Dieter G. Kaiser

Robus Capital Management Limited

Managing Partner

25 Macklin Street

London, WC2B 5NN

United Kingdom

http://www.frankfurt-school.de/content/en/cpqf/team/Kaiser.html

Frankfurt School of Finance & Management

Research Fellow

Sonnemannstra?e 9-11

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 15,311

SSRN RANKINGS

Top 15,311

in Total Papers Downloads

2,400

CITATIONS
Rank 45,209

SSRN RANKINGS

Top 45,209

in Total Papers Citations

3

Scholarly Papers (9)

1.

The Life Cycle of Hedge Funds

Number of pages: 38 Posted: 01 Feb 2008
Dieter G. Kaiser
Robus Capital Management Limited
Downloads 806 (21,853)

Abstract:

hedge funds, omega, life cycle theory

2.

Strategic Hedge Fund Portfolio Construction that Incorporates Higher Moments

Number of pages: 43 Posted: 04 Jan 2008
Dieter G. Kaiser and Denis Schweizer
Robus Capital Management Limited and Concordia University
Downloads 727 (25,039)
Citation 1

Abstract:

Asset Allocation, Hedge Fund, Higher Moments

3.

Dynamic Linkages between Hedge Funds and Traditional Financial Assets: Evidence from Emerging Markets

Risk Management in Emerging Markets: Issues, Framework and Modeling (Sabri Boubaker, Bonnie G. Buchanan, and Duc Khuong Nguyen (eds.)), Forthcoming
Number of pages: 41 Posted: 25 Mar 2008 Last Revised: 04 Dec 2016
Roland Füss, Dieter G. Kaiser and Felix Schindler
University of St. Gallen - School of Finance, Robus Capital Management Limited and Steinbeis University Berlin - Center for Real Estate Studies
Downloads 295 (77,390)

Abstract:

Emerging markets, Asia, Latin America, Eastern Europe, hedge funds, Johansen cointegration test, asset allocation, portfolio diversification

4.

Hedging Equity Market Risk in Hedge Fund Investing: A New Approach

Number of pages: 30 Posted: 19 Apr 2011
Dieter G. Kaiser and Daniel Hartmann
Robus Capital Management Limited and affiliation not provided to SSRN
Downloads 284 (79,171)
Citation 1

Abstract:

Hedging, futures, funds of hedge funds, risk overlay management, financial crises, fee structure, equity market exposure

5.

Hedge Fund Biases after the Financial Crisis

Number of pages: 27 Posted: 19 Apr 2011
Dieter G. Kaiser and Florian Haberfelner
Robus Capital Management Limited and affiliation not provided to SSRN
Downloads 222 (102,258)

Abstract:

Hedge Funds, Survivorship Bias, Backfilling Bias, Liquidation Bias, Self-Selection Bias, Portfolio Opportunity Distributions, Sampling

6.

Efficient Hedge Fund Strategy Allocations – Systematic Framework for Investors that Incorporates Higher Moments

Financial Markets, Institutions & Instruments, Vol. 21, Issue 5, pp. 241-260, 2012
Number of pages: 20 Posted: 17 Nov 2012
Dieter G. Kaiser, Denis Schweizer and Lue Wu
Robus Capital Management Limited, Concordia University and Goethe University Frankfurt - Department of Finance
Downloads 2 (513,789)
Citation 1

Abstract:

Strategy Allocation, Hedge Funds, Higher Moments

7.

Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?

Journal of Alternative Investments, Vol. 12, No. 2, pp. 41-53, 2009
Posted: 29 Aug 2008 Last Revised: 29 May 2013
Roland Füss, Dieter G. Kaiser and Anthony Strittmatter
University of St. Gallen - School of Finance, Robus Capital Management Limited and Albert-Ludwigs University of Freiburg

Abstract:

Quantile regression, funds of hedge funds, performance, asset under management, fund age, fund manager's experience

8.

The Predictive Power of Value-at-Risk Models in Commodity Futures Markets

Journal of Asset Management, Vol. 11, No. 4, pp. 244 - 260, 2010
Posted: 20 Aug 2008 Last Revised: 29 May 2013
Roland Füss, Zeno Adams and Dieter G. Kaiser
University of St. Gallen - School of Finance, European Business School (EBS) and Robus Capital Management Limited

Abstract:

Commodities, risk management, value-at-risk (VaR), GARCH modelling, conditional autoregressive value-at-risk (CAViaR), quantile regression

9.

The Tactical and Strategic Value of Hedge Fund Strategies: A Cointegration Approach

Financial Markets and Portfolio Management, Vol. 21, No. 1, pp. 425-444, 2007
Posted: 26 Nov 2007
Roland Füss and Dieter G. Kaiser
University of St. Gallen - School of Finance and Robus Capital Management Limited

Abstract:

Hedge fund strategies, Stock markets, Tactical and strategic asset allocation, Portfolio optimization, Multivariate cointegration analysis, Johansen test