Financial Networks and Portfolio Management.
GS Konstantinov, I Aldridge… - Journal of Portfolio …, 2023 - search.ebscohost.com
This article aims to provide information on how networks gauge and visualize complex
interactions and relationships between assets, factors, or other economic variables. The …
interactions and relationships between assets, factors, or other economic variables. The …
[HTML][HTML] Volatility spillovers between stock market and hedge funds: Evidence from Asia Pacific region
This paper investigates the nature of volatility spillovers between stock returns and hedge
funds returns in twelve Asia Pacific countries in the 1997–2018 period. The sample period …
funds returns in twelve Asia Pacific countries in the 1997–2018 period. The sample period …
Different in Nature, Common in Style: View Commonality of Single Hedge Funds and Funds of Hedge Funds
G Konstantinov, J Rebmann - The Journal of Alternative …, 2020 - pm-research.com
Using style analysis, the authors show the common factor exposures of single hedge funds
and funds of hedge funds (FoHFs). Despite the different nature and characteristics of the two …
and funds of hedge funds (FoHFs). Despite the different nature and characteristics of the two …
Linkages among stock markets, precious metals and hedge funds: An empirical investigation of the Asia-Pacific region: A thesis submitted in partial fulfilment of the …
S Fatima - 2022 - researcharchive.lincoln.ac.nz
This study examines the linkages among the stock market, precious metals and hedge funds
in the 12 countries of Asia-Pacific region. Using weekly data from 1997 to 2018, this study …
in the 12 countries of Asia-Pacific region. Using weekly data from 1997 to 2018, this study …
[PDF][PDF] Hedge Fund Contagion during the Financial Crisis
M Munechika - 経済論集= The Economic Review of Toyo …, 2023 - toyo.repo.nii.ac.jp
In this study, we investigate the volatility behavior of daily returns of hedge fund strategy
indices, especially focusing on the inter-strategy contagion in the left-hand tail events by …
indices, especially focusing on the inter-strategy contagion in the left-hand tail events by …
[CITATION][C] Hedge funds e la teoria del contagio: un rischio per il sistema economico?
F Nunzi - 2019 - Luiss Guido Carli