Zhihui Lv

Guangdong University of Foreign Studies

Collaborative Innovation Center for Silk Road

Guangzhou, Guangdong

China

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New Trading Strategy in Investment: A Study of the Hedge Funds From Emerging and Developed Markets

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New Trading Strategy in Investment: A Study of the Hedge Funds From Emerging and Developed Markets

Number of pages: 9 Posted: 27 Jul 2022
Zhihui Lv, Tsun Se Cheong, David Chui and Wing-Keung Wong
Guangdong University of Foreign Studies, The Hang Seng University of Hong Kong, The Hang Seng University of Hong Kong - Department of Economics and Finance and Asia University, Department of Finance
Downloads 111 (475,923)
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Hedge fund strategies; Relative value; Equity hedge; T-Bill; Portfolio optimization; Stochastic dominance

New Trading Strategy in Investment: A Study of the Hedge Funds From Emerging and Developed Markets

Number of pages: 17 Posted: 11 Dec 2022
Wing-Keung Wong, David Chui, Zhihui Lv and João Paulo Vieito
Asia University, Department of Finance, The Hang Seng University of Hong Kong - Department of Economics and Finance, Guangdong University of Foreign Studies and Scholl of Business Studies - Polytechnic Instituto of Viana do Castelo
Downloads 106 (492,434)

Abstract:

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Hedge fund strategies; Relative value; Equity hedge; T-Bill; Portfolio optimization; Stochastic dominance