Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Narrow Search
Search narrowed by
Last searches

Results for *

Displaying results 1 to 25 of 42.

  1. A hedge fund tale of reach and grasp
    ... or what's a heaven for?
    Author: Biggs, Barton
    Published: c2011
    Publisher:  Wiley, Hoboken, N.J.

    Location:
    Universitäts- und Stadtbibliothek Köln, Hauptabteilung
    Signature:
    41A8367
    Inter-library loan:
    Loan of volumes, no copies
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    ISBN: 9780470604540
    Subjects: Capitalists and financiers; Hedge funds; Financial crises; Securities industry
    Scope: VIII, 319 S., graph. Darst.
  2. The costs and benefits of moral suasion
    evidence from the rescue of long-term capital management
    Author: Furfine, Craig H.
    Published: 2001
    Publisher:  Bank for International Settlements, Basle

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 910 (103)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: BIS working papers ; 103
    Subjects: Bankenkrise; USA; LTCM; Hedge funds; Financial crises
    Other subjects: Long-term Capital Management (Firm)
    Scope: 20 S
    Notes:
  3. Hedge funds and their implications for financial stability
    Author: Garbaravicius, Tomas; Dierick, Frank
    Published: 2005
    Publisher:  Europ. Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    TU Berlin, Universitätsbibliothek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Series: Occasional paper series / European Central Bank ; 34
    Subjects: Bank; Banks and banking; Hedge funds; Hedging (Finance)rates; Hedge Fund; Kapitalmarkt; Risikomanagement; Portfoliomanagement; Geldpolitik
    Scope: 73 S.
  4. The costs and benefits of moral suasion
    evidence from the rescue of long-term capital management
    Author: Furfine, Craig H.
    Published: 2001
    Publisher:  Bank for International Settlements, Basle

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 910 (103)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universität des Saarlandes, Wirtschaftswissenschaftliche Seminarbibliothek, Volkswirtschaftliche Abteilung
    Inter-library loan:
    No loan of volumes, only paper copies will be sent
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: BIS working papers ; 103
    Subjects: Bankenkrise; USA; LTCM; Hedge funds; Financial crises
    Other subjects: Long-term Capital Management (Firm)
    Scope: 20 S
    Notes:
  5. The hedge fund compliance and risk management guide
    Author: Guizot, Armelle
    Published: c2007
    Publisher:  John Wiley & Sons, Inc, Hoboken, N.J

    Location:
    Thüringer Universitäts- und Landesbibliothek
    Signature:
    WIR:KE:400:G969::2007
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    B 349016
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Hochschule Schmalkalden, Cellarius Bibliothek
    Signature:
    BWL 77 2684/09
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 0470043571; 9780470043578
    RVK Categories: QK 530
    Subjects: Hedgefonds; Derivat; Risikomanagement; Compliance-Management; Hedge funds; Hedge funds; Risk management; Hedge funds; Hedge funds; Risk management; USA; Hedge Fund; Risikomanagement
    Scope: XVI, 448 S., graph. Darst.
    Notes:

    Includes bibliographical references and index
  6. The hedge fund book
    a training manual for professionals and capital-raising executives
    Author: Wilson, Richard C.
    Published: c2010
    Publisher:  Wiley, Hoboken, N.J.

    Hedge funds are now in the news more than a thousand times a day, and yet it's hard to find clear, factual information about how they actually operate, raise capital, and invest. That's why author Richard C. Wilson-head of the largest hedge fund... more

    Location:
    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Heidenheim, Bibliothek
    Signature:
    e-Book Academic Complete
    Inter-library loan:
    No inter-library loan

    Location:
    Bibliothek LIV HN Sontheim
    Signature:
    ProQuest Academic Complete
    Inter-library loan:
    No inter-library loan
    Location:
    Bibliothek LIV HN Sontheim
    Signature:
    ProQuest Academic Complete
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Stuttgart, Campus Horb, Bibliothek
    Signature:
    eBook ProQuest
    Inter-library loan:
    No inter-library loan

    Location:
    Karlsruher Institut für Technologie, KIT-Bibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Kiel, Zentralbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Lörrach, Zentralbibliothek
    Signature:
    eBook ProQuest
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Mannheim, Bibliothek
    Signature:
    ProQuest
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Mosbach, Bibliothek
    Signature:
    E-Books ProQuest Academic
    Inter-library loan:
    No inter-library loan

    Location:
    Hochschulbibliothek Friedensau
    Signature:
    Online-Ressource
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Ravensburg, Bibliothek
    Signature:
    E-Book Proquest
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Stuttgart, Bibliothek
    Signature:
    eBook ProQuest
    Inter-library loan:
    No inter-library loan

    Location:
    Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
    Inter-library loan:
    No loan of volumes, only paper copies will be sent

    Location:
    Duale Hochschule Baden-Württemberg Villingen-Schwenningen, Bibliothek
    Signature:
    EBS ProQuest
    Inter-library loan:
    No inter-library loan

    Location:
    EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
    Signature:
    E-Book
    Inter-library loan:
    No inter-library loan
    Location:
    EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
    Signature:
    E-Book
    Inter-library loan:
    No inter-library loan

     

    Hedge funds are now in the news more than a thousand times a day, and yet it's hard to find clear, factual information about how they actually operate, raise capital, and invest. That's why author Richard C. Wilson-head of the largest hedge fund networking group in the industry-has created The Hedge Fund Book. Filled with extensive interviews of various hedge fund managers, real-world case studies, review questions, and much more, this one-of-a-kind resource provides a solid foundation in specialized hedge fund knowledge for both financial professionals and those aspiring to enter this field. Page by page, The Hedge Fund Book offers expert analysis of funds within different phases of their life cycles and investment processes, and examines each cycle in ways that would be informative for marketers as well as investors, bankers, and financial professionals who would like to learn more about day-to-day hedge fund operations. Along the way, this accessible guide will show you: How hedge fund managers can immediately increase their operational effectiveness Over 100 ways you can improve your hedge fund business or marketing processes with direct advice and interviews with industry veterans and hedge fund managers Why most hedge fund managers struggle to raise capital and how being proactive within the right areas can allow a small team to raise a large amount of capital How to implement governance best practices that will improve investor confidence, enhance decision-making processes, and decrease the risk of some types of fraud How hedge funds are improving their business structure and processes without spending millions on infrastructure How to start a hedge fund without over-spending or killing your chances of raising capital in the future How to emulate the best practices of larger hedge funds, which have learned Intro -- The Hedge Fund Book : A Training Manual for Professionals and Capital-Raising Executives -- Contents -- Preface -- My Story -- Disclosure of Financial Interests -- Acknowledgments -- Introduction -- CHAPTER 1 Hedge Fund Fundamentals -- Hedge Fund Mechanics and Statistics -- History of Hedge Funds -- Media Portrayal of Hedge Funds -- Hedge Fund Ecosystem -- Future of the Hedge Fund Industry -- Chapter Summary -- Review Questions -- CHAPTER 2 Institutionalization and Operations -- Stephen Abrahams, Vice President of Marketing for a London-Based Hedge Fund -- Bob Pardo, CEO and President, Pardo Capital Limited -- Vinod Paul, Managing Director of Service and Business Development, Eze Castle Integration -- Nakul Nayyar, Quantitative Trading/Support, Quad Capital -- Hendrik Klein, CEO, Da Vinci Invest Ltd. -- Sheri Kanesaka, Associate, Michelman &amp -- Robinson, LLP -- Eric Warshal, CEO, Fund Associates -- Lance Baraker and William Katts, Senior Managing Directors, TradeStation Prime -- Chapter Summary -- Review Questions -- CHAPTER 3 Hedge Fund Marketing Pro -- Bad News -- Public Relations Management -- Educational Marketing -- Forget about Contacting More Investors -- E-Mail Marketing Best Practices -- Copy Writing -- Case Profile -- Stephen Abrahams, Vice President of Marketing for a London-Based Hedge Fund -- Pratik Sharma, Managing Director, Atyant Capital -- Hendrik Klein, CEO, Da Vinci Invest Ltd. -- Chapter Summary -- Review Questions -- CHAPTER 4 The Shooting Star -- 18 Lessons from Shooting Star Hedge Funds -- Rick Nummi, Partner and General Counsel, Accounting and Compliance International (ACI) -- Thomas Powell, Chief Executive Officer, ELP Capital -- Chapter Summary -- Review Questions -- CHAPTER 5 Hedge Fund Start-Up Guru -- Top Five Tips for Starting a Hedge Fund -- Hedge Fund Pitch Book Creation.

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (lizenzpflichtig)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781283177115; 1283177110; 9781118107980
    RVK Categories: QK 800
    Edition: Online-Ausg.
    Series: [Wiley finance]
    Subjects: Hedge funds; Hedge funds; Electronic books; Hedge funds
    Scope: Online-Ressource (1 online resource (xv, 191 p.)), ill.
    Notes:

    Includes index. - Description based on print version record
  7. The hedge fund book
    a training manual for professionals and capital-raising executives
    Author: Wilson, Richard S.
    Published: 2010
    Publisher:  Wiley, Hoboken, NJ

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    A10-3125
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9780470520635; 0470520639
    RVK Categories: QK 530
    Series: Wiley finance
    Subjects: Hedgefonds; Hedge funds
    Scope: XV, 191 S.
  8. Hedge hogging
    Author: Biggs, Barton
    Published: c2006
    Publisher:  Wiley, Hoboken, N.J

    Rare is the opportunity to chat with a legendary financial figure and hear the unvarnished truth about what really goes on behind the scenes. Hedgehoggingrepresents just such an opportunity, allowing you to step inside the world of Wall Street with... more

    Location:
    Hochschulbibliothek Friedensau
    Signature:
    Online-Ressource
    Inter-library loan:
    No inter-library loan

     

    Rare is the opportunity to chat with a legendary financial figure and hear the unvarnished truth about what really goes on behind the scenes. Hedgehoggingrepresents just such an opportunity, allowing you to step inside the world of Wall Street with Barton Biggs as he discusses investing in general, hedge funds in particular, and how he has learned to find and profit from the best moneymaking opportunities in an eat-what-you-kill, cutthroat investment world. Rare is the opportunity to chat with a legendary financial figure and hear the unvarnished truth about what really goes on behind the scenes. Hedgehogging represents just such an opportunity, allowing you to step inside the world of Wall Street with Barton Biggs as he discusses investing in general, hedge funds in particular, and how he has learned to find and profit from the best moneymaking opportunities in an eat-what-you-kill, cutthroat investment world

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 0471771910; 9780470067734; 9780471771913
    Subjects: Mutual funds; Hedge funds
    Scope: Online-Ressource (xi, 308 p), ill
    Notes:

    Includes bibliographical references (p. 307-308)

    Electronic reproduction; Available via World Wide Web

    HEDGE HOGGING; CONTENTS; INTRODUCTION; Chapter 1: The Triangle Investment Club Dinner; Chapter 2: The New Hedgehogs May Have Been Golden Boys, but They Still Bleed Red; Chapter 3: Short-Selling Oil; Chapter 4: Short Selling Is Not for Sissies; Chapter 5: The Odyssey of Starting a Hedge Fund; Chapter 6: The Roadshow Grind; Chapter 7: The Run-Up and Haunted by Remembrances and Doubt; Chapter 8: Hedgehogs Come in All Sizes and Shapes; Chapter 9: The Violence of Secular Market Cycles; Chapter 10: The Battle for Investment Survival; Chapter 11: From One Generation to Another

    Chapter 12: Nature's Mysticism and Groupthink StinksChapter 13: The Internet Bubble; Chapter 14: Great Investment Managers Are Intense, Disciplined Maniacs; Chapter 15: You're Only as Beloved as Your Most Recent Performance; Chapter 16: Once You Have a Fortune, How Can You Hang On to It?; Chapter 17: Three Investment Religions; Chapter 18: The Trouble with Being Big; Chapter 19: Bubbles and the True Believer; Chapter 20: Divine Intervention, or Inside Information?; Chapter 21: John Maynard Keynes; CONCLUSION; RECOMMENDED READ
  9. Investor's passport to hedge fund profits
    unique investment strategies for today's global capital markets
    Author: Casterline, Sean D.; Yetman, Robert
    Published: 2010
    Publisher:  Wiley, Hoboken, NJ

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    A10-2505
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9780470427446; 0470427442
    Series: Wiley trading series
    Subjects: Hedgefonds; Kapitalanlage; Hedge funds; Hedge funds; Investtion; Finanzwirtschaft; Hedge Fund
    Scope: XIII, 338 S., graph. Darst.
  10. Investor's passport to hedge fund profits
    unique investment strategies for today's global capital markets
    Author: Casterline, Sean
    Published: c2010
    Publisher:  Wiley, Hoboken, N.J

    A comprehensive guide to international investing. Opportunities to tap into foreign markets and, in turn, entirely new investment universes-that have traditionally been accessible only to hedge fund managers-are at hand, and this book offers you the... more

    Location:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
    Inter-library loan:
    No inter-library loan
    Location:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
    Inter-library loan:
    No inter-library loan
    Location:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
    Inter-library loan:
    No inter-library loan

     

    A comprehensive guide to international investing. Opportunities to tap into foreign markets and, in turn, entirely new investment universes-that have traditionally been accessible only to hedge fund managers-are at hand, and this book offers you the straight story on how to look abroad for the next addition to your portfolio. Throughout these pages, the authors skillfully demonstrate how active, cutting-edge trading strategies used in domestic markets can be applied effectively overseas. Opening with discussions of the importance of international investing in today's turbulent markets, this re A comprehensive guide to international investing Opportunities to tap into foreign markets and, in turn, entirely new investment universes-that have traditionally been accessible only to hedge fund managers-are at hand, and this book offers you the straight story on how to look abroad for the next addition to your portfolio. Throughout these pages, the authors skillfully demonstrate how active, cutting-edge trading strategies used in domestic markets can be applied effectively overseas. Opening with discussions of the importance of international investing in today's turbulent markets, this r

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9780470427446; 9781282549661; 1119203295; 1282549669; 9781119203292
    Series: Wiley trading series
    Subjects: Hedge funds; Hedge funds
    Scope: Online-Ressource (xiii, 338 p.), ill., charts
    Notes:

    Includes indexes

    Electronic reproduction; Available via World Wide Web

    Investor's Passport to Hedge Fund Profits; Dedication; Contents; Introduction; Chapter 1: Opportunities Away from the Land of Opportunity; Chapter 2: Accurately Reading the World's Economies; Chapter 3: The Tools in Your Equity Toolbox; Chapter 4: Key Strategies for Realizing Winning Returns in Foreign Equities; Chapter 5: Global Fixed-Income Investment Concepts; Chapter 6: Making the Buck in Currency Trading; Chapter 7: Accessing Foreign Real Estate; Chapter 8: Derivative Use for Offense and Defense; Chapter 9: Portfolio Management Applications; Index
  11. SuperCash
    the new hedge fund capitalism
    Author: Altucher, James
    Published: c2006
    Publisher:  John Wiley, Hoboken, N.J

    "James Altucher is scary smart, and also a font of great and original ideas. So it's no surprise that SuperCah is so much fun to read and so devilishly informative. It is equally full of 'holy cow!' moments and 'why-didn't-I-think-of-that?' moments... more

    Location:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
    Inter-library loan:
    No inter-library loan
    Location:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
    Inter-library loan:
    No inter-library loan
    Location:
    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
    Inter-library loan:
    No inter-library loan

     

    "James Altucher is scary smart, and also a font of great and original ideas. So it's no surprise that SuperCah is so much fun to read and so devilishly informative. It is equally full of 'holy cow!' moments and 'why-didn't-I-think-of-that?' moments "James Altucher is scary smart, and also a font of great and original ideas. So it's no surprise that SuperCah is so much fun to read and so devilishly informative. It is equally full of 'holy cow!' moments and 'why-didn't-I-think-of-that?' moments. A true keeper."-Stephen J. Dubner, coauthor of Freakonomics "Altucher describes in easy-to-understand terms the strategies used by the smartest managers in the world-those who are running the hottest hedge funds-to show how they are making money today. SuperCah is a great primer for those who are looking to trade like the pros. And it helps that Al

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 0471745995; 1280409487; 9780471745990; 9781280409486
    Series: Wiley trading
    Subjects: Hedge funds
    Scope: Online-Ressource (ix, 211 p), ill, 24 cm
    Notes:

    Includes bibliographical references (p. 193-203) and index

    Electronic reproduction; Available via World Wide Web

    SuperCash: The New Hedge Fund Capitalism; Contents; Introduction: What Is SuperCash?; Chapter 1: Hedge Funds Are the New Banks; SUBPRIME AUTO FINANCE; TRADE FACTORING; HARD-MONEY REAL ESTATE LENDING; LIFE INSURANCE PREMIUM FINANCING; TAX LIENS; TAXI MEDALLIONS; Chapter 2: Activism; Chapter 3: Buying Delinquent Credit Card Debt; Chapter 4: Everything You Wanted to Know about PIPEs But Were Afraid to Ask; REGULATION S; DEATH SPIRALS; DEAL TYPES; COMMON STOCK; CONVERTIBLE DEBENTURES; PIPE PERFORMANCE; Chapter 5: The New New IPO; SPECIALTY ACQUISITION CORPORATIONS; THE DUTCH EXPERIMENT IS OVER

    THE RISE OF THE REVERSE MERGERChapter 6: Trade like a Billionaire; MARK CUBAN; BILL GATES; MICHAEL DELL; BRUCE KOVNER; PETER LYNCH; GEORGE SOROS; PETER KELLOG; CARL ICAHN; Chapter 7: Closed-End Fund Arbitrage; DISCOUNTING MECHANISMS; DO-IT-YOURSELF CLOSED-END FUND ARBITRAGE; Chapter 8: Short-Selling; PITFALLS OF SHORT-SELLING; WHEN SHORT-SELLING WORKS; Chapter 9: The Finer Things in Life; DON'T SPEND ALL YOUR RARE COINS IN ONE PLACE; BUT CAN I AFFORD A 100 MILLION PAINTING?; WHATEVER HAPPENED TO THE BOWIE BONDS?; APPENDIX: THE 12-PIECE UNITED STATES GOLD COIN TYPE SET

    Chapter 10: Trend versus CountertrendQQQQ CRASH REVISITED; THE CHRISTMAS SYSTEM; FADING UNEMPLOYMENT; Chapter 11: The Myth of the Index, or ETFs: Active or Passive?; WHATEVER HAPPENED TO THE ORIGINAL DOW JONES?; Chapter 12: Watch Out!; DO-IT-YOURSELF DUE DILIGENCE; APPENDIX: SAMPLE BACKGROUND CHECK REPORT; Chapter 13: So You Want to Start a Hedge Fund?; MISTAKES START-UP HEDGE FUND MANAGERS MAKE; GETTING BY ON 600,000 A YEAR; Chapter 14: Classic Investment Reading and New Media Resources; BOOKS ABOUT INVESTMENT; BLOGS FOR HEDGE FUNDS; Chapter 15: Where to Find the Data; Index
  12. <<A>> hedge fund tale of reach and grasp
    ... or what's a heaven for?
    Author: Biggs, Barton
    Published: c2011
    Publisher:  Wiley, Hoboken, N.J.

    Location:
    Universitäts- und Stadtbibliothek Köln, Hauptabteilung
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9780470604540
    Subjects: Capitalists and financiers; Hedge funds; Financial crises; Securities industry
    Scope: VIII, 319 S. : graph. Darst.
  13. The fear index
    Author: Harris, Robert
    Published: 2012
    Publisher:  Arrow Books, London

    Location:
    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
    Signature:
    363835
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9780099553274
    Subjects: Scientists; Artificial intelligence; Hedge funds; Geneva (Switzerland); Suspense fiction; Avarice; Fear; Computer programs; Technology
    Scope: X, 385 S., 18 cm
  14. Steuerliche Aspekte von Private-Equity- und Hedge-Fonds unter Berücksichtigung der Unternehmensteuerreform 2008
    Author: Jarass, Lorenz J.; Obermair, Gustav M.
    Published: 2007
    Publisher:  Hans-Böckler-Stiftung, Düsseldorf

    Das Gutachten behandelt steuerliche Aspekte der Aktivitäten von Private-Equity-Fonds und Hedge-Fonds. Welche wirtschaftliche Rolle spielen sie?Braucht die deutsche Volkswirtschaft diese Kapitalbeteiligungsgesellschaften etwa wegen Kapitalmangels? Und... more

    Location:
    Staats- und Universitätsbibliothek Bremen
    Inter-library loan:
    No inter-library loan

    Location:
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 513 (202)
    Inter-library loan:
    No inter-library loan

     

    Das Gutachten behandelt steuerliche Aspekte der Aktivitäten von Private-Equity-Fonds und Hedge-Fonds. Welche wirtschaftliche Rolle spielen sie?Braucht die deutsche Volkswirtschaft diese Kapitalbeteiligungsgesellschaften etwa wegen Kapitalmangels? Und dann die zentrale Frage: Werden sie so dringend gebraucht, dass sie zu Lasten der anderen Steuerzahler mit massiven Steuervorteilen ausgestattet werden müssen, wie die Branche und ihr nahestehende wissenschaftliche Institute fordern? Und: Welche Zielguppen sollte - wenn überhaupt - steuerliche Vorteile erhalten, um so Unternehmensgründungen im Bereich innovativer Technologie zu fördern?Wie sieht die deutsche Besteuerung von Unternehmen und ihren Anteilseignern nach der Unternehmensteuerreform 2008 aus? Wie hängt die Besteuerung von Private-Equity-Fonds und die Förderung von Wagniskapital zusammen?Ergebnis: Kapitalgeber, die der nicht an Kapitalknappheit leidenden deutschen Volkswirtschaft zusätzliches Kapital anbieten, sollten bzgl. Regulierung und Besteuerung keinesfalls besser gestellt werden als Investoren, die im Inland z.B. Werkhalllen bauen oder Maschinen installieren.

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/116445
    RVK Categories: PP 3985 ; PP 4069
    Series: Array ; 202
    Subjects: Private Equity; Investmentfonds; Hedgefonds; Kapitalertragsteuer; Unternehmensbesteuerung; Deutschland; Business enterprises; Corporations; Hedge funds; Mutual funds; Privately placed securities; Securities; Venture capital
    Scope: Online-Ressource (196 S.), graph. Darst.
  15. Hedge fund tail risk
    an investigation in stressed markets, extended version with appendix
    Author: Billio, Monica; Frattarolo, Lorenzo; Pelizzon, Loriana
    Published: [2016]
    Publisher:  Department of Economics, Ca’ Foscari University of Venice, Venice Italy

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Ca' Foscari University of Venice, Department of Economics ; 2016, no. 01
    Subjects: Hedge funds; Tail risk; Diversification; Marginal risk contribution
    Scope: 1 Online-Ressource (circa 39 Seiten), Illustrationen
  16. Hedge funds, systemic risk, and Dodd-Frank
    the road ahead
    Author: Dixon, Lloyd S.; Clancy, Noreen; Kumar, Krishna B.
    Published: c 2013
    Publisher:  RAND Corp., Santa Monica, Calif.

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    C 270046
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9780833080837
    Subjects: Hedgefonds; Systemrisiko; Finanzkrise; Finanzmarktreform; Hedge funds; Hedge funds; Hedge funds
    Scope: IX, 11 S., 28 cm
  17. Investor concentration, flows, and cash holdings
    evidence from hedge funds
    Author: Kruttli, Mathias S.; Monin, Phillip J.; Watugala, Sumudu W.
    Published: December 15, 2017
    Publisher:  Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C.

    We show that when only a few investors own a substantial portion of a hedge fund's net asset value, flow volatility increases because investors' exogenous, idiosyncratic liquidity shocks are not diversified away. Using confidential regulatory... more

    Access:
    Verlag (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 412 (2017,121)
    Inter-library loan:
    No inter-library loan

     

    We show that when only a few investors own a substantial portion of a hedge fund's net asset value, flow volatility increases because investors' exogenous, idiosyncratic liquidity shocks are not diversified away. Using confidential regulatory filings, we confirm that high investor concentration hedge funds experience more volatile flows. These hedge funds hold more cash and liquid assets, which help absorb large, unexpected outflows. Such funds have to pay a liquidity premium and generate lower risk-adjusted returns. Investor concentration does not affect flow-performance sensitivity. These results are robust to including lock-up and redemption periods, strategy, manager ownership, and other controls

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Finance and economics discussion series ; 2017, 121
    FEDS Working Paper ; No. 2017-121
    Subjects: Investor concentration; Hedge funds; Flows; Portfolio liquidity; Precautionary cash
    Scope: 1 Online-Ressource (circa 57 Seiten), Illustrationen
  18. Hedge fund performance under misspecified models
    Author: Ardia, David; Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier
    Published: 2020
    Publisher:  Swiss Finance Institute, Geneva

    We develop a new approach for evaluating performance across hedge funds. Our approach allows for performance comparisons between models that are misspecified – a common feature given the numerous factors that drive hedge fund returns. The empirical... more

    Access:
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 544
    Inter-library loan:
    No inter-library loan

     

    We develop a new approach for evaluating performance across hedge funds. Our approach allows for performance comparisons between models that are misspecified – a common feature given the numerous factors that drive hedge fund returns. The empirical results show that the standard models used in previous work omit similar factors because they (i) perform exactly like the CAPM, and (ii) produce large and positive alphas. In contrast, we observe a large and statistically significant decrease in performance with a new model formed with alternative factors that capture variance, correlation, liquidity, betting-against-beta, carry, and time-series momentum strategies. Overall, the results suggest that the average returns of hedge funds are largely explained by mechanical trading strategies

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Edition: This version: July 27, 2020
    Series: Research paper series / Swiss Finance Institute ; no 20, 82
    Swiss Finance Institute Research Paper ; No. 20-82
    Subjects: Hedge funds; performance; model misspecification; large panel
    Other subjects: Array
    Scope: 1 Online-Ressource (circa 48 Seiten)
  19. Hedge fund performance
    a quantitative survey
    Author: Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; Novák, Jiri
    Published: [2022]
    Publisher:  Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, Prague

    We provide the first quantitative survey of the empirical literature on hedge fund per- formance. We examine the impact of potential biases on the reported results. Empirical analysis in prior studies has been plagued by fragmentation of underlying... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 167
    Inter-library loan:
    No inter-library loan

     

    We provide the first quantitative survey of the empirical literature on hedge fund per- formance. We examine the impact of potential biases on the reported results. Empirical analysis in prior studies has been plagued by fragmentation of underlying data and by lim- ited consensus on how hedge fund performance should be measured. Using a sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the "alphas") collected from 74 studies published between 2001 and 2021 we show that inferences about hedge fund returns are not significantly contaminated by publication selection bias. Most of our monthly alpha estimates adjusted for the (small) bias fall within a relatively narrow range of 30 to 40 basis points. Considering several partitions of our sample, we document a modest publication bias only for estimates based on instrumental variables (IV), for which relatively large standard errors are common and that tend to be less precise. In contrast, studies that explicitly control for the potential biases in the underlying data (e.g. the back- filling bias and the survivorship bias) report lower alphas. Our results demonstrate that despite the prevalence of the publication selection bias in numerous other research settings, publication may not be selective when there is no strong a priori theoretical prediction about the sign of estimated coefficients, which may induce greater readiness to publish statistically insignificant results.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/265201
    Series: IES working paper ; 2022, 15
    Subjects: Hedge funds; meta-analysis; publication bias
    Scope: 1 Online-Ressource (circa 65 Seiten), Illustrationen
  20. The antisocial network
    the GameStop short squeeze and the Ragtag Group of investors that brought Wall Street to its knees
    Author: Mezrich, Ben
    Published: 2021
    Publisher:  HarperCollinsPublishers, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    B 427491
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9780008497019
    Subjects: Börsenkurs; Spekulation; Leerverkauf; Hedgefonds; Computerspiel; USA; Electronic trading of securities; Online stockbrokers; Hedge funds; Online trolling
    Scope: ix, 289 Seiten, 24 cm
  21. How does the Repo market behave under stress?
    evidence from the COVID-19 crisis
    Author: Hüser, Anne-Caroline; Lepore, Caterina; Veraart, Luitgard A. M.
    Published: Nov 2021
    Publisher:  International Monetary Fund, [Washington, D.C.]

    We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more connected,... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)

    Location:
    Orient-Institut Beirut
    Signature:
    Online
    Inter-library loan:
    No inter-library loan

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Braunschweig
    Inter-library loan:
    No inter-library loan

    Location:
    Staats- und Universitätsbibliothek Bremen
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
    Inter-library loan:
    No inter-library loan

    Location:
    Bibliothek der Pädagogischen Hochschule Freiburg/Breisgau
    Inter-library loan:
    No inter-library loan

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Inter-library loan:
    No inter-library loan

    Location:
    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
    Inter-library loan:
    No inter-library loan

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Technische Universität Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Heidenheim, Bibliothek
    Signature:
    e-Book Nationallizenz
    Inter-library loan:
    No inter-library loan

    Location:
    Thüringer Universitäts- und Landesbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Fachhochschule Kiel, Zentralbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 301
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Leipzig
    Inter-library loan:
    No inter-library loan

    Location:
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Duale Hochschule Baden-Württemberg Mosbach, Bibliothek
    Signature:
    E-Book Nationallizenz IMF
    Inter-library loan:
    No inter-library loan

    Location:
    Hochschule Offenburg, University of Applied Sciences, Bibliothek Campus Offenburg
    Signature:
    E-Book International Monetary Fund
    Inter-library loan:
    No inter-library loan

    Location:
    Hochschulbibliothek Pforzheim, Bereichsbibliothek Technik und Wirtschaft
    Signature:
    e-Book International Monetary Fund eLibrary
    Inter-library loan:
    No loan of volumes, only paper copies will be sent

    Location:
    Duale Hochschule Baden-Württemberg Ravensburg, Bibliothek
    Signature:
    E-Book IMF
    Inter-library loan:
    No inter-library loan

    Location:
    Hochschule Albstadt-Sigmaringen, Bibliothek Sigmaringen
    Inter-library loan:
    No loan of volumes, only paper copies will be sent

    Location:
    Duale Hochschule Baden-Württemberg Villingen-Schwenningen, Bibliothek
    Signature:
    E_Book IMF
    Inter-library loan:
    No inter-library loan

     

    We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more connected, with most institutions relying on existing trade relationships to transact. There are however significant changes in the repo volumes and spreads during the stress relative to normal times. We find a significant increase in volumes traded in the cleared segment of the market. This reflects a preference for dealers and banks to transact in the cleared rather than the bilateral segment. Funding decreases towards non-banks, only increasing for hedge funds. Further, spreads are higher when dealers and banks lend to rather than borrow from non-banks. Our results can inform the policy debate around the behaviour of banks and non-banks in recent liquidity stress and on widening participation in CCPs by nonbanks

     
    Export to reference management software   RIS file
      BibTeX file
  22. Essays in institutional investors and financial markets
    Author: Cötelioglu, Efe
    Published: June 15, 2021

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    Subjects: Asset pricing; Financial stability; Institutional investors; Mutual funds; Hedge funds; Exchange-traded funds; Liquidity; Corporate bonds; Equities; Credit default swaps
    Scope: 1 Online-Ressource (circa 164 Seiten), Illustrationen
    Notes:

    Dissertation, Università della Svizzera italiana, 2021
  23. Delegated investment management in alternative assets
    Author: Andonov, Aleksandar
    Published: 07 August 2023
    Publisher:  Centre for Economic Policy Research, London

    Access:
    Verlag (lizenzpflichtig)
    Verlag (lizenzpflichtig)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    LZ 161
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Mannheim
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP18352
    Subjects: Institutional investors; Alternative assets; Private equity; Real estate; Hedge funds; Infrastructure; Delegation; Intermediation
    Scope: 1 Online-Ressource (circa 56 Seiten), Illustrationen
  24. Hedge fund treasury trading and funding fragility
    evidencefrom the COVID-19 crisis
    Author: Kruttli, Mathias S.; Monin, Phillip J.; Petrasek, Lubomir; Watugala, Sumudu W.
    Published: April 2021
    Publisher:  Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C.

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 412
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Finance and economics discussion series ; 2021, 038
    Subjects: Hedge funds; Treasury markets; relative value; arbitrage; liquidity; redemptionrisk; creditor constraints
    Scope: 1 Online-Ressource (circa 68 Seiten), Illustrationen
  25. Fundamental arbitrage under the microscope
    evidence from detailed hedge fund transaction data
    Author: Von Beschwitz, Bastian; Lunghi, Sandro; Schmidt, Daniel
    Published: February 24, 2021
    Publisher:  Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C.

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 412
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Finance and economics discussion series ; 2021, 022
    Subjects: Hedgefonds; Arbitrage; Fundamentalanalyse; Performance-Messung; Hedge funds; Short selling; Profitability; Fundamental Trading
    Scope: 1 Online-Ressource (circa 50 Seiten), Illustrationen