Hedge Funds, Regulation and Governance
The End of Self-Regulation? Hedge Funds and Derivatives in Global Financial Governance
... of hedge funds regulation starting in the fall of ...The hedge fund industry had weathered the first year of the financial storm far better than other financial sectors and largely escaped ...
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Who governs finance? The shifting public-private divide in the regulation of derivatives, rating agencies and hedge funds
... Also the approach pursued in the US and Europe to address the conflicts of interest deriving from the fact that rating agencies are paid by the issuers of the security they are rating presents a strong continuity with ...
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Do corporate governance motives drive hedge funds and private equity activities?
... of regulation, they are al- lowed to make heavy use of debt ...corporate governance might be a profitable strategy for HF and PE but not for traditional ...
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Hedge funds: what are the main issues?
... effective regulation in this fi ...which hedge funds necessarily ...those hedge funds indirectly collecting retail investors’ money, either through professional codes of conducts, market ...
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A test of market timing skills in hedge funds
... by hedge funds before committing their ...in hedge funds, it is advisable to diversify their portfolio to include government bonds and ...because hedge funds ...
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Dynamic Risk Exposure in Hedge Funds
... of hedge fund indexes facing a high volatility regime for the idiosyncratic risk factor, ...the hedge fund indexes not related to the volatility of the S&P 500 index and other risk ...the hedge ...
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Are Hedge Funds Domiciled in Delaware Different?
... the hedge fund controlling for the compensation contract and the presence of personal capital request, among ...other funds during the same ...affect hedge fund managers’ incentives for ...
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Time varying liquidity and profitability of hedge funds
... on hedge funds in consecutive months ...in hedge fund returns, and show that market inefficiencies, time-varying expected returns, time-varying leverage, and incentive fees with high water marks can ...
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An Excursion into the Statistical Properties of Hedge Funds
... average hedge fund cannot be accurately described by standard deviation ...macro funds exhibiting negative ...average hedge fund does not provide investors with a free ...market funds exhibit ...
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Dynamic Risk Exposure in Hedge Funds
... to hedge funds that draw upon multiple themes, including risk arbi- trage, distressed securities, and occasionally others such as investments in micro and small capitalization public companies that are ...
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Hedge funds: a central bank perspective.
... addition, hedge funds are involved in deep-reaching changes in the fi nancial system’s intermediation ...towards hedge funds and other ...context hedge funds are acting to a ...
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Hedge Funds & the Cloud: The Pros, Cons and Considerations
... the hedge fund industry, many startup funds, in particular, are leveraging this technology platform for a variety of ...established funds are transitioning to the cloud to capitalize on its ...
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Performance analysis of South African hedge funds
... by hedge fund has a significant effect on skewness and ...equity hedge fund ...evaluate hedge fund performance through portfolio strategies that incorporate predictability based on macroeconomic ...
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Can Hedge Funds Time Market Liquidity?
... of funds at different levels of estimated liquidity-timing ...individual funds into 10 portfolios based on their liquidity-timing coefficients estimated from the previous 36 ...of hedge fund ...
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The Performance of Hedge Funds: Risk, Return, and Incentives
... These hedge fund conclusions warrant several ...evaluate hedge funds, and many findings in finance have been sensitive to the time period ...by hedge funds make it difficult to classify ...
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Reviewing the hedge funds literature II:hedge funds' returns and risk management characteristics
... mutual funds’ (MFs) styles, where the style analysis is considered as a special case of the linear multi-factor ...decompose funds’ return into three components related to where the fund trades (asset ...
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Phase-Locking and Switching Volatility in Hedge Funds
... to hedge market ...to hedge this ...markets funds invest in fixed income, it makes sense that the relationship between the Lehman Government Credit index returns and the strategy returns is positive ...
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Liquidity timing skills for hedge funds
... that hedge funds can use various financial vehicles and investment strategies among different markets, like the foreign exchange ...currency hedge funds. They find that many currency ...
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Detecting Switching Strategies in Equity Hedge Funds
... The hedge fund returns data were extracted from the Hedge Funds Research (HFR) dead and alive funds databases, for the period January 1990 to December ...equity funds reporting net of ...
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