Zobrazeno 1 - 10
of 92
pro vyhledávání: '"Philippe Jorion"'
Autor:
Philippe Jorion
Publikováno v:
Financial Analysts Journal. 77:65-81
Alternative risk premia (ARP) are designed to provide low-cost exposures to long–short risk premia often embedded in hedge fund returns. This article describes the performance of the ARP market in ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cae57701dae9940f68d421db707e93a1
https://doi.org/10.1080/0015198x.2021.1960133
https://doi.org/10.1080/0015198x.2021.1960133
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbdda770c5535aa92e1ed0abbc393b47
https://doi.org/10.2139/ssrn.4189239
https://doi.org/10.2139/ssrn.4189239
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9abc890269bbe82718587275b1893e5
https://doi.org/10.2139/ssrn.4202874
https://doi.org/10.2139/ssrn.4202874
Autor:
Philippe Jorion
The growth of the hedge fund industry can be ascribed to its performance-based incentive compensation system as well as a lighter regulatory environment. These features, however, could also potentially create more opportunities for financial misrepor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bfebdcedbe8dc7deac0513770a20feb3
https://doi.org/10.1093/oxfordhb/9780198840954.013.20
https://doi.org/10.1093/oxfordhb/9780198840954.013.20
Autor:
Philippe Jorion
The Oxford Handbook of Hedge Funds provides a comprehensive look at the hedge fund industry from a global perspective. The chapters are organized into five main parts. After the introductory chapter in Part I, Part II begins in Chapter 2 with an anal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a215b30debcd6ab4771f0310cbfc78a
https://doi.org/10.1093/oxfordhb/9780198840954.001.0001
https://doi.org/10.1093/oxfordhb/9780198840954.001.0001
Autor:
Philippe Jorion
Publikováno v:
SSRN Electronic Journal.
Conference presentation with an emphasis on government policy, sovereign risk and counterparty credit risk.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a685d89c6538452e375d6944a2aab048
https://doi.org/10.2139/ssrn.3048079
https://doi.org/10.2139/ssrn.3048079
Autor:
Philippe Jorion, Christopher Schwarz
Publikováno v:
Journal of Financial and Quantitative Analysis. 49:773-796
The voluntary nature of hedge fund database reporting creates strategic listing opportunities for hedge funds. However, little is known about how managers list funds across multiple databases or whether investors are fooled by funds’ listing decisi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78bb8f447c37e73d9ee3857128d78fc3
https://doi.org/10.1017/s0022109014000350
https://doi.org/10.1017/s0022109014000350
Autor:
Philippe Jorion, Rajesh K. Aggarwal
Publikováno v:
Financial Analysts Journal. 68:108-123
This is the first paper that directly tests the cost of transparency. More precisely, we examine whether a willingness to offer transparency to investors is beneficial or costly in terms of hedge fund returns. We measure a fund’s willingness to off
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8a9c06e2cb10e4c2096dd9fba1dc382a
https://doi.org/10.2469/faj.v68.n2.1
https://doi.org/10.2469/faj.v68.n2.1
Publikováno v:
Journal of Financial and Quantitative Analysis. 46:1683-1725
We examine the incidence of operational losses among U.S. financial institutions using publicly reported loss data from 1980 to 2005. We show that most operational losses can be traced to a breakdown of internal control, and that firms suffering from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68664322531ce8cfe86d394bb66d5649
https://doi.org/10.1017/s0022109011000500
https://doi.org/10.1017/s0022109011000500