• Out-of-Stock

How Risky are Low-Risk Hedge Funds? [extrait BMI 140]

Author :
€47.39
Quantity
Add to wishlist
Out-of-Stock

Version numérique PDF

This paper investigates the determinants of the average level of risk of hedge funds, which provide high liquidity to their investors and report their returns on a daily basis. We find that larger funds and funds charging higher incentive fees exhibit lower risk, whereas funds charging higher management fees, imposing longer notice periods, and stemming from large fund-families take more risk. There is considerable variation in the risk levels between funds reporting in Euro and USD, with Euro funds being consistently less risky, suggesting that these funds target different types of investors with other preferences.JEL classification: G11; G23.Keywords: Hedge Funds; Risk Taking; Incentives.

Auteurs :Kolokolova Olga
Extrait de la revue BMI 140

BMI140-1125837
New

16 other products in the same category:

Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock

Sommaire

Articles

  • How Risky are Low-Risk Hedge Funds?
  • Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
  • Multi-Asset Seasonality and Trend-Following Strategies
  • New Insight on the Performance of Equity Long/short Investment Styles

  • Editorial
Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock

Sommaire

Articles

  • Short-term Impacts of the 2004 Indian Ocean Tsunami on Stock Markets: A DCC-GARCH Analysis
  • Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model
  • Does the Catering Theory of Dividend Apply to the French Listed Firms?
Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock

Sommaire

Articles

  • Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market
  • Violating United Nations Global Compact Principles: An Event Study
  • Investigating a Fund Return Distribution when the Value of the Fund under Management is Irregularly Observed
  • Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps
Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock
  • Risk-Based and Factor Investing
  • Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
  • Analyst Earnings Forecasts, Individual Investors’ Expectations and Trading Volume
  • Changing Dynamic Relationships between Stock and Bond Markets in Crises
  • Do Regulatory and Supervisory Reforms Affect European Bank Stability
This website uses cookies to ensure you get the best experience on our website