Filled with a comprehensive collection of information from experts in the commodity investment
industry, this detailed guide shows readers how to successfully incorporate commodities …

This paper examines the conditional volatility characteristics of daily management style
returns and compares the out-of-sample forecasts of different Value at Risk (VaR) approaches, …

Applying standard value-at-risk (VaR) models to assets with non-normally distributed returns
can lead to an underestimation of the true risk. Commodity futures returns are driven by …

Weltweit stehen institutionelle Investoren am Beginn einer neuen Ära. Seit dem Jahre 1952–als
Harry Markowitz die Moderne Portfolio-Theorie in seinem bahnbrechenden Artikel „…

Funds of hedge funds (FHF) are perceived to be the premier choice for institutional investors
looking to enter the alternative investment asset class. This article empirically investigates …

This article is the first to use quantile regression to analyze the impact of experience and size
of funds of hedge funds (FHFs) on performance. In comparison to OLS regression, quantile …

One option for entrepreneurs to finance and grow their companies is venture capital. After the
boom and bust of the new economy, the venture capital industry has regained importance …

This paper analyzes long-term comovements between hedge fund strategies and traditional
asset classes using multivariate cointegration methodology. Since cointegrated assets are …

In recent years, the venture capital and private equity industries have witnessed significant
growth in assets under management. Investors prefer investing in funds instead of single …

Es ist für mich jedes Mal eine Ehre, wenn ich gebeten werde, das Vorwort zu einem innovativen
Buch über alternative Investmentstrategien zu schreiben. Doch als ich die Bitte um ein …