FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2978003496> ?p ?o ?g. }

• W2978003496 endingPage "41" @default.
• W2978003496 startingPage "28" @default.
• W2978003496 abstract "During the recent financial crisis dedicated short bias (DSB) hedge funds exhibited extremely strong results while many other hedge fund strategies suffered badly. This article, prompted by this recent episode, investigates DSB hedge fund performance over an extended sample period, from January 1994 to December 2008. Performance and risk evaluation are carried out on an equally weighted DSB hedge fund portfolio using three different factor model specifications and both linear and nonlinear estimation techniques. The authors conclude that DSB hedge funds are a significant source of diversification for equity market investors and produce statistically significant levels of alpha. Their findings are robust to the specification of traditional and alternative risk factors, nonlinearity, and the omission of the crisis periods, which are particularly favorable for the DSB strategy. <b>TOPICS:</b>Real assets/alternative investments/private equity, options, financial crises and financial market history, statistical methods" @default.
• W2978003496 created "2019-10-10" @default.
• W2978003496 creator A5077094465 @default.
• W2978003496 creator A5081157663 @default.
• W2978003496 date "2011-12-31" @default.
• W2978003496 modified "2023-09-25" @default.
• W2978003496 title "Dedicated Short Bias Hedge Funds: Diversification and Alpha during Financial Crises" @default.
• W2978003496 cites W2039352825 @default.
• W2978003496 cites W2098996963 @default.
• W2978003496 cites W2101434526 @default.
• W2978003496 cites W2118320195 @default.
• W2978003496 cites W2132978003 @default.
• W2978003496 cites W3121964130 @default.
• W2978003496 cites W3123185521 @default.
• W2978003496 cites W3123722107 @default.
• W2978003496 cites W3124076339 @default.
• W2978003496 cites W3124197366 @default.
• W2978003496 cites W3124383048 @default.
• W2978003496 cites W3124792793 @default.
• W2978003496 doi "https://doi.org/10.3905/jai.2012.14.3.028" @default.
• W2978003496 hasPublicationYear "2011" @default.
• W2978003496 type Work @default.
• W2978003496 sameAs 2978003496 @default.
• W2978003496 citedByCount "5" @default.
• W2978003496 countsByYear W29780034962016 @default.
• W2978003496 countsByYear W29780034962017 @default.
• W2978003496 countsByYear W29780034962019 @default.
• W2978003496 countsByYear W29780034962020 @default.
• W2978003496 countsByYear W29780034962021 @default.
• W2978003496 crossrefType "journal-article" @default.
• W2978003496 hasAuthorship W2978003496A5077094465 @default.
• W2978003496 hasAuthorship W2978003496A5081157663 @default.
• W2978003496 hasConcept C10138342 @default.
• W2978003496 hasConcept C106159729 @default.
• W2978003496 hasConcept C134221152 @default.
• W2978003496 hasConcept C139719470 @default.
• W2978003496 hasConcept C144133560 @default.
• W2978003496 hasConcept C155301685 @default.
• W2978003496 hasConcept C162324750 @default.
• W2978003496 hasConcept C162853370 @default.
• W2978003496 hasConcept C17744445 @default.
• W2978003496 hasConcept C180916674 @default.
• W2978003496 hasConcept C18123600 @default.
• W2978003496 hasConcept C183582576 @default.
• W2978003496 hasConcept C199539241 @default.
• W2978003496 hasConcept C199728807 @default.
• W2978003496 hasConcept C204434749 @default.
• W2978003496 hasConcept C206757995 @default.
• W2978003496 hasConcept C2778300220 @default.
• W2978003496 hasConcept C2780821815 @default.
• W2978003496 hasConcept C34375142 @default.
• W2978003496 hasConcept C36444102 @default.
• W2978003496 hasConcept C39389867 @default.
• W2978003496 hasConcept C43089589 @default.
• W2978003496 hasConcept C556758197 @default.
• W2978003496 hasConcept C73283319 @default.
• W2978003496 hasConceptScore W2978003496C10138342 @default.
• W2978003496 hasConceptScore W2978003496C106159729 @default.
• W2978003496 hasConceptScore W2978003496C134221152 @default.
• W2978003496 hasConceptScore W2978003496C139719470 @default.
• W2978003496 hasConceptScore W2978003496C144133560 @default.
• W2978003496 hasConceptScore W2978003496C155301685 @default.
• W2978003496 hasConceptScore W2978003496C162324750 @default.
• W2978003496 hasConceptScore W2978003496C162853370 @default.
• W2978003496 hasConceptScore W2978003496C17744445 @default.
• W2978003496 hasConceptScore W2978003496C180916674 @default.
• W2978003496 hasConceptScore W2978003496C18123600 @default.
• W2978003496 hasConceptScore W2978003496C183582576 @default.
• W2978003496 hasConceptScore W2978003496C199539241 @default.
• W2978003496 hasConceptScore W2978003496C199728807 @default.
• W2978003496 hasConceptScore W2978003496C204434749 @default.
• W2978003496 hasConceptScore W2978003496C206757995 @default.
• W2978003496 hasConceptScore W2978003496C2778300220 @default.
• W2978003496 hasConceptScore W2978003496C2780821815 @default.
• W2978003496 hasConceptScore W2978003496C34375142 @default.
• W2978003496 hasConceptScore W2978003496C36444102 @default.
• W2978003496 hasConceptScore W2978003496C39389867 @default.
• W2978003496 hasConceptScore W2978003496C43089589 @default.
• W2978003496 hasConceptScore W2978003496C556758197 @default.
• W2978003496 hasConceptScore W2978003496C73283319 @default.
• W2978003496 hasIssue "3" @default.
• W2978003496 hasLocation W29780034961 @default.
• W2978003496 hasOpenAccess W2978003496 @default.
• W2978003496 hasPrimaryLocation W29780034961 @default.
• W2978003496 hasRelatedWork W1590840111 @default.
• W2978003496 hasRelatedWork W1874959454 @default.
• W2978003496 hasRelatedWork W1908596097 @default.
• W2978003496 hasRelatedWork W2005361699 @default.
• W2978003496 hasRelatedWork W2027593988 @default.
• W2978003496 hasRelatedWork W2063941465 @default.
• W2978003496 hasRelatedWork W2139294250 @default.
• W2978003496 hasRelatedWork W3123957150 @default.
• W2978003496 hasRelatedWork W648011460 @default.
• W2978003496 hasRelatedWork W2187625295 @default.
• W2978003496 hasVolume "14" @default.
• W2978003496 isParatext "false" @default.
• W2978003496 isRetracted "false" @default.
• W2978003496 magId "2978003496" @default.

• next