Log in

Relevant bibliographies by topics / Hedge funds. Financial crises / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Hedge funds. Financial crises.

Dissertations / Theses on the topic 'Hedge funds. Financial crises'

Author: Grafiati

Published: 4 June 2021

Last updated: 16 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 45 dissertations / theses for your research on the topic 'Hedge funds. Financial crises.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

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

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

2

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.

Full text

Abstract:

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.

APA, Harvard, Vancouver, ISO, and other styles

3

Samet, Nesrine. "Persistance des performances des hedge funds a l’epreuve de la crise financiere." Thesis, Paris 2, 2011. http://www.theses.fr/2011PA020004.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

4

Chagmani, Saoussen. "La performance des hedge funds et l’évolution des marchés financiers." Thesis, Paris 10, 2013. http://www.theses.fr/2013PA100034.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

5

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

6

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

7

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.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

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.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

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

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

10

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

11

Kosobucki, Edwin A. "Hedging risk : hedge funds and the politics of financial regulatory harmonization." Thesis, McGill University, 2006. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=99728.

Full text

Abstract:

Hedge funds introduce considerable volatility into global financial markets. Given the volume of capital they mobilize, hedge funds are capable of precipitating 'herding'---the underlying dynamic behind the transmission of financial distress and the precursor to systemic crises. Greater regulatory oversight of hedge-fund activities could reduce these excesses without necessarily impinging on the self-correcting mechanism of the free market. Presently, there is no regime or monetary authority in place that would compel states to undertake efforts to enhance existing regulatory structures so as

APA, Harvard, Vancouver, ISO, and other styles

12

Elkinawy, Susan. "Mutual fund preferences for Latin American equities surrounding financial crises /." view abstract or download file of text, 2003. http://wwwlib.umi.com/cr/uoregon/fullcit?p3102162.

Full text

Abstract:

Thesis (Ph. D.)--University of Oregon, 2003.<br>Typescript. Includes vita and abstract. Includes bibliographical references (leaves 83-87). Also available for download via the World Wide Web; free to University of Oregon users.

APA, Harvard, Vancouver, ISO, and other styles

13

Streatfield, Michael P. "Hedge funds : fees, return revisions, and asset disclosure." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:62ce2e64-820b-4d0a-b914-676c958a540f.

Full text

Abstract:

This thesis is a collection of three essays on hedge funds with contributions to the empirical understanding of their fees, and their voluntary disclosure of returns and assets under management, using a large consolidation of widely-employed publicly available hedge fund databases. First, time-series variation in reported fees is analysed using fund launches within hedge fund management companies, and conditioning fees at launch on fund family characteristics. Larger and better performing fund families launch high fee funds. Funds with high management fees at launch do not perform any differen

APA, Harvard, Vancouver, ISO, and other styles

14

Rouah, Fabrice. "Essays on hedge funds, operational risk, and commodity trading advisors." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=103290.

Full text

Abstract:

Hedge funds report performance information voluntarily. When they stop reporting they are transferred from the "live" pool of funds to the "defunct" pool. Consequently, liquidated funds constitute a subset of the defunct pool. I present models of hedge fund survival, attrition, and survivorship bias based on liquidation alone. This refines estimates of predictor variables in models of survival, leads to attrition rates of hedge funds to be roughly one half those previously thought, and produces larger estimates of survivorship bias. Survival models based on liquidated funds only, lead to an in

APA, Harvard, Vancouver, ISO, and other styles

15

Li, Yuan. "The new development of econometrics and its applications in financial markets." Diss., Online access via UMI:, 2009.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

16

Boehlandt, Florian. "The applicability of mean-variance analysis and beta-factors in the risk assessment of hedge funds." Thesis, Stellenbosch : Stellenbosch University, 2007. http://hdl.handle.net/10019.1/19812.

Full text

Abstract:

Thesis (MBA) -- Stellenbosch University, 2007.<br>ENGLISH ABSTRACT: Hedge funds are amongst the fastest growing types of investment funds, both in tenns of worldwide assets under management, as well as the number of private and institutional investors. More recently, analysts and investors focussed their attention on accurately estimating the inherent risks of hedge funds (e.g, Brooks & Kat, 2001; Fung & Hsieh, 2004). Past research suggests that the traditional approach of assessing the risks of investment funds through mean-variance analysis can lead to severe underestimation of left-han

APA, Harvard, Vancouver, ISO, and other styles

17

Walters, Robert. "Greed, Excess, and the Evolution of Financial Capitalism: A History of Hedge Funds in the Modern Era." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/678.

Full text

Abstract:

Our story begins in the years following World War II with an eccentric dilettante named Alfred basis of a powerful and opaque industry that would come to play a powerful role in world society and economy.

APA, Harvard, Vancouver, ISO, and other styles

18

Pakel, Cavit. "Essays in panel data and financial econometrics." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:c970f380-9644-4439-a272-7427ef66ac44.

Full text

Abstract:

This thesis is concerned with volatility estimation using financial panels and bias-reduction in non-linear dynamic panels in the presence of dependence. Traditional GARCH-type volatility models require large time-series for accurate estimation. This makes it impossible to analyse some interesting datasets which do not have a large enough history of observations. This study contributes to the literature by introducing the GARCH Panel model, which exploits both time-series and cross-section information, in order to make up for this lack of time-series variation. It is shown that this approach l

APA, Harvard, Vancouver, ISO, and other styles

19

Kruttli, Mathias Simon. "Essays on hedge fund illiquidity, return predictability, and time-varying risk exposure." Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:236c2e23-5052-4046-bcb0-740d79c87232.

Full text

Abstract:

This thesis consists of three papers that make independendet contributions to the field of financial economics. As such, the papers, Chapter 2, Chapter 3, and Chapter 4, can be read independently of each other. In Chapter 2, we construct a simple measure of the aggregate illiquidity of hedge fund portfolios, and show that it has strong in- and out-of-sample forecasting power for 72 portfolios of international equities, U.S. corporate bonds, and currencies, over the 1994 to 2011 period. The forecasting ability of hedge fund illiquidity for asset returns is, in most cases, greater than, and prov

APA, Harvard, Vancouver, ISO, and other styles

20

Schwill, Stephan. "Entropy analysis of financial time series." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/entropy-analysis-of-financial-time-series(7e0c84fe-5d0b-41bc-96c6-5e41ffa5b8fe).html.

Full text

Abstract:

This thesis applies entropy as a model independent measure to address research questions concerning the dynamics of various financial time series. The thesis consists of three main studies as presented in chapters 3, 4 and 5. Chapters 3 and 4 apply an entropy measure to conduct a bivariate analysis of drawdowns and drawups in foreign exchange rates. Chapter 5 investigates the dynamics of investment strategies of hedge funds using entropy of realised volatility in a conditioning model. In all three studies, methods from information theory are applied in novel ways to financial time series. As I

APA, Harvard, Vancouver, ISO, and other styles

21

Stoll-Davey, Camille. "Global comparison of hedge fund regulations." Thesis, University of Oxford, 2008. http://ora.ox.ac.uk/objects/uuid:d08de3ea-6818-46cf-96b1-1bbb785a7504.

Full text

Abstract:

The regulation of hedge funds has been at the centre of a global policy debate for much of the past decade. Several factors feature in this debate including the magnitude of current global investments in hedge funds and the potential of hedge funds to both generate wealth and destabilise financial markets. The first part of the thesis describes the nature of hedge funds and locates the work in relation to four elements in existing theory including regulatory competition theory, the concept of differential mobility as identified by Musgrave, Kane’s concept of the regulatory dialectic between re

APA, Harvard, Vancouver, ISO, and other styles

22

Deckert, Gabriel. "Analýza strategií hedžových fondů." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-73460.

Full text

Abstract:

This diploma thesis deals with hedge funds' strategies' analysis. First part is about an introduction into collective investment schemes, shares funds and investment funds. The reader can find the pros and cons of collective investment schemes in the next part. The second section focuses on investment approaches of four hedge fund strategies: global macro, directional, event-driven and relative value, whereby the strategies' classification corresponds with the most common databases of financial providers. They are divided into subcategories and each strategy is characterized by its principle.

APA, Harvard, Vancouver, ISO, and other styles

23

Hong, Xin. "THREE ESSAYS ON INVESTMENTS." UKnowledge, 2014. http://uknowledge.uky.edu/finance_etds/2.

Full text

Abstract:

This dissertation consists of three essays on investments. The first essay examines the incidence, determinants, and consequences of hedge fund share restriction changes. This paper finds that nearly one in five hedge funds change their share restrictions (e.g., lockup) over the period of 2007-2012. Share restriction changes are not random. Fund’s asset illiquidity, liquidity risk, and performance are related to share restriction changes. A hazard model indicates that funds who actively manage liquidity concerns live longer by adjusting share restrictions. The paper examines whether changes in

APA, Harvard, Vancouver, ISO, and other styles

24

Ferreira, James Stuart. "An analysis of the risk adjusted returns of active versus passive South African general equity unit trusts during varying economic periods: an individual investor's perspective." Thesis, Rhodes University, 2015. http://hdl.handle.net/10962/d1019753.

Full text

Abstract:

This thesis used the events of the 2007 financial crisis as a means of being able to add to the research already done on South African unit trusts. The objective was to study the risk-adjusted performance of South African general equity unit trusts against the market during the period between 2005 and 2014. This period took into account the bull market preceding the financial crisis, the market crash of 2007 and the subsequent market recovery that followed. Data was obtained online through the I-Net BFA data base and included 161 general equity unit trusts that contained a full data set. In ad

APA, Harvard, Vancouver, ISO, and other styles

25

Ben, Arfa Nouha. "Activisme actionnarial des hedge funds et création de valeur dans le cadre de la gouvernance actionnariale et partenariale d'entreprise : application au cas des entreprises françaises." Thesis, Bordeaux, 2016. http://www.theses.fr/2016BORD0154.

Full text

Abstract:

L’étude du rôle de l’activisme actionnarial des hedge funds (HF) en matière de gouvernancedans la création de valeur des entreprises françaises constitue l’objet principal de cette thèse.Les réflexions menées, issues de la théorie de la gouvernance nous ont permis d’apporter lespremiers éléments de réponse à notre question centrale. L’approche exploratoire de cephénomène nous a conduits à déterminer un modèle français de l’activisme des HF. De notreapproche hypothético-déductive, nous avons pu élaborer un profil type des entreprises viséescotées et examiner les déterminants de la réaction du m

APA, Harvard, Vancouver, ISO, and other styles

26

Hippler, William J. III. "Market Frictions and the Efficiency of Capital Allocation." ScholarWorks@UNO, 2014. http://scholarworks.uno.edu/td/1809.

Full text

Abstract:

The following dissertation contains two unique empirical studies that contribute to the overall literature in the field of Financial Economics in the areas of mutual fund investing and financial intermediation and regulation. The first Chapter, entitled “The Impact of Macroeconomic Stress on the U.S. Financial Sector”, examines the relative impact of macroeconomic stress on financial and non-financial U.S. firms. Empirical results show that macroeconomic shocks appear to have a larger impact on financial firms. Additionally, the sensitivity of financial firms to macroeconomic events can be tra

APA, Harvard, Vancouver, ISO, and other styles

27

Dirhan, Martin. "Analýza hedgeových fondů se zaměřením na právní úpravu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224395.

Full text

Abstract:

This Thesis aims at hedge funds analysis focused on legal regulation. Hedge funds are not very well-known in our country, they represent a specific kind of investment funds. A term which describes these funds most closely within our legal environment is "Funds of qalified investors". The first part of this Thesis is focused predominantely on general descsription of hedge funds, their histroy and specific features. The second part of the Thesis deals with strategy, legislation and some other aspects of hedge funds.

APA, Harvard, Vancouver, ISO, and other styles

28

Ilerisoy, Mahmut. "Essays on liquidity risk, credit market contagion, and corporate cash holdings." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/1855.

Full text

Abstract:

This thesis consists of three chapters and investigates the issues related to liquidity risk, credit market contagion, and corporate cash holdings. The first chapter is coauthored work with Professor Jay Sa-Aadu and Associate Professor Ashish Tiwari and is titled ‘Market Liquidity, Funding Liquidity, and Hedge Fund Performance.’ The second chapter is sole-authored and is titled ‘Credit Market Contagion and Liquidity Shocks.’ The third chapter is coauthored with Steven Savoy and titled ‘Ambiguity Aversion and Corporate Cash Holdings.’ The first chapter examines the interaction between hedge fun

APA, Harvard, Vancouver, ISO, and other styles

29

Greenberg, Kendall. "You Can Run But You Can’t Hide: The Advance of Shareholder Activism." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1970.

Full text

Abstract:

Shareholder activism has exploded in popularity since the turn of the century, due in large part to impressive relative returns generated by its major participants. The result has thus been a surge in assets invested in the category, to in excess of $170 billion today up from less than $3 billion in 2000 (Inglis 2015; Romito 2015). This influx of capital, in absolute dollars and pace of growth, has caused many to wonder whether activists truly create shareholder value and, if so, if the value generated is sustainable. Numerous studies of activist interventions prior to 2009 reveal significant

APA, Harvard, Vancouver, ISO, and other styles

30

Shen, Jun. "Les législations concernant les marchés financiers en France et aux Etats-Unis - Approche comparée." Thesis, Lyon 3, 2012. http://www.theses.fr/2012LYO30010.

Full text

Abstract:

Les législations concernant les marchés financiers régissent non seulement les marchés, mais également les acteurs, les produits ainsi que les activités dans les marchés. En utilisant ces outils juridiques indispensables, les législateurs des deux côtés de l'Atlantique visent, entre autres, à protéger les investisseurs dont la confiance est primordiale pour les marchés, d'une part, et à diminuer les risques systémiques dont le déclenchement pourrait survenir dans un contexte financier de plus en plus globalisé, d'autre part. En effet, après la crise financière globale de 2008, les risques syst

APA, Harvard, Vancouver, ISO, and other styles

31

Saco, Bruno Dias Rodrigues. "The impact of hedge funds on financial markets since 1990." Master's thesis, 2010. http://hdl.handle.net/10071/4232.

Full text

Abstract:

In the last 20 years, we have been assisting to the emergence of new financial instruments, more and more complex and with more influence on financial markets. In this new financial universe, radically transformed during the 1990‟s, hedge funds, alternative investment funds with absolute return targets, appear for many as a financial institution with negative impact on financial markets. Hedge funds had been criticized for the first time in the early 1990‟s during the ERM crisis, as the Quantum fund of George Soros was accused of speculating on several European currencies. In

APA, Harvard, Vancouver, ISO, and other styles

32

Tavares, Filipe Calixto. "Hedge funds and the financial crisis : evaluation of risk patterns." Master's thesis, 2016. http://hdl.handle.net/10400.14/21434.

Full text

Abstract:

This dissertation aims to explore the impact of the financial crisis of 2007-08 on the equity holdings of U.S. hedge funds in terms of risk, analyzing its evolution from early 2000 until late 2015. I register the expected positive reaction of the equity portfolio risk of the U.S. hedge funds to the crisis. This is in part fueled by both the acquisition of risky stocks and the sale of safer ones. From the Fama-MacBeth regression I obtain several relations with respect to the equity portfolio volatility, in particular, that investing relatively more in growth stocks, diversifying more your portf

APA, Harvard, Vancouver, ISO, and other styles

33

Šinka, Michal. "Regulation of Hedge Funds and Private Equity in the Light of the Global Financial Crisis." Master's thesis, 2011. http://www.nusl.cz/ntk/nusl-298408.

Full text

Abstract:

The aim of the thesis is to analyse the non-bank regulatory framework with particular attention devoted to hedge funds and private equity funds. The thesis describes functioning of the funds, discusses their performance during the global financial crisis of 2007-present and, predominantly, describes and analyses the EU and U.S. regulatory reforms with respect to these institutions which have arisen as a response to the crisis. Based on the analysis of the measures incorporated in these reforms, the thesis outlines its own proposal of an alternative investment fund regulatory framework which, i

APA, Harvard, Vancouver, ISO, and other styles

34

Chen, Chuan, and 陳銓. "The Financial Leverage Estimation for Hedge Funds Indices." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/34q887.

Full text

Abstract:

碩士<br>銘傳大學<br>財務金融學系碩士班<br>107<br>This study follows the methodologies of McGuire and Tsatsaronis (2008) and Patton and Ramadorai (2013) to estimate hedge fund leverage indirectly by using publicly available data, and observe the use of financial leverage by hedge funds. Our sample includes 3 hedge fund indices (ex. HFRIMI), the 13 hedge strategies indices compiled by EDHEC, and the trading data of 55 hedge fund ETFs. The paper uses eight-factor capital asset pricing model which including system risk, equity market risk, bond market risk, commodities and Fama-French factors, and incorporates l

APA, Harvard, Vancouver, ISO, and other styles

35

Miller, Stephen Matteo. "How to measure and hedge against Asian crisis risk." 2002. http://catalog.hathitrust.org/api/volumes/oclc/51930026.html.

Full text

APA, Harvard, Vancouver, ISO, and other styles

36

Kelly, Simon, and K. Riach. "Monstrous reanimation: Rethinking organizational death in the UK financial services sector." 2014. http://hdl.handle.net/10454/6047.

Full text

Abstract:

No<br>This article presents a new perspective for analysing organizational death through the concept of reanimation. Mobilizing recent discussions of the monstrous in organization theory, we draw on the figure of the reanimated monster to analyse an apparent case of organizational dying in the UK financial services sector. Through this, we explore how organizations may neither live nor die, but instead constitute a continual process of reanimation in which organizational spaces and the materials, bodies and narratives surrounding them are recycled, reintegrated and reused to maintain the appea

APA, Harvard, Vancouver, ISO, and other styles

37

"The effectiveness of hedge fund strategies and managers’ skills during market crises: a fuzzy, non-parametric and Bayesian analysis." Thesis, 2012. http://hdl.handle.net/10210/8083.

Full text

Abstract:

Ph.D.<br>This thesis investigates the persistence of hedge fund managers’ skills, the optimality of strategies they use to outperform consistently the market during periods of boom and/or recession, and the market risk encountered thereby. We consider a data set of monthly investment strategy indices published by Hedge Fund Research group. The data set spans from January 1995 to June 2010. We divide this sample period into four overlapping sub- sample periods that contain different economic market trends. We define a skilled manager as a manager who can outperform the market consistently durin

APA, Harvard, Vancouver, ISO, and other styles

38

"Mutual fund performance before and after Asia crisis." 2000. http://library.cuhk.edu.hk/record=b5890161.

Full text

Abstract:

by Chan Wing Tai, Chu Yee Wah, Yewa.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 2000.<br>Includes bibliographical references (leaves 77-80).<br>Abstract --- p.2<br>Chapter Chapter I --- Introduction --- p.3<br>Chapter Chapter II --- Literature Review & Methodology<br>Literature Review --- p.5<br>Methodology --- p.6<br>Chapter Chapter III --- Asian Financial Crisis<br>Causes of Crisis --- p.7<br>Economic Impacts of the Crisis --- p.9<br>Lessons for the Affected Economies --- p.11<br>Lessons for Non-affected Economies --- p.12<br>The Asian Economy --- p.13<br>Impacts of Asian

APA, Harvard, Vancouver, ISO, and other styles

39

Teixeira, Bruno Miguel dos Santos. "O impacto da nova regulação europeia na indústria de Hedge Funds." Master's thesis, 2010. http://hdl.handle.net/10071/3591.

Full text

Abstract:

A grave crise internacional registada no ano de 2008, levou as autoridades de supervisão de todo o mundo a repensarem os seus modelos de regulação sobre os veículos de investimento alternativos, entre eles, os Hedge Funds. Esta mudança, levou a Comissão Europeia a apresentar um conjunto de medidas com o objectivo de limitar e controlar os riscos assumidos por estas entidades, dando especial ênfase à uniformização da regulação em todo o espaço europeu e à limitação de algumas das principais ferramentas utilizadas pelos Hedge Funds, como o recurso ao efeito de alavanca financeira. O objec

APA, Harvard, Vancouver, ISO, and other styles

40

Honigsberg, Colleen Theresa. "The Surprising Benefits of Mandatory Hedge Fund Disclosure." Thesis, 2016. https://doi.org/10.7916/D83T9HFP.

Full text

Abstract:

Regulators have long disagreed whether regulation would reduce hedge funds’ financial misreporting. On the one hand, critics have stated that hedge funds are unlikely to misreport because their investors are highly sophisticated financial players who can detect and deter financial misconduct. On the other hand, recent changes in the composition of hedge funds’ investors have led many to question this argument. In this paper, I test whether hedge fund regulation reduces misreporting by using a quasi-natural experiment in which a subset of hedge funds was regulated, deregulated, and then regulat

APA, Harvard, Vancouver, ISO, and other styles

41

Pagliari, Stefano. "Public Salience and International Financial Regulation. Explaining the International Regulation of OTC Derivatives, Rating Agencies, and Hedge Funds." Thesis, 2013. http://hdl.handle.net/10012/7344.

Full text

Abstract:

What explains the shift towards greater direct public oversight of financial markets in international financial regulation that has characterized the response to the global financial crisis of 2007-2010? Over this period, the main international financial regulatory bodies have abandoned the market-based mechanisms that had informed their approach towards the regulation of different financial domains in the years before the crisis and significantly expanded the perimeter of state-based regulation. However, the extent and the timing of this shift cannot be regarded only as the by-product of the

APA, Harvard, Vancouver, ISO, and other styles

42

Eisenreich, Jan. "Způsoby právní úpravy hedgeových fondů." Master's thesis, 2013. http://www.nusl.cz/ntk/nusl-326683.

Full text

Abstract:

Modes of the legal regulation of hedge funds This thesis focuses on hedge funds, their history, main strategies, role on the financial market and regulation. It compares approach to regulation of those entities in the US, European Union (and its certain member states) and in significant offshore jurisdictions. Its major focus is on the financial crisis from the year 2008 and its impacts on hedge funds. Its goal is to find whether the regulation of hedge funds can be beneficiary and what approach should the regulator take. It discusses the effects of the Dodd-Frank act, UCITS IV and AIFMD and c

APA, Harvard, Vancouver, ISO, and other styles

43

Xu, Min. "Three Essays in Chapter 11 Bankruptcy: Post Bankruptcy Performance, Bankrupt Stock Performance, and Relationship with Hedge Funds and Other Vulture Investors." 2010. https://scholarworks.umass.edu/dissertations/AAI3427577.

Full text

Abstract:

Firms that emerged from Chapter 11 as public companies have tons of characteristics. The first essay analyzes their post bankruptcy performance, duration effect, and the quality of their projection information. While the sample’s post bankruptcy performance does show improvement, their projections tend to be optimistic. Firms with shorter durations in Chapter 11generally achieve better performance than those with longer durations, in terms of Z-scores, but not in excess returns. Compared to firms that did not provide (complete) projection information, the sample firms generally exhibit better

APA, Harvard, Vancouver, ISO, and other styles

44

YEH, Pinchun, and 葉品群. "Probing the Regulatory Issues of Hedge Funds As Initiated by the Incident of the Long-Term Capital Management Company (LTCM) ─Reviewing Taiwan''s Regulatory Framework and Accounting Practice of Financial Derivatives." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/86983474155204953558.

Full text

Abstract:

碩士<br>中原大學<br>會計學系<br>89<br>Abstract The failure of the Long-Term Capital Management Company (“LTCM”), which was occurred in September 1997, triggered unprecedented bailout actions generated with the joint efforts rendered by the Federal Reserve Board and leading Banks’ rescue funds of 3.6 billion dollars. The LTCM incident highlights regulatory issues of hedge funds and theirs correlation with financial derivatives. It also challenges Taiwan’s regulatory framework and accounting practice of financial derivatives. On the heels of a general trend toward liberali

APA, Harvard, Vancouver, ISO, and other styles

45

Santos, João Luís Rosa dos. "Relação entre o mercado acionista e os denominados ativos de refúgio: o caso europeu entre 2001 e 2015." Master's thesis, 2016. http://hdl.handle.net/10071/12955.

Full text

Abstract:

Códigos JEL: E44, F31, G11 e G15<br>Esta investigação tem o objetivo de analisar a relação existente entre o mercado acionista europeu e os denominados ativos de refúgio, a fim de perceber qual o impacto que as crises bolsistas têm neste tipo de ativo. Este estudo procura também perceber se existem diferenças entre o comportamento dos investidores europeus e americanos, através das reações que os ativos de refúgio têm às crises bolsistas, de cada continente. Para o estudo, utilizam-se dados diários, do período entre Janeiro de 2001 e Dezembro de 2015, do índice EURO STOXX 50 e do índice

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!