The transition towards a more sustainable financial market demands transparency and trust
from investors, objectives also pursued by the Sustainable Finance Disclosure Regulation …

We use supervised learning to identify factors that predict the cross-section of returns and
maximum drawdown for stocks in the US equity market. Our data run from January 1970 to …

Concerns about the internal governance of hedge funds have dramatically increased in
recent years.'During the financial crisis of 2008, investors became frustrated when numerous …

This article is the first to use quantile regression to analyze the impact of experience and
size of funds of hedge funds (FHFs) on performance. In comparison to OLS regression …

A large literature now reports the evidence for the profitability of contrarian trading strategies.
We investigate the stability of such contrarian trading strategies and their ability to generate …

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 The hedge fund represents a unique investment opportunity for the institutional and …

Some observers believe, for various reasons, that the existence of a so-called “sec-ondary
market”-that is, the life settlement industry-for life insurance policies may, in and ofitself, be a …

In this paper, we provide a realistic framework that investors can use to optimize hedge fund
portfolio strategy allocations. Our approach includes important aspects that investors need to …

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 …