Consortium of Swiss Academic Libraries

Optimal investments in volatility

Hafner, Reinhold ; Wallmeier, Martin

In: Financial Markets and Portfolio Management, 2008, vol. 22, no. 2, p. 147-167

Consortium of Swiss Academic Libraries

Performance measurement of hedge funds using data envelopment analysis

Eling, Martin

In: Financial Markets and Portfolio Management, 2006, vol. 20, no. 4, p. 442-471

Università della Svizzera italiana

Frictions, behavioral biases and active portfolio management

Eisele, Alexander ; Nowak, Eric (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2014 ; 2014ECO012.

The three chapters of this thesis contribute to the following research questions: (i) What is the role of agency frictions for the performance of mutual funds? (ii) What is the role of market frictions for the performance of hedge funds? (iii) Do hedge funds profit from the behavioral biases of other market participants? The first chapter of this thesis comprises the article "Are Star Funds...