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ArticleBenefits and risks of alternative investment strategies

Noël Amenc2003

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Articlegreen2003

Benefits and risks of alternative investment strategies

Noël Amenc · Lionel Martellini · Mathieu Vaissié

66 citations·0/0 files stored·Journal of Asset Management

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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References

1973The Pricing of Options and Corporate Liabilities 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1976The arbitrage theory of capital asset pricing 1973An Intertemporal Capital Asset Pricing Model 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers 2000A comparative analysis of current credit risk models 2000A comparative anatomy of credit risk models

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2018A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms 2016The Sharpe ratio of estimated efficient portfolios 2013Forecasting VaR using analytic higher moments for GARCH processes 2015Testing equality of modified Sharpe ratios 2006Quantification of Hedge Fund Default Risk 2020Barriers to Financial Innovation—Corporate Finance Perspective

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2001Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value?preprint · 6 shared references 2015The Cost of Capital for Alternative Investmentsarticle · 6 shared references 2003Chapter 10 Arbitrage, state prices and portfolio theorychapter · 6 shared references 1976Option pricing when underlying stock returns are discontinuousarticle · 5 shared references 2003Risks and Portfolio Decisions Involving Hedge Fundsarticle · 5 shared references 2007Are the Fama-French Factors Proxying Default Risk?article · 5 shared references

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Year2003

Typearticle

Published2003-08-01

VenueJournal of Asset Management

ISSN-L1470-8272

Languageen

Citations66

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1057/palgrave.jam.2240097

openalex_workW2007884558

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