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Kaiser, Dieter G.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,146 |
Total
Citations
3 |
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1.
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Kaiser, Dieter G.
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779
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hedge funds, omega, life cycle theory
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2.
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Kaiser, Dieter G. Schweizer, Denis WHU - Otto Beisheim School of Management
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684
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Asset Allocation, Hedge Fund, Higher Moments
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3.
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Füss, Roland University of St. Gallen Kaiser, Dieter G. University of St. Gallen
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25 Mar 08
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Last Revised:
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27 Nov 09
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270
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Emerging markets, Asia, Latin America, Eastern Europe, hedge funds, Johansen cointegration test, asset allocation, portfolio diversification
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4.
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Kaiser, Dieter G. Hartmann, Daniel affiliation not provided to SSRN
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237
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1
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Hedging, futures, funds of hedge funds, risk overlay management, financial crises, fee structure, equity market exposure
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5.
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Kaiser, Dieter G. Haberfelner, Florian affiliation not provided to SSRN
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174
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Hedge Funds, Survivorship Bias, Backfilling Bias, Liquidation Bias, Self-Selection Bias, Portfolio Opportunity Distributions, Sampling
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6.
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Kaiser, Dieter G. Schweizer, Denis WHU - Otto Beisheim School of Management Wu, Lue Goethe University Frankfurt - Department of Finance
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2
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1
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Strategy Allocation, Hedge Funds, Higher Moments
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7.
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Füss, Roland University of St. Gallen Kaiser, Dieter G. University of St. Gallen Strittmatter, Anthony Albert-Ludwigs University of Freiburg
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29 Aug 08
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Last Revised:
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02 Dec 10
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Quantile regression, funds of hedge funds, performance, asset under management, fund age, fund manager's experience
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8.
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Füss, Roland University of St. Gallen Adams, Zeno European Business School (EBS) Kaiser, Dieter G. European Business School (EBS)
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20 Aug 08
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Last Revised:
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15 Dec 10
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Commodities, risk management, value-at-risk (VaR), GARCH modelling, conditional autoregressive value-at-risk (CAViaR), quantile regression
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9.
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Füss, Roland University of St. Gallen Kaiser, Dieter G. University of St. Gallen
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Hedge fund strategies, Stock markets, Tactical and strategic asset allocation, Portfolio optimization, Multivariate cointegration analysis, Johansen test
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Records 1 -
9
of 9 matches
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