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Hedge Funds and their (Non)regulation
Alternative investment funds managers Global financial crisis Hedge funds Institutional investors Regulation and supervision
2016/1/27
The objective of this contribution is not only to explain the position of institutional investors on global capital markets, but also evaluate their impact on the operation of financial systems. The c...
Do Hedge Funds Profit from Mutual-Fund Distress?
Investment Funds Profit Strategy Forecasting and Prediction Investment Return Opportunities
2015/5/12
This paper explores the question of whether hedge funds engage in frontrunning strategies that exploit the predictable trades of others. One potential opportunity for front-running arises when distres...
Thee Essays in Chapter 11 Bankruptcy: Post Bankruptcy Performance, Bankrupt Stock Performance, and Relationship with Hedge Funds and Other Vulture Investors
Chapter 11 Bankruptcy Post Bankruptcy Performance Bankrupt Stock Performance Relationship Hedge Funds Other Vulture Investors
2014/10/28
Firms that emerged from Chapter 11 as public companies have tons of characteristics. The first essay analyzes their post bankruptcy performance, duration effect, and the quality of their projection in...
A Method for Comparing Hedge Funds
time-series classification signal analysis portfolio diversification search engines hedge funds
2013/4/28
The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The pa...
This report was originally written as an industry white paper on Hedge Funds. This paper gives an overview to Hedge Funds, with a focus on risk management issues. We define and explain the general cha...
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
Hedge funds performance asset pricing models unobserved components models
2010/9/7
We introduce a multivariate components model for returns and net relative inflows into hedge funds, accounting for time-varying market premia. We estimate alpha as an unobserved variable of the econom...
APEC Holds First Investment Schemes and Hedge Funds Seminar in Beijing
investment systems financial markets
2007/3/30
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
Hedge funds performance asset pricing models unobserved components models
2014/6/25
The growth in the size of the hedge funds industry has led some investors to worry about a decline in alphas, associated with reduced arbitrage opportunities in international financial markets. ...