Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung
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Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung
Viebig, Jan | Poddig, Thorsten | Tancar, Roman
Credit and Capital Markets – Kredit und Kapital, Vol. 44 (2011), Iss. 2 : pp. 279–310
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Dr. Jan Viebig, Credit Suisse AG, Head Emerging Markets Equities, Sihlcity – Kalanderplatz 1, CH-8070 Zürich.
Prof. Dr. Thorsten Poddig, Universität Bremen, Lehrstuhl für ABWL, insb. Finanzwirtschaft, Hochschulring 4, D-28359 Bremen.
Roman Tancar, Universität Bremen, Lehrstuhl für ABWL, insb. Finanzwirtschaft, Hochschulring 4, D-28359 Bremen.
Cited By
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What do we know about the risk and return characteristics of hedge funds?
Viebig, Jan H
Journal of Derivatives & Hedge Funds, Vol. 18 (2012), Iss. 2 P.167
https://doi.org/10.1057/jdhf.2012.4 [Citations: 0]
Abstract
Risks of Hedge Funds: Approaches to Research and Conclusions of Current Capital Market Research
This article provides a recent overview over research approaches aimed at quantifying hedge fund risks. Besides the current state of the research on strategy-specific risks of hedge funds, this article discusses the conclusions of a literature review in the fields of the statistical characteristics, the non-linear risks and the phase dependence of hedge funds. More recent research work indicates that hedge funds often deviate from their announced investment style, that there may be a wide-spread fraud phenomenon in the hedge fund industry and that hedge funds are exposed to special credit, liquidity and insolvency risks in periods of financial crisis.