On the determinants of local government debt: Does one size fit all?

MT Balaguer-Coll, D Prior… - International Public …, 2016 - Taylor & Francis
This article analyzes the factors that directly influence levels of debt in Spanish local
governments. Specifically, the main objective is to find out the extent to which indebtedness …

[PDF][PDF] Factors affecting equity mutual fund performance: evidence from Indonesia

G Gusni, S Silviana, F Hamdani - Investment management and …, 2018 - irbis-nbuv.gov.ua
The evaluation of equity mutual fund performance and identification factors that affect mutual
fund performance is of great interest to an investor in Indonesia. This study investigates the …

Diversification in funds of hedge funds: Is it possible to overdiversify?

SJ Brown, GN Gregoriou… - The Review of Asset …, 2012 - academic.oup.com
Many institutions are attracted to diversified portfolios of hedge funds, referred to as Funds of
Hedge Funds (FoHFs). In this article, we examine a new database that separates out for the …

Does size affect mutual fund performance? A general approach

L Bodson, L Cavenaile, D Sougné - Journal of Asset Management, 2011 - Springer
In this article, we study the potential relationship between mutual fund size and performance
in a general framework. We sequentially test for a linear and a quadratic relationship using …

Hedge fund biases after the financial crisis

D Kaiser, F Haberfelner - Managerial Finance, 2011 - emerald.com
Purpose–The purpose of this paper is to explore how hedge fund database biases
developed during the 2007‐2009 financial crisis. Design/methodology/approach–The …

The risk of funds of hedge funds: An empirical analysis of the maximum drawdown

T Heidorn, DG Kaiser, C Roder - The Journal of Wealth …, 2009 - search.proquest.com
Funds of hedge funds (FHF) are perceived to be the premier choice for institutional investors
looking to enter the alternative investment asset class. This article empirically investigates …

Strategy, tax planning and liquidity constraints in investment funds

RF Malaquias, D Martins Borges Junior - Journal of Economic Studies, 2019 - emerald.com
Purpose The purpose of this paper is to analyze the effect of the interaction between liquidity
constraints and tax planning on the performance of Brazilian investment funds, since …

[BOOK][B] Asset allocation, risiko-overlay und manager-selektion: Das diversifikationsbuch

D Söhnholz, S Rieken, DG Kaiser - 2010 - Springer
Dieser Satz trifft seit den denkwürdigen Ereignissen im Herbst des Jahres 2008 auch auf
eine große Zahl von Finanzpublikationen zu, die vor diesem Datum erstellt worden sind und …

On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1 …

D Ledenyov, V Ledenyov - … Kalman–Bucy filters for Gaussian linear …, 2015 - papers.ssrn.com
On the tracking and replication of hedge fund optimal investment portfolio strategies in
global The hedge fund represents a unique investment opportunity for the institutional and …

The value-added of investable hedge fund indices

T Heidorn, DG Kaiser, A Voinea - 2010 - econstor.eu
This paper empirically investigates the risk and performance of three types of alternative
beta products over the January 2002 to September 2009 time period: funds of hedge funds …