Thursday, October 9, 2014
Why Complementarity Matters for Stability — Hong Kong SAR and Singapore as Asian Financial Centers
Rather than ask what each financial center needs to do to make itself stronger or ‘dominant,’ the authors ask if the patterns of coexistence of financial centers in Asia have a bearing on regional or global financial stability. In order to answer this question, their paper explores different scenarios with a global shock propagation model using well-known network analysis methods.
Download the full article here.
From the October 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, financial institutions and services, fund performance, government policy and regulation, hedge funds
Tuesday, September 9, 2014
Do Alternative UCITS Deliver What They Promise?
In their paper the authors study the performance of alternative UCITS funds, while accounting for potential survivorship biases, and assess the degree of the value added for an investor in terms of enhanced diversification benefits.
Download the full article here.
From the September 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Alternative mutual funds, Barclay Insider Report, Barclay Insider Report Guest Article, fund performance, hedge funds, performance measurement, UCITS funds
Wednesday, August 13, 2014
Evaluating and Predicting the Failure Probabilities of Hedge Funds
In their study, the authors evaluate and forecast the failure probabilities of hedge funds — particularly the failures due to financial distress — using both a hazard model and a logistic model.
Download the full article here.
From the August 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, fund performance, Hedge fund; failure probability prediction, hedge funds, logit model, proportional hazard model, signal detection model
Monday, July 14, 2014
Sentiment and the Effectiveness of Technical Analysis: Evidence from the Hedge Fund Industry
In their paper the authors present a unique approach to test whether technical analysis is a more useful investment tool in high sentiment periods than in low sentiment periods. Rather than testing individual technical rules, the authors focus on hedge fund managers and consider their employment of technical analysis in different sentiment periods.
Download the full article here.
From the July 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, fund performance, hedge funds, investor sentiment, risk, technical analysis, timing ability
Copyright © 2010 by Barclay Hedge
Subscribe to Posts [Atom]