Relevant bibliographies by topics / Hedge funds. Financial crises

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
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  5. Conference papers

Academic literature on the topic 'Hedge funds. Financial crises'

Author: Grafiati
Published: 4 June 2021
Last updated: 16 February 2022

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Journal articles on the topic "Hedge funds. Financial crises"

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Palaskas, Theodosios, Chrysostomos Stoforos, and Costantinos Drakatos. "Hedge Funds Development and their Role in Economic Crises." Annals of the Alexandru Ioan Cuza University - Economics 60, no. 1 (2013): 168–81. http://dx.doi.org/10.2478/aicue-2013-0015.

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Abstract The rapid development of hedge funds and their emanating critical role in the financial markets and the financial system globally, combined with the increased frequency of economic crises during the last 25 years, brought them to the centre of discussions concerning the following issue: «To what extent the operation of hedge funds can affect the birth, peak and even geographic expansion of economic crises?». In this context, the present paper aims to contribute to the limited and sporadic discussion of whether the hedge funds could be held responsible for economic crises. To this exte
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Lechner, G., and B. Fauster. "Relationship between mutual funds and hedge funds performance in different periods." Finance, Markets and Valuation 4, no. 1 (2018): 1–14. http://dx.doi.org/10.46503/qluv5221.

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The hedge fund literature has already shown that hedge funds and mutual funds follow a different strategy. One result of the literature was that mutual funds herd into or out of stocks following the herd of hedge funds one quarter later. The aim of this paper is to find out whether herding behavior of mutual funds have changed after the financial crisis. Our paper compares mutual funds and equity hedge funds in general (not only large hedge funds). The hypothesis is that mutual funds are not herding to equity hedge funds as strong as before the crisis. We use OLS regressions and correlation an
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Franke, Günter. "Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?" Perspektiven der Wirtschaftspolitik 1, no. 3 (2000): 301–18. http://dx.doi.org/10.1111/1468-2516.00019.

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Abstract Hedge funds are characterized by short-term investments in over- or undervalued financial instruments. Their policy is highly dynamic as opposed to the more long-term investments of mutual funds. On average, the risk taken by hedge funds appears to be higher than that taken by mutual funds, although quite risky mutual funds also exist. Banks sometimes take large default risks, as evidenced by various banking crises. Also banks trade heavily on the term structure of interest rates. Hence, in these respects it appears that banks take risks that are at least as high as hedge funds. In sh
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Guesmi, Khaled, Saoussen Jebri, Abdelkarim Jabri, and Frederic Teulon. "Are Hedge Funds Uncorrelated With Financial Markets? An Empirical Assessment." Journal of Applied Business Research (JABR) 31, no. 5 (2015): 1631. http://dx.doi.org/10.19030/jabr.v31i5.9378.

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<p>In this paper, we examine the correlations between hedge fund strategy indices and asset classes. Based on the Dynamic Conditional Correlation (DCC) GARCH Model, we estimate the correlations between hedge fund, stock, and bond indices during bull and bear markets. The results reveal that there are significant correlations between hedge funds and the stock market, especially during the recent financial crisis that took place from 2007 to 2009.</p>
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Connolly, Ciara, and Mark C. Hutchinson. "Dedicated Short Bias Hedge Funds: Diversification and Alpha during Financial Crises." Journal of Alternative Investments 14, no. 3 (2011): 28–41. http://dx.doi.org/10.3905/jai.2012.14.3.028.

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King, Jeremy, and Gary Wayne van Vuuren. "Flagging potential fraudulent investment activity." Journal of Financial Crime 23, no. 4 (2016): 882–901. http://dx.doi.org/10.1108/jfc-09-2015-0051.

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Purpose This paper aims to investigate the use of the bias ratio as a possible early indicator of financial fraud – specifically in the reporting of hedge fund returns. In the wake of the 2008-2009 financial crisis, numerous hedge funds were liquidated and several cases of financial fraud exposed. Design/methodology/approach Risk-adjusted return metrics such as the Sharpe ratio and Value at Risk were used to raise suspicion for fraud. These metrics, however, assume distributional normality and thus have had limited success with hedge fund returns (a characteristic of which is highly skewed, no
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Joaquim, Gustavo Passarelli Giroud, and Marcelo Leite Moura. "Desempenho e Persistência de Hedge Funds Brasileiros Durante a Crise Financeira." Brazilian Review of Finance 9, no. 4 (2011): 525. http://dx.doi.org/10.12660/rbfin.v9n4.2011.3312.

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This study investigates the performance and persistence of the Brazilian hedge fund market using daily data from September 2007 to February 2011, a period marked by what was characterized by many as the world’s worst financial crisis since the great depression of the 1930s. Despite the financial turmoil, the results indicate the existence of a representative group of funds with abnormal returns and evidence of a joint persistence of funds with time frames of one to three months. Individual evaluations of the funds, however, indicate a reduced number of persistent funds.
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Van Heerden, Chris, Andre Heymans, Gary Van Vuuren, and Wilme Brand. "A Risk-Adjusted Performance Evaluation Of US And EU Hedge Funds And Associated Equity Markets Over The 2007-2009 Financial Crisis." International Business & Economics Research Journal (IBER) 13, no. 1 (2013): 169. http://dx.doi.org/10.19030/iber.v13i1.8367.

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Hedge funds are considered to be market-neutral due to their unrestricted investment flexibility and more efficient market timing abilities (Ennis & Sebastian, 2003). They may also be considered as suitably unconventional assets for improving portfolio diversification (Lamm, 1999). The evidence from this study confirms the dominance of hedge funds over the CAC 40, DAX, S&P 500 and Dow Jones from 2004 to 2011. Overall, the Sharpe, Sortino, Omega, Jensens alpha, Treynor and Calmar ratios illustrate that US hedge funds outperformed both EU hedge funds and the associated equity markets ove
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Muhtaseb, Majed R. "Hedge fund manager fraud through PIPEs." Journal of Financial Crime 25, no. 3 (2018): 636–45. http://dx.doi.org/10.1108/jfc-04-2017-0032.

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Purpose The purpose of this paper is to draw lessons to investors from the conduct of a hedge fund manager who according to the Securities and Exchange Commission (SEC) complaint made false and misleading statements before and after an auditor’s reports, misappropriated for personal benefit over $1m, misappropriated clients’ assets, failed to conduct due diligence on third-party buyer, instructed an employee to mislead investors and satisfied some investors’ redemptions with other investors’ subscriptions (Ponzi scheme) without disclosing it to investors. Ironically, the scheme was unveiled by
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Agarwal, Vikas, George O. Aragon, and Zhen Shi. "Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds." Journal of Financial and Quantitative Analysis 54, no. 6 (2018): 2355–81. http://dx.doi.org/10.1017/s0022109018001369.

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We examine liquidity transformation by funds of hedge funds (FoFs) by developing a new measure, illiquidity gap, that captures the mismatch between the liquidity of their portfolios and the liquidity available to their investors. We find that higher liquidity transformation is driven by FoFs’ incentives to attract more capital and earn higher compensation. Greater liquidity transformation is associated with higher exposure to investor runs and worse performance during crisis periods. Finally, FoFs mitigate the risks associated with liquidity transformation by maintaining higher cash buffers.
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Dissertations / Theses on the topic "Hedge funds. Financial crises"

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Klofas, Jeffrey M. "Hedge Funds and Financial Crises: 2007 - 2009 Performance Characteristics." Thesis, Boston College, 2016. http://hdl.handle.net/2345/bc-ir:106755.

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Thesis advisor: Peter Ireland<br>We study historical hedge fund performance characteristics with a particular focus on the 2007 – 2009 Financial Crisis (the “Crisis”). Using the Credit Suisse Hedge Fund Indexes as proxies for broader hedge fund industry performance, we apply a factor model based on common investment strategies to determine if the broad industry or any particular hedge fund strategies have been able to deliver excess returns, or alpha. We find evidence that the broad hedge fund index did deliver statistically significant excess monthly returns of 0.39% (4.67% annualized) over t
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Tse, Tim. "The market impact of hedge fund on emerging markets in financial crises during the 90s /." View Abstract or Full-Text, 2002. http://library.ust.hk/cgi/db/thesis.pl?ECON%202002%20TSE.

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Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2002.<br>Includes bibliographical references (leaves 82-84). Also available in electronic version. Access restricted to campus users.
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Samet, Nesrine. "Persistance des performances des hedge funds a l’epreuve de la crise financiere." Thesis, Paris 2, 2011. http://www.theses.fr/2011PA020004.

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La recherche menée propose une contribution à l’analyse de la performance des hedge funds dansun contexte d’instabilité des marchés financiers. Ce travail de thèse tourne autour de deux axes deréflexions. Le premier axe se propose d’examiner la structure de dépendance entre les mesures alternativesde performance absolue, en mettant en évidence l’impact du changement de base de donnéeset de période d’analyse sur le classement des indices. Dans ce cadre, nous proposons de comparer laperformance de cinq indices de stratégies issus de trois différentes bases de données. L’analyse esteffectuée sur
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Chagmani, Saoussen. "La performance des hedge funds et l’évolution des marchés financiers." Thesis, Paris 10, 2013. http://www.theses.fr/2013PA100034.

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Dans l’environnement financier d’après crise, le business model des hedge funds semble remis en cause. La crise a en effet révélé leur incapacité à générer du rendement absolu puisqu’ils sont corrélés aux marchés financiers. La prétention d’en être décorrélée ne tient pas en effet, au début de l’année 20l0, la performance des hedge funds était parallèle à celle des actions, qui ont enregistré une hausse fin 2009. Aujourd’hui la tendance est d’avantage à la stagnation, à l’instar des hedge funds. Ils ont eu des difficultés à se rétablir et à dégager des profils exceptionnels, indépendamment de
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Jeřábek, Tomáš. "Hedgeové fondy a jejich vliv na stabilitu finančních trhů." Doctoral thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-206144.

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The aim of this PhD thesis is to analyze the history and current situation of hedge funds and assess their potential to destabilize financial markets. The findings of the analysis are used to validate the assumptions underlying the major regulatory changes of hedge funds in the key global economic centres after the financial crisis in 2008 and 2009. Since their inception early last century hedge funds have gone through a period of great expansion in the sixties, followed by a decline due to large losses sustained in the early seventies. The nineties meant a real breakthrough for hedge funds as
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Rivière, Anne. "La régulation des gestionnaires de hedge funds en droit européen et américain : Enjeux et perspectives. Une étude comparée des régimes juridiques issus de la directive AIFM et du Dodd Franck Act." Thesis, Tours, 2017. http://www.theses.fr/2017TOUR1005.

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Plusieurs trillions de dollars d’actifs sous gestion : tel est le poids de l’industrie des hedge funds dans le système financier. Acteurs indispensables des marchés, les hedge funds sont pourtant des créatures méconnues. Réservés aux investisseurs professionnels ou qualifiés, ils ont longtemps tiré partie d’exemptions et échappé à une trop forte contrainte réglementaire. La crise financière de 2008 a bouleversé ce schéma et fait apparaître, en Europe et aux États-Unis, une même volonté d’encadrer davantage ces structures, par le biais de leurs gestionnaires. Aussi cette étude propose-t-elle un
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Amin, Gaurav Shirish. "Investing in hedge funds : analysing the 'black box'." Thesis, University of Reading, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.250708.

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Bühlmann, Tamara. "In what ways do hedge funds threaten financial stability?" St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02604627003/$FILE/02604627003.pdf.

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Dell'Erba, Marco. "The regulation of hedge funds : definition and governance." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010306.

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La thèse se compose de deux parties, une première partie sur la question de la définition des fonds spéculatifs et une deuxième partie sur la question de la gouvernance en relation au risque systémique. La première partie se compose de deux sous-parties. Une première est vouée à l'analyse de certains problèmes liminaires, comme les questions de méthode et d'autres de questions liées à la fonction économique des hedge funds. Dans cette sous-partie est également traitée la question des différents éléments qui concourent à définir les hedge funds (notamment la stratégie d'investissements, la stru
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Austová, Lucia. "Analysis and classification of hedge funds and hedge strategies." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-9268.

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An objective of my graduation thesis is an analysis of hedge funds and hedge strategies while reflecting the distribution of the investments to right portfolio taking into account the risk. The main aim is to provide clear and consistent classification of whole variety of different hedge styles and strategies. There are plenty of different investment and trading strategies of hedge funds and their classification differs from analyst to analyst and from database to database. The work focuses on finding an alternative consistent classification of hedge funds which will lead to improvement of inv
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Books on the topic "Hedge funds. Financial crises"

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The invisible hands: Hedge funds off the record--rethinking real money. Wiley, 2010.

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Clawback. Viking, 2012.

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Hedge funds and the financial market: Hearing before the Committee on Oversight and Government Reform, House of Representatives, One Hundred Tenth Congress, second session, November 13, 2008. U.S. G.P.O., 2010.

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Systemic risk: Examining regulators' ability to respond to threats to the financial system : hearing before the Committee on Financial Services, U.S. House of Representatives, One Hundred Tenth Congress, first session, October 2, 2007. U.S. G.P.O., 2008.

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Furfine, Craig. The costs and benefits of moral suasion: Evidence from the rescue of Long-Term Capital Management. Bank for International Settlements, Monetary and Economic Dept., 2001.

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Confidence game: How a hedge fund manager called Wall Street's bluff. Wiley/John Wiley & Sons, Inc., 2010.

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The greatest trade ever: The behind-the-scenes story of how John Paulson defied Wall Street and made financial history. Broadway Books, 2009.

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Zuckerman, Gregory. The greatest trade ever: The behind-the-scenes story of how John Paulson defied Wall Street and made financial history. Broadway Books, 2009.

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Wolfson, Martin H., and Gerald A. Epstein. The Oxford handbook of the political economy of financial crises. Oxford University Press, 2013.

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After the crash: The future of finance. Brookings Institution Press, 2010.

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Book chapters on the topic "Hedge funds. Financial crises"

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Jónsson, Ásgeir, and Hersir Sigurgeirsson. "Meet the Hedge Funds." In The Icelandic Financial Crisis. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-39455-2_6.

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Huang, Jing-Zhi, and Ying Wang. "Hedge Funds and the Financial Crisis." In Alternative Investments. John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118656501.ch26.

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Brown, Stephen J., Marcin Kacperczyk, Alexander Ljungqvist, Anthony W. Lynch, Lasse H. Pedersen, and Matthew Richardson. "Hedge Funds in the Aftermath of the Financial Crisis." In Restoring Financial Stability. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118258163.ch6.

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King, Michael R., and Philipp Maier. "Would Greater Regulation of Hedge Funds Reduce Systemic Risk?" In Lessons from the Financial Crisis. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266588.ch77.

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Nohel, Tom. "Hedge Funds and Financial Derivatives." In Financial Derivatives. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch35.

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Capocci, Daniel. "Hedge Funds, LTCM and Recent Crises." In The Complete Guide to Hedge Funds and Hedge Fund Strategies. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137264442_5.

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Lam, Raphael W., and Marco Rossi. "Sovereign Wealth Funds-Investment Strategies and Financial Distress." In Derivatives and Hedge Funds. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178_15.

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Valdez, Stephen, and Philip Molyneux. "Hedge Funds and Private Equity." In An Introduction to Global Financial Markets. Macmillan Education UK, 2013. http://dx.doi.org/10.1007/978-1-137-08887-1_9.

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Valdez, Stephen, and Philip Molyneux. "Hedge Funds and Private Equity." In An Introduction to Global Financial Markets. Macmillan Education UK, 2010. http://dx.doi.org/10.1007/978-0-230-36487-5_8.

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Valdez, Stephen, and Philip Molyneux. "Hedge Funds and Private Equity." In An Introduction to Global Financial Markets. Macmillan Education UK, 2016. http://dx.doi.org/10.1007/978-1-137-50833-1_9.

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Conference papers on the topic "Hedge funds. Financial crises"

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Çelik, İsmail Erkan, Kamil Uslu, and Midzhit Hodzhaniyazov. "The Effect of International Capital Movements on Financial Crisis and Banks." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01808.

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International Capital Movements the course of history has changed and improved until today and took its place in the evolving field of finance. In particular, The Industrial Revolution began with the rapid changes seen that right quickly spread from place to place in fluid funds. Globalization has accelerated the rapid development of technical and technological development. &#x0D; Specifically, after 1980, international capital mobility until it is able to confirm it. All the methods developed for removing most important part of the financial restructuring of the financial crisis, banks are mi
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Topcu, Mustafa Kemal, Poyraz Gürson, Halil İbrahim Ülker, and Turan Erman Erkan. "EU Debt Crisis and Contagious Effect via Transmission Mechanisms: Possible Effects on Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00641.

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The common features of the crises, which are resulted from global crisis rooted from the US and emerged in Euro Zone sequentially, are the rate of public debt and budget deficit of GNP far from reflecting Maastricht criteria. Beginning in Greece in 2009, it has been seen in Ireland, Italy, Portugal, and Spain in a recent time. Although money union is established, leaving financial policies to country’s own initiative resulted in unsolved problems. Seeking solutions with IMF led to some sustainability programs. However, expectations show that debts will not be overcome for a long period. Toward
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Hiç, Özlen. "The Present Global Crisis and Its Effect on the Turkish Economy." In International Conference on Eurasian Economies. Eurasian Economists Association, 2010. http://dx.doi.org/10.36880/c01.00107.

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The global economic crisis first started in the USA in September 2008 as a widespread insolvency problem caused by mortgage debts of households that had become unpayable. The financial crisis, in turn, caused a serious recession. The economic crisis soon spread to other developed countries because their banks held assets of US banks that had become nearly worthless while exports of these countries to the USA decreased significantly. Then it spread to developing countries because direct private investments (DPIs) and financial funds flowing from developed to developing countries declined precip
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