In this paper, we realise an early warning system for hedge funds based on specific red flags
that help detect the symptoms of impending extreme negative returns and the contagion …

Based on a Bayesian time-varying beta model, we explore how the systematic risk
exposures of hedge funds vary over time conditional on some exogenous variables that …

This paper identifies the macroeconomic indicators of time-series predictability at an
investment style level for mutual funds in Indonesia. At the time of writing, the Indonesian …

Replicating hedge fund returns requires a clear understanding of complex strategies
implemented by fund managers. One way to do this is through regression analysis, by which …

Investors are facing severe losses due to lack of good corporate governance in mutual fund
industry. There is a need for protection of investors, which can be done by a strict …

Mutual funds are portfolios designed to meet the specific needs of investors. Therefore,
analyzing the investment strategies implemented by these financial vehicles requires …

Mutual funds are portfolios designed to meet the specific needs of investors. Therefore,
analyzing the investment strategies implemented by these financial vehicles requires …

Purpose–This research pinpoints the limitations of conventional models for evaluating the
performance of hedge funds and attempts to provide a new framework for modeling the …

In this paper we realize an early warning system for hedge funds based on specific red flags
that help to detect symptoms of impending extreme negative returns and contagion effect. To …