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Hedge Fund Returns: An Assessment of Their Statistical Properties, Predictability and Exposures to Economic Risks - Christian Wegener
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Christian Wegener:
Hedge Fund Returns: An Assessment of Their Statistical Properties, Predictability and Exposures to Economic Risks - Taschenbuch

2011, ISBN: 3832527397

[SR: 3040781], Paperback, [EAN: 9783832527396], Logos Verlag Berlin GmbH, Logos Verlag Berlin GmbH, Book, [PU: Logos Verlag Berlin GmbH], 2011-01-30, Logos Verlag Berlin GmbH, The present work advances the research on hedge fund returns in three main areas. Firstly, their statistical properties are assessed in order to understand by what degree the returns of this alternative asset class are subject to nonâ€normality, autocorrelation and heteroscedasticity. Secondly, stateâ€ofâ€theâ€art econometric approaches are used for the purpose of analyzing whether and to what extent monthly hedge fund returns are forecastable. Thirdly, an effort is made to identify and explain which economic risks affect the performance of the different hedge fund strategy styles in which way.The empirical results suggest that monthly hedge fund returns are forecastable by means of multivariate regression models which rely on economic predictors such as changes in interest rates or changes in business outlooks. Accounting for the fact that hedge fund returns are nonâ€normally distributed, heteroscedastic and timeâ€varying in their exposure to pervasive risk factors, the devised econometric models are found to deliver significant outâ€ofsample predictive power. The thesis at hand also documents that the interdependencies between the monthly changes of envisaged risk factors and the subsequent hedge fund returns remain remarkably stable throughout time. In essence, the performance of hedge funds appears to be sensitive to common business cycle movements.Altogether, the results are relevant to researchers in search of a description and application of contemporary return prediction methods as well as to investors in need of a better understanding of the drivers o, 268153, Economics, 268156, Econometrics, 268159, Economic Conditions, 268160, Economic Policy & Development, 506824, Economic Systems, 268163, History, 268164, International Economics, 268170, Labour, 268173, Macroeconomics, 268176, Microeconomics, 268177, Political Economy, 268178, Theory & Philosophy, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books

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Hedge Fund Returns: An Assessment of Their Statistical Properties, Predictability and Exposures to Economic Risks - Christian Wegener
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Christian Wegener:
Hedge Fund Returns: An Assessment of Their Statistical Properties, Predictability and Exposures to Economic Risks - Taschenbuch

2011, ISBN: 3832527397

[SR: 2236373], Paperback, [EAN: 9783832527396], Logos Verlag Berlin GmbH, Logos Verlag Berlin GmbH, Book, [PU: Logos Verlag Berlin GmbH], 2011-01-30, Logos Verlag Berlin GmbH, The present work advances the research on hedge fund returns in three main areas. Firstly, their statistical properties are assessed in order to understand by what degree the returns of this alternative asset class are subject to nonâ€normality, autocorrelation and heteroscedasticity. Secondly, stateâ€ofâ€theâ€art econometric approaches are used for the purpose of analyzing whether and to what extent monthly hedge fund returns are forecastable. Thirdly, an effort is made to identify and explain which economic risks affect the performance of the different hedge fund strategy styles in which way.The empirical results suggest that monthly hedge fund returns are forecastable by means of multivariate regression models which rely on economic predictors such as changes in interest rates or changes in business outlooks. Accounting for the fact that hedge fund returns are nonâ€normally distributed, heteroscedastic and timeâ€varying in their exposure to pervasive risk factors, the devised econometric models are found to deliver significant outâ€ofsample predictive power. The thesis at hand also documents that the interdependencies between the monthly changes of envisaged risk factors and the subsequent hedge fund returns remain remarkably stable throughout time. In essence, the performance of hedge funds appears to be sensitive to common business cycle movements.Altogether, the results are relevant to researchers in search of a description and application of contemporary return prediction methods as well as to investors in need of a better understanding of the drivers o, 268153, Economics, 268156, Econometrics, 268159, Economic Conditions, 268160, Economic Policy & Development, 506824, Economic Systems, 268163, History, 268164, International Economics, 268170, Labour, 268173, Macroeconomics, 268176, Microeconomics, 268177, Political Economy, 268178, Theory & Philosophy, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books

gebrauchtes bzw. antiquarisches Buch Amazon.co.uk
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Gebraucht. Versandkosten:Europa Zone 1: GBP 5,48 pro Produkt.. Usually dispatched within 2-3 business days. Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 4.80)
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(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Hedge Fund Returns: An Assessment of Their Statistical Properties, Predictability and Exposures to Economic Risks - Christian Wegener
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Christian Wegener:
Hedge Fund Returns: An Assessment of Their Statistical Properties, Predictability and Exposures to Economic Risks - Taschenbuch

2011, ISBN: 3832527397

[SR: 2236373], Paperback, [EAN: 9783832527396], Logos Verlag Berlin GmbH, Logos Verlag Berlin GmbH, Book, [PU: Logos Verlag Berlin GmbH], 2011-01-30, Logos Verlag Berlin GmbH, The present work advances the research on hedge fund returns in three main areas. Firstly, their statistical properties are assessed in order to understand by what degree the returns of this alternative asset class are subject to nonâ€normality, autocorrelation and heteroscedasticity. Secondly, stateâ€ofâ€theâ€art econometric approaches are used for the purpose of analyzing whether and to what extent monthly hedge fund returns are forecastable. Thirdly, an effort is made to identify and explain which economic risks affect the performance of the different hedge fund strategy styles in which way.The empirical results suggest that monthly hedge fund returns are forecastable by means of multivariate regression models which rely on economic predictors such as changes in interest rates or changes in business outlooks. Accounting for the fact that hedge fund returns are nonâ€normally distributed, heteroscedastic and timeâ€varying in their exposure to pervasive risk factors, the devised econometric models are found to deliver significant outâ€ofsample predictive power. The thesis at hand also documents that the interdependencies between the monthly changes of envisaged risk factors and the subsequent hedge fund returns remain remarkably stable throughout time. In essence, the performance of hedge funds appears to be sensitive to common business cycle movements.Altogether, the results are relevant to researchers in search of a description and application of contemporary return prediction methods as well as to investors in need of a better understanding of the drivers o, 268153, Economics, 268156, Econometrics, 268159, Economic Conditions, 268160, Economic Policy & Development, 506824, Economic Systems, 268163, History, 268164, International Economics, 268170, Labour, 268173, Macroeconomics, 268176, Microeconomics, 268177, Political Economy, 268178, Theory & Philosophy, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books

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Neuware. Versandkosten:Europa Zone 1: GBP 5,48 pro Produkt.. Usually dispatched within 24 hours. Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 4.80)
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(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Hedge Fund Returns: An Assessment of Their Statistical Properties, Predictability and Exposures to Economic Risks - Christian Wegener
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Christian Wegener:
Hedge Fund Returns: An Assessment of Their Statistical Properties, Predictability and Exposures to Economic Risks - Taschenbuch

2011, ISBN: 3832527397

[SR: 3040781], Paperback, [EAN: 9783832527396], Logos Verlag Berlin GmbH, Logos Verlag Berlin GmbH, Book, [PU: Logos Verlag Berlin GmbH], 2011-01-30, Logos Verlag Berlin GmbH, The present work advances the research on hedge fund returns in three main areas. Firstly, their statistical properties are assessed in order to understand by what degree the returns of this alternative asset class are subject to nonâ€normality, autocorrelation and heteroscedasticity. Secondly, stateâ€ofâ€theâ€art econometric approaches are used for the purpose of analyzing whether and to what extent monthly hedge fund returns are forecastable. Thirdly, an effort is made to identify and explain which economic risks affect the performance of the different hedge fund strategy styles in which way.The empirical results suggest that monthly hedge fund returns are forecastable by means of multivariate regression models which rely on economic predictors such as changes in interest rates or changes in business outlooks. Accounting for the fact that hedge fund returns are nonâ€normally distributed, heteroscedastic and timeâ€varying in their exposure to pervasive risk factors, the devised econometric models are found to deliver significant outâ€ofsample predictive power. The thesis at hand also documents that the interdependencies between the monthly changes of envisaged risk factors and the subsequent hedge fund returns remain remarkably stable throughout time. In essence, the performance of hedge funds appears to be sensitive to common business cycle movements.Altogether, the results are relevant to researchers in search of a description and application of contemporary return prediction methods as well as to investors in need of a better understanding of the drivers o, 268153, Economics, 268156, Econometrics, 268159, Economic Conditions, 268160, Economic Policy & Development, 506824, Economic Systems, 268163, History, 268164, International Economics, 268170, Labour, 268173, Macroeconomics, 268176, Microeconomics, 268177, Political Economy, 268178, Theory & Philosophy, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books

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Logos Verlag Berlin
Neuware. Versandkosten:Europa Zone 1: GBP 5,48 pro Produkt.. Usually dispatched within 24 hours. Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 4.80)
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Hedge fund returns: An assessment of their statistical properties, predictability and exposures to economic risks - Christian Wegener
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Christian Wegener:
Hedge fund returns: An assessment of their statistical properties, predictability and exposures to economic risks - Taschenbuch

ISBN: 9783832527396

ID: 9783832527396

Hedge fund returns: An assessment of their statistical properties, predictability and exposures to economic risks Hedge-fund-Returns~~Christian-Wegener Business>Business Profiles>Busn Profiles Paperback, Logos Verlag

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Details zum Buch
Hedge fund returns

The present work advances the research on hedge fund returns in three main areas. Firstly, their statistical properties are assessed in order to understand by what degree the returns of this alternative asset class are subject to nonâ€normality, autocorrelation and heteroscedasticity. Secondly, stateâ€ofâ€theâ€art econometric approaches are used for the purpose of analyzing whether and to what extent monthly hedge fund returns are forecastable. Thirdly, an effort is made to identify and explain which economic risks affect the performance of the different hedge fund strategy styles in which way.The empirical results suggest that monthly hedge fund returns are forecastable by means of multivariate regression models which rely on economic predictors such as changes in interest rates or changes in business outlooks. Accounting for the fact that hedge fund returns are nonâ€normally distributed, heteroscedastic and timeâ€varying in their exposure to pervasive risk factors, the devised econometric models are found to deliver significant outâ€ofsample predictive power. The thesis at hand also documents that the interdependencies between the monthly changes of envisaged risk factors and the subsequent hedge fund returns remain remarkably stable throughout time. In essence, the performance of hedge funds appears to be sensitive to common business cycle movements.Altogether, the results are relevant to researchers in search of a description and application of contemporary return prediction methods as well as to investors in need of a better understanding of the drivers o

Detailangaben zum Buch - Hedge fund returns


EAN (ISBN-13): 9783832527396
ISBN (ISBN-10): 3832527397
Taschenbuch
Erscheinungsjahr: 2011
Herausgeber: Logos Verlag

Buch in der Datenbank seit 06.11.2011 11:04:39
Buch zuletzt gefunden am 04.12.2017 23:32:09
ISBN/EAN: 9783832527396

ISBN - alternative Schreibweisen:
3-8325-2739-7, 978-3-8325-2739-6


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