標(biāo)題: Titlebook: Hedge Fund Replication; Greg N. Gregoriou (Professor of Finance),Maher Koo Book 2012 Palgrave Macmillan, a division of Macmillan Publisher [打印本頁] 作者: Halloween 時(shí)間: 2025-3-21 16:42
書目名稱Hedge Fund Replication影響因子(影響力)
書目名稱Hedge Fund Replication影響因子(影響力)學(xué)科排名
書目名稱Hedge Fund Replication網(wǎng)絡(luò)公開度
書目名稱Hedge Fund Replication網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Hedge Fund Replication被引頻次
書目名稱Hedge Fund Replication被引頻次學(xué)科排名
書目名稱Hedge Fund Replication年度引用
書目名稱Hedge Fund Replication年度引用學(xué)科排名
書目名稱Hedge Fund Replication讀者反饋
書目名稱Hedge Fund Replication讀者反饋學(xué)科排名
作者: WAX 時(shí)間: 2025-3-21 23:05 作者: 隱語 時(shí)間: 2025-3-22 02:06 作者: 結(jié)合 時(shí)間: 2025-3-22 06:39
Clemens H. Glaffigthe theory of generators is developed. Here, the buildings play the role which, in group theory, is played by the Coxeter groups. - The text is intended for students as well as for researchers in algebra, in particular in algebraic combinatorics.作者: abject 時(shí)間: 2025-3-22 10:01
Laurent Germain,Nicolas Nalpas,Anne Vanhemsplay when the theory of generators is developed. Here, the buildings play the role which, in group theory, is played by the Coxeter groups. - The text is intended for students as well as for researchers in algebra, in particular in algebraic combinatorics.978-3-540-61400-5978-3-540-68523-4Series ISSN 0075-8434 Series E-ISSN 1617-9692 作者: Antarctic 時(shí)間: 2025-3-22 15:06 作者: 保全 時(shí)間: 2025-3-22 20:17
R. McFall-Lamm Jr.the theory of generators is developed. Here, the buildings play the role which, in group theory, is played by the Coxeter groups. - The text is intended for students as well as for researchers in algebra, in particular in algebraic combinatorics.作者: 不愿 時(shí)間: 2025-3-22 23:55
Giovanni Barone-Adesi,Simone Siragusathe theory of generators is developed. Here, the buildings play the role which, in group theory, is played by the Coxeter groups. - The text is intended for students as well as for researchers in algebra, in particular in algebraic combinatorics.作者: PANT 時(shí)間: 2025-3-23 04:41 作者: bile648 時(shí)間: 2025-3-23 09:27 作者: Intercept 時(shí)間: 2025-3-23 10:03 作者: Leaven 時(shí)間: 2025-3-23 15:11 作者: 抵消 時(shí)間: 2025-3-23 18:25 作者: Collision 時(shí)間: 2025-3-23 22:29 作者: 讓你明白 時(shí)間: 2025-3-24 05:29
Nonparametric Hedge Funds and Replication Indices Performance Analysis: A Robust Directional Applic and Zhu, 2005), since they do not require the specification of a benchmark (such as in standard multifactor models) and they do not assume any statistical properties of fund returns (e.g., normality assumption). In addition, they also have the considerable advantage of being multi-dimensional.作者: Concrete 時(shí)間: 2025-3-24 10:01
Linear Model for Passive Hedge Fund Replication,anks such as Goldman Sachs and Merrill Lynch. Their success is due to two main reasons (1) the low interest rate experienced in developed countries in the last decade and (2) the growing difficulty for hedge funds to produce higher returns when risk premia are driven down by huge flows of private and institutional capital.作者: 施加 時(shí)間: 2025-3-24 13:50 作者: Frequency-Range 時(shí)間: 2025-3-24 15:43
Maher Kooli,Sameer Sharmaal targets other than balance. The implications of the aggregate theory for policy are profound. The innovations require a flexibility in policy-making on the part of national monetary authorities that was not present in the Bretton Woods system.作者: Dorsal-Kyphosis 時(shí)間: 2025-3-24 19:46 作者: Fretful 時(shí)間: 2025-3-25 01:32
Takeover Probabilities and the Opportunities for Hedge Funds and Hedge Fund Replication to Produce hat the hedge fund managers must be seen to get the pricing strategy right. This chapter confirms a methodology that has been available to hedge fund managers to fine tune strategy in relation to takeover targets in a hedge fund portfolio, using evidence from Australia.作者: 帶來 時(shí)間: 2025-3-25 05:09
Hedge Fund Return Replication via Learning Models,rong after the 2008 experience—when the industry posted losses of 20 percent—the fact is that inflows continue at a robust pace driven by ongoing commitments from institutions. Hedge fund investing is now the status quo.作者: 不可思議 時(shí)間: 2025-3-25 10:58 作者: transient-pain 時(shí)間: 2025-3-25 11:54 作者: 嗎啡 時(shí)間: 2025-3-25 16:35
Factor-Based Hedge Fund Replication with Risk Constraints,ere was a reduction both in the number of hedge funds and in their average level of leverage during the credit crisis of 2007–8, today total hedge fund investment amounts to $2.4 trillion (Stowell, 2010). In parallel with this rapid growth in the hedge fund industry, there has been increased demand 作者: Fibrin 時(shí)間: 2025-3-25 20:41 作者: barium-study 時(shí)間: 2025-3-26 03:59
Benchmarking of Replicated Hedge Funds,07, the hedge fund industry had grown to more than $2.8 trillion in assets. As it grew, so did the complexity of hedge fund management. Ongoing innovations, entry into new markets, and creative trading strategies have made it more and more difficult for investors to understand the market behavior of作者: 勤勉 時(shí)間: 2025-3-26 06:26
,Insight—Distributional Hedge Fund Replication via State Contingent Stochastic Dominance,h an active market for replication—and alternative beta products. Its theoretical concepts were translated into market applications early on, generating wide interest among investors, even though the resulting products did not always perform to expectations. In Section 6.2 we comment on the evolutio作者: LUCY 時(shí)間: 2025-3-26 08:54
Nonparametric Hedge Funds and Replication Indices Performance Analysis: A Robust Directional Applicrformance of hedge funds (HF) and HF replication indices. Recently, production frontier methods have been used in this field (e.g., Gregoriou, Sedzro, and Zhu, 2005), since they do not require the specification of a benchmark (such as in standard multifactor models) and they do not assume any statis作者: IRS 時(shí)間: 2025-3-26 14:20
Hedge Fund Cloning through State Space Models,sion analysis, by which an investment fund’s return can be expressed as a function of (Fung and Hsieh, 1997): (1) where it trades (asset class-driven returns), (2) how it trades (strategy-driven returns), and (3) how much it trades (leverage-driven returns).作者: NOT 時(shí)間: 2025-3-26 17:08
Hedge Fund Return Replication via Learning Models,n “asset class.” After all, if the same return stream produced by hedge funds is available with greater liquidity, more transparency, and the avoidance of excessive fees, then a synthetic substitute offers tremendous appeal. While an impartial observer might question why hedge fund demand remains st作者: 負(fù)擔(dān) 時(shí)間: 2025-3-26 23:03
Linear Model for Passive Hedge Fund Replication,n products have become part of investment banking. Funds or structured products whose aim is to replicate the returns of hedge funds. are offered by banks such as Goldman Sachs and Merrill Lynch. Their success is due to two main reasons (1) the low interest rate experienced in developed countries in作者: mercenary 時(shí)間: 2025-3-27 05:12 作者: DENT 時(shí)間: 2025-3-27 06:45 作者: Indolent 時(shí)間: 2025-3-27 09:34
cessary because no other framework can allow for the impact of sequences of different types of disturbances to be imposed at irregular intervals. In addition the short-run framework releases nations from the theoretical need to seek payments balance as their international goal and can include nation作者: adj憂郁的 時(shí)間: 2025-3-27 14:49 作者: fidelity 時(shí)間: 2025-3-27 19:05
Jér?me Te?letcheciently pragmatic frame of reference for international payments policy formulation. As a result the international payments mechanism has not been functioning smoothly and efficiently during recent years. Social costs — such as unemployment and the adverse side effects of stop-go macropolicies — that作者: MOAN 時(shí)間: 2025-3-28 01:49
Richard D. F. Harris,Murat Mazibasces. The concept of a payments goal that is either positive or negative can derive from the desire of a nation to finance a deficit considered temporary or to avoid adjustment in the face of a surplus that will not last. Another reason for having a non-zero payments target is that national authoriti作者: Adrenal-Glands 時(shí)間: 2025-3-28 03:13 作者: ABASH 時(shí)間: 2025-3-28 07:26
Martin D. Wiethuechter,Lajos Némethof finite groups. The main chapters are decomposition theory, representation theory, and the theory of generators. Tits buildings come into play when the theory of generators is developed. Here, the buildings play the role which, in group theory, is played by the Coxeter groups. - The text is intend作者: 里程碑 時(shí)間: 2025-3-28 14:02 作者: Accolade 時(shí)間: 2025-3-28 16:59 作者: agenda 時(shí)間: 2025-3-28 20:40 作者: gain631 時(shí)間: 2025-3-29 01:25
R. McFall-Lamm Jr.of finite groups. The main chapters are decomposition theory, representation theory, and the theory of generators. Tits buildings come into play when the theory of generators is developed. Here, the buildings play the role which, in group theory, is played by the Coxeter groups. - The text is intend作者: 勛章 時(shí)間: 2025-3-29 05:39
Giovanni Barone-Adesi,Simone Siragusaof finite groups. The main chapters are decomposition theory, representation theory, and the theory of generators. Tits buildings come into play when the theory of generators is developed. Here, the buildings play the role which, in group theory, is played by the Coxeter groups. - The text is intend作者: conscience 時(shí)間: 2025-3-29 08:22
Iliya Markov,Nils S. Tuchschmidhe theory of finite groups. The main chapters are decomposition theory, representation theory, and the theory of generators. Tits buildings come into play when the theory of generators is developed. Here, the buildings play the role which, in group theory, is played by the Coxeter groups. - The text作者: Tractable 時(shí)間: 2025-3-29 14:12
Marco Rossi,Sergio L. Rodríguezs to which a “point at infinity” has been added to each bunch of parallel lines. We study homogeneous coordinates, prove the duality principle and various famous theorems, among which those of Desargues, Pascal, Pappus, and so on. The theory of projective quadrics contains the essential notions of p作者: 小卷發(fā) 時(shí)間: 2025-3-29 18:28 作者: GROWL 時(shí)間: 2025-3-29 21:35 作者: Mere僅僅 時(shí)間: 2025-3-30 03:41
Greg N. Gregoriou (Professor of Finance),Maher Koo
