, Open-end fund, prudence, Business, Alternative beta

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::03e2f21d1b6e3ca344a49778ca8593c3
https://research.tilburguniversity.edu/en/publications/29d82b0e-6506-4dc9-ae82-9df7d0953000

المؤلفون: Harry McVea

المصدر: Financial Crisis Management and Bank Resolution ISBN: 9781003122876

مصطلحات موضوعية: Financial economics, business.industry, Financial crisis, Financial system, Business, Global assets under management, Alternative beta, Hedge fund, Shadow (psychology)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::c57eaee68ce2a56920ebe5af0ef9b5dc
https://doi.org/10.4324/9781003122876-3

المؤلفون: J. Spencer Martin, Zhen Shi, George O. Aragon

المصدر: Journal of Financial Economics. 131:345-361

مصطلحات موضوعية: Fund of funds, Economics and Econometrics, business.industry, Strategy and Management, Equity (finance), Closed-end fund, Financial system, Monetary economics, Long/short equity, Hedge fund, Market liquidity, Fund administration, Option market, Capital (economics), Accounting, Sovereign wealth fund, Financial crisis, Open-end fund, Alternative beta, business, Stock (geology), Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::753a705c98fc0eff0cf38da5d40bc46f
https://doi.org/10.1016/j.jfineco.2017.09.008

المؤلفون: Melvyn Teo, Lin Sun

المصدر: Journal of Financial Economics. 131:44-60

مصطلحات موضوعية: 040101 forestry, Fund of funds, Finance, Economics and Econometrics, 050208 finance, Earnings, business.industry, Strategy and Management, 05 social sciences, Institutional investor, 04 agricultural and veterinary sciences, Global assets under management, Hedge fund, Accounting, 0502 economics and business, 0401 agriculture, forestry, and fisheries, Asset management, Alternative beta, business, Initial public offering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::eca783471d5a3504e6bb21451983c6c8
https://doi.org/10.1016/j.jfineco.2018.09.004

المؤلفون: Umut Celiker, Gokhan Sonaer, Mustafa Caglayan

المصدر: Journal of Banking & Finance. 92:51-66

مصطلحات موضوعية: Fund of funds, 040101 forestry, Hedge accounting, Economics and Econometrics, Public information, 050208 finance, business.industry, 05 social sciences, Institutional investor, Financial system, 04 agricultural and veterinary sciences, Monetary economics, Global assets under management, Stock return, Prime brokerage, Hedge fund, Growth stock, Open-end fund, 0502 economics and business, Value (economics), 0401 agriculture, forestry, and fisheries, Market anomaly, Alternative beta, business, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e3d3af3f0b2043ae16ef7802c35e6310
https://doi.org/10.1016/j.jbankfin.2018.04.021

المؤلفون: Nicole M. Boyson, Pegaret Pichler

المصدر: The Review of Financial Studies. 32:771-817

مصطلحات موضوعية: Fund of funds, Finance, Economics and Econometrics, Managerial entrenchment, 050208 finance, business.industry, Corporate governance, 05 social sciences, Resistance (psychoanalysis), Hedge fund, Lawsuit, Shareholder, Accounting, Settlement (finance), Open-end fund, 0502 economics and business, Agency (sociology), Business, Alternative beta, 050207 economics, Tender offer, Proxy (statistics), health care economics and organizations

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9db54c6d5d4776dc8cfb1f295d8d4b40
https://doi.org/10.1093/rfs/hhy058