Style investing
- A Network Approach to Analyzing Hedge Fund ConnectivityGueorgui S. Konstantinov and Joseph SimonianThe Journal of Financial Data Science July 2020, 2 (3) 55-72; DOI: https://doi.org/10.3905/jfds.2020.1.036
- Classifying Single-Manager Hedge Funds: Some New InsightsFlorian Böhlandt, Eon Smit and Niel KrigeThe Journal of Alternative Investments September 2016, 19 (2) 38-61; DOI: https://doi.org/10.3905/jai.2016.19.2.038
- Hedge Fund Replication Using Shrinkage MethodologiesJiaqi Chen and Michael L. TindallThe Journal of Alternative Investments September 2014, 17 (2) 26-49; DOI: https://doi.org/10.3905/jai.2014.17.2.026
- Style Analysis and Classification of Hedge FundsArik Ben Dor, Lev. Dynkin and Anthony GouldThe Journal of Alternative Investments September 2006, 9 (2) 10-29; DOI: https://doi.org/10.3905/jai.2006.655934
- On the Dynamics of Hedge Fund StrategiesLi Cai and Bing LiangThe Journal of Alternative Investments March 2012, 14 (4) 51-68; DOI: https://doi.org/10.3905/jai.2012.14.4.051
- Regime-Dependent Nonlinear Analysis of
Hedge FundsJan Viebig, Thorsten Poddig and Panagiotis Ballis-PapanastasiouThe Journal of Alternative Investments March 2011, 13 (4) 53-72; DOI: https://doi.org/10.3905/jai.2011.13.4.053 - What Does Today’s Smile Imply About Future Volatilities?Riccardo RebonatoThe Journal of Derivatives February 2020, 27 (3) 26-44; DOI: https://doi.org/10.3905/jod.2019.1.091
- Benchmarking the Performance of Private Equity Portfolios of the World’s Largest Institutional Investors: A View from CEM BenchmarkingAlexander Beath and Christopher FlynnThe Journal of Investing November 2020, 30 (1) 67-87; DOI: https://doi.org/10.3905/joi.2020.1.155
- Do Individual Investors Successfully Time the Market?Javier RodríguezThe Journal of Investing March 2020, 29 (3) 18-22; DOI: https://doi.org/10.3905/joi.2020.1.122
- The Risk in ValueHaim A. MozesThe Journal of Investing March 2020, 29 (3) 6-17; DOI: https://doi.org/10.3905/joi.2020.1.119
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
- Derivatives
- Options (549)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (465)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (617)
- Retirement (486)
- Social security (101)
- Pension funds (177)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (144)
- Other (332)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1837)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1830)
- ESG investing (335)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1365)
- Simulations (295)
- Quantitative methods (438)
- Real assets/alternative investments/private equity
- Real estate (222)
- Commodities (195)
- Other real assets (99)
- Currency (174)
- Private equity (742)
- Risk management
- Credit risk management (299)
- Tail risks (166)
- Risk management (858)
- Security analysis and valuation
- Technical analysis (113)