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Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung

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Viebig, J., Poddig, T., Tancar, R. Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung. Credit and Capital Markets – Kredit und Kapital, 44(2), 279-310. https://doi.org/10.3790/kuk.44.2.279
Viebig, Jan; Poddig, Thorsten and Tancar, Roman "Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung" Credit and Capital Markets – Kredit und Kapital 44.2, 2011, 279-310. https://doi.org/10.3790/kuk.44.2.279
Viebig, Jan/Poddig, Thorsten/Tancar, Roman (2011): Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung, in: Credit and Capital Markets – Kredit und Kapital, vol. 44, iss. 2, 279-310, [online] https://doi.org/10.3790/kuk.44.2.279

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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

1 Citations (CrossRef)

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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

  1. 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.