Hedge fund performance 1990–2000: Do the “money machines” really add value?
GS Amin, HM Kat - Journal of financial and quantitative analysis, 2003 - cambridge.org
We investigate the claim that hedge funds offer investors a superior risk-return tradeoff. We
do so using a continuous-time version of Dybvig's (1988a),(1988b) payoff distribution pricing …
do so using a continuous-time version of Dybvig's (1988a),(1988b) payoff distribution pricing …
[HTML][HTML] Portfolio insurance with a dynamic floor
HI Lee, H Hsu, MH Chiang - Journal of Derivatives & Hedge Funds, 2010 - Springer
Within the classic floor discipline of portfolio insurance, there exists a trade-off between
upside capture and downside protection. However, portfolio insurance with a dynamic floor …
upside capture and downside protection. However, portfolio insurance with a dynamic floor …
[PDF][PDF] How Suboptimal are Retail Products?: An Analysis of Different Sources of Suboptimality
S Kaltepoth - 2016 - core.ac.uk
The protection feature usually refers to the nominal amount of the certificate. The Best
Garant Certificate's payoff is floored by the nominal amount, regardless of how the …
Garant Certificate's payoff is floored by the nominal amount, regardless of how the …
Garanterte investeringsprodukter
KA Axelsen - 2000 - norges-bank.brage.unit.no
Garanterte investeringsprodukter gir investor mulighet til å delta i aksje-og råvaremarkedene
uten å risikere store tap hvis markedene skulle falle. I utlandet har markedet for slike …
uten å risikere store tap hvis markedene skulle falle. I utlandet har markedet for slike …
[BOOK][B] Efficient and inefficient fixed income investment strategies
JJM Kung - 2000 - search.proquest.com
Many investment strategies are myopic in that they ignore everything that happens after the
end of the one-period horizon. An efficient investment strategy, besides diversified across …
end of the one-period horizon. An efficient investment strategy, besides diversified across …