We study the effects of fee structures on fund managers' strategies for locking in profits.
Utilizing the optimal stopping time method, we identify two critical portfolio value thresholds …

This paper investigates liquidity timing behaviour of hedge funds that invest globally in
foreign investment assets. We expect these hedge funds to manage currencies exposure …

We investigate why top performing hedge funds are successful. We find evidence that top
performing hedge funds follow a different strategy than mediocre performing hedge funds as …

The COVID-19 pandemic has severely impacted financial markets, triggering a flight from
risky to safe-haven assets. This paper analyzes the safe-haven properties of hedge funds …

We examine whether commodity trading advisors (CTAs), or managed futures, provide
investors with diversification benefits in times of crises, along with looking into the source of …

Bu çalışmanın amacı Türkiye'de faaliyet gösteren serbest yatırım fonlarının performanslarını
değerlendirmektir. Çalışmada, Türk finans piyasası için oldukça yeni bir kavram olan serbest …

Tämän kandidaatintutkielman tavoitteena on selvittää suomalaisten hedge-rahastojen
menestymistä aikavälillä 2010–2019. Valittujen hedge-rahastojen menestymistä verrataan …

Tests of the efficient market hypothesis (EMH) suffer from a known flaw that has
nevertheless received insufficient attention in the literature. Just as in Zeno's famous …

In this paper, we show that the way in which fund managers are compensated can, under
plausible conditions, lead them to act in a way that does not maximise the wellbeing of their …

Bu çalışmanın amacı Türkiye'de bulunan serbest yatırım fonlarının performans
değerlendirmesini gerçekleştirmektir. Çalışmada, Türk finans piyasası için oldukça yeni bir …