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Dieter G. Kaiser · Study

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Dieter G. Kaiser

5 works· latest 2010· 2 institutionscluster: provisional

h-index5

i105

Citations238

Works here5

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Most cited in this library

The Handbook of Commodity Investing2008 · 99 citations
The predictive power of value-at-risk models in commodity futures markets2010 · 47 citations
Value at risk, GARCH modelling and the forecasting of hedge fund return volatility2007 · 46 citations
Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?2009 · 25 citations
Hedge Funds and Managed Futures: A Handbook for Institutional Investors2006 · 21 citations

Works

5 shown

The predictive power of value-at-risk models in commodity futures markets

Journal of Asset Management·2010·3 authors·Open access

47citations

Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?

The Journal of Alternative Investments·2009·3 authors·Open access

25citations

The Handbook of Commodity Investing

Wiley eBooks·2008·3 authors·book

99citations

Value at risk, GARCH modelling and the forecasting of hedge fund return volatility

Journal of Derivatives & Hedge Funds·2007·3 authors·Open access

46citations

Hedge Funds and Managed Futures: A Handbook for Institutional Investors

·2006·2 authors·book

21citations