Hedgefonds: Entmystifizierung einer Anlagekategorie
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Wiesbaden
Gabler
2009
|
| Ausgabe: | 2. Aufl. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XX, 336 S. graph. Darst. |
| ISBN: | 9783834913883 |
Internformat
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| 100 | 1 | |a Kaiser, Dieter G. |e Verfasser |0 (DE-588)128789034 |4 aut | |
| 245 | 1 | 0 | |a Hedgefonds |b Entmystifizierung einer Anlagekategorie |c Dieter G. Kaiser |
| 250 | |a 2. Aufl. | ||
| 264 | 1 | |a Wiesbaden |b Gabler |c 2009 | |
| 300 | |a XX, 336 S. |b graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804140006764183552 |
|---|---|
| adam_text | Titel: Hedgefonds
Autor: Kaiser, Dieter G.
Jahr: 2009
Inhaltsverzeichnis
Geleitworte ....................................................... V
Inhaltsverzeichnis .................................................. VIII
Abkürzungsverzeichnis .............................................. XXI
Vorwort .......................................................... 1
Einleitung ........................................................ 3
1. Grundlagen ................................................ 5
1.1 Evolution und Bedeutung der Hedgefonds-Industrie.................. 6
1.1.1 Die frühen Jahre (1949-1985) ............................. 6
1.1.2 Die zweite Wachstumsphase (1986-1997) .................... 10
1.1.3 Die erste große Krise (1998)............................... 12
1.1.4 Die dritte Wachstumsphase (1999-2007) ..................... 13
1.1.5 Die zweite große Krise (2008) ............................. 16
1.2 Eigenschaften ............................................... 18
1.2.1 Vor- und Nachteile ..................................... 20
1.2.2 Absolute-Return-Ansatz.................................. 21
1.2.3 Wertentwicklung, Korrelation, Volatilität und Downside Protection 26
1.2.4 Domizilierung und Regulierung............................ 35
1.2.5 Short Selling........................................... 41
1.2.6 Leverage .............................................. 43
1.2.7 Mindestinvestitionssumme ................................ 47
1.2.8. Kapazität ............................................. 48
1.2.9 Liquidität ............................................. 49
1.2.10 Gebührenstruktur....................................... 52
1.2.11 Zielgruppe ............................................ 56
1.2.12 Handelsinstrumente ..................................... 57
1.3 Mythen und Image-Probleme ................................... 59
1.3.1 Allgemeine Mythen ..................................... 60
1.3.2 Mythen bezüglich der Anlagestrategien ...................... 61
1.3.3 Sonstige Mythen........................................ 64
1.4 Volkswirtschaftliche Bedeutung ................................. 65
Inhaltsverzeichnis IX
1.5 Service Provider ............................................. 68
1.5.1 Prime Broker .......................................... 69
1.5.2 Depotbank ............................................ 71
1.5.3 Administrator.......................................... 73
1.5.4 Auditor ............................................... 75
2. Investmentstrategien..................................... 77
2.1 Equity Hedge - make money on alpha ............................ 80
2.1.1 Long/Short Equity ...................................... 80
2.1.2 Equity Non Hedge ...................................... 84
2.1.3 Short Selling........................................... 85
2.1.4 Equity Market Neutral ................................... 85
2.2 Event Driven - make money on events ............................ 89
2.2.1 Merger Arbitrage ....................................... 90
2.2.2 Distressed Securities .................................... 92
2.2.3 Activists .............................................. 97
2.2.4 High Yield ............................................ 99
2.2.5 Special Situations ....................................... 100
2.2.6 Regulation D/PIPEs ..................................... 100
2.2.7 Asset-Based Lending .................................... 101
2.2.8 Long/Short Credit ...................................... 102
2.3 Tactical Trading - make money on trends .......................... 103
2.3.1 Global Macro .......................................... 104
2.3.2 Managed Futures ....................................... 106
2.3.3 Emerging Markets ...................................... 110
2.3.4 Global Tactical Asset Allocation ........................... 112
2.3.5 Commodities .......................................... 112
2.4 Relative Value - make money on spreads .......................... 114
2.4.1 Fixed Income Arbitrage .................................. 114
2.4.2 Convertible Arbitrage .................................... 118
2.4.3 Split Strike Conversion................................... 121
2.4.4 Volatility Trading ....................................... 121
X Inhaltsverzeichnis
3. Risiko und Rendite ........................................ 123
3.1 Risiken .................................................... 123
3.1.1 Market Risk ........................................... 123
3.1.2 Credit Risk ............................................ 124
3.1.3 Systems, Process Legal Risk ............................ 125
3.1.4 Leverage Risk ......................................... 125
3.1.5 Structure Risk ......................................... 126
3.1.6 Liquidity Risk ......................................... 126
3.1.7 Key Person Risk........................................ 127
3.1.8 Mark-to-Market- Model Risk ............................ 128
3.1.9 Operational Risk ....................................... 128
3.1.10 Style Risk............................................. 130
3.1.11 Reputational Risk ....................................... 130
3.1.12 Size-, Iceberg- Concentration Risk ........................ 131
3.1.13 Counterparty Risk ...................................... 132
3.1.14 Transparency Risk ...................................... 132
3.1.15 Fat Tail Risk........................................... 132
3.2 Risikomessung .............................................. 133
3.2.1 Kennzahlen ........................................... 134
3.2.1.1 Standardabweichung .............................. 134
3.2.1.2 Semi-Standardabweichung.......................... 136
3.2.1.3 Korrelation ...................................... 137
3.2.1.4 ValueatRisk .................................... 138
3.2.1.5 Autokorrelation .................................. 141
3.2.1.6 Ausfallwahrscheinlichkeit .......................... 142
3.2.2 Methoden ............................................. 143
3.2.2.1 Exposure-Analyse ................................ 143
3.2.2.2 Stress-Tests und Szenario-Analyse.................... 143
3.2.2.3 Statistische Extremwert-Theorie ..................... 145
3.2.2.4 Monte-Carlo-Simulation ........................... 145
3.2.2.5 Drawdown-Analyse ............................... 149
3.3 Renditemessung ............................................. 150
3.3.1 Kennzahlen ........................................... 151
3.3.1.1 Rendite ......................................... 151
3.3.1.2 Schiefe und Wölbung .............................. 151
3.3.1.3 Sharpe Ratio .................................... 155
3.3.1.4 LPM-basierte Performancemaße ..................... 156
3.3.1.4.1. Omega .................................. 156
3.3.1.4.2 Sortino Ratio ............................. 157
3.3.1.4.3 Kappa 3 ................................. 158
Inhaltsverzeichnis XI
3.3.1.5 Drawdown-basierte-Performancemaße ................ 159
3.3.1.5.1 Calmar Ratio ............................. 159
3.3.1.5.2 Sterling Ratio............................. 159
3.3.1.5.3 Burke Ratio .............................. 160
3.3.1.6 Benchmark-basierte Performancemaße ................ 160
3.3.1.6.1 Tracking Error ........................... 160
3.3.1.6.2 Information Ratio ......................... 162
3.3.1.6.3 Treynor Ratio............................. 162
3.3.1.6.4 Jensen Alpha ............................. 163
3.3.1.6.5 Appraisal Ratio ........................... 163
3.3.1.7 AIRAP ......................................... 164
3.3.2 Stilanalyse ............................................ 165
3.3.3 Peer Group-Analyse ..................................... 170
3.3.4 Kapazitäts-Charts....................................... 170
3.4 Risikomanagement-Lehren vergangener Krisen und Skandale .......... 171
3.4.1 Exkurs: Literaturüberblick Hedgefonds-Performance-Studien .... 187
3.4.1.1 Fondsalter ...................................... 187
3.4.1.2 Fondsgröße...................................... 190
3.4.1.3 Performance-Persistenz ............................ 191
3.4.1.4 Performancegebühren ............................. 191
3.4.1.5 Kündigungsfristen ................................ 192
3.4.1.6 Mindestinvestitionssummen......................... 193
3.41.7 Fondsstatus ..................................... 193
4. Indizes .................................................... 195
4.1 Marktüberblick .............................................. 196
4.2 Konstruktionsmethodologien ................................... 198
4.3 Problemfelder ............................................... 204
4.4 Verzerrungen................................................ 206
4.4.1 Survivorship Bias ....................................... 208
4.4.2 Self-Selection Bias ...................................... 210
4.4.3 Sonstige Verzerrungen ................................... 211
4.5 Heterogenität ................................................ 215
4.6 Kritik an Hedgefonds-Indizes ................................... 217
4.7 Ein Lösungsansatz: Index-Indizes ................................ 218
4.8 Ausgewählte Fallbeispiele ...................................... 221
4.8.1 Credit Suisse/Tremont ................................... 221
4.8.2 Hedge Fund Research.................................... 223
4.9 Investierbare Indizes.......................................... 225
4.10 Exkurs: Datenbankanalyse ..................................... 229
Xu Inhaltsverzeichnis
5. Dach-Hedgefonds ........................................ 237
5.1 Eigenschaften ............................................... 239
5.1.1 Investment-Ansatz ...................................... 239
5.1.2 Laufzeit .............................................. 241
5.1.3 Zeichnungen und Kündigungen ............................ 242
5.1.4 Gebührenstruktur Equalisation .......................... 243
5.1.5 Höhe des Anlagevolumens ................................ 247
5.1.6 Diversifikation ......................................... 250
5.1.7 Währungssicherung ..................................... 252
5.1.8 Leverage.............................................. 252
5.1.9 Unterschiede zu Single-Hedgefonds ......................... 253
5.2 Strukturelle Vorteile .......................................... 257
5.2.1 Risikodiversifikation .................................... 258
5.2.2 Transparenz Regulierung ............................... 260
5.2.3 Mindestinvestitionssumme ................................ 262
5.2.4 Zugang zu Single-Hedgefonds ............................. 263
5.2.5 Liquidität ............................................. 263
5.2.6 Portfolio Management und -Überwachung.................... 264
5.2.7 Konsolidiertes Reporting ................................. 265
5.3 Strukturelle Nachteile ......................................... 266
5.3.1 Zusätzliche Gebührenebene ............................... 267
5.3.2 Fehlende Kontrolle ...................................... 268
5.3.3 Verminderte Transparenz................................. 268
5.3.4 Beeinflussung durch den Cashflow anderer Investoren .......... 270
5.3.5 Höhe der Renditen ...................................... 271
5.4 Investment-Prozess ........................................... 271
5.4.1 Ziele und Philosophie.................................... 272
5.4.2 Due Diligence ......................................... 273
5.4.2.1 Hedgefonds-Manager und Team ..................... 274
5.4.2.2 Investment-Prozess und Philosophie .................. 276
5.4.2.3 Wertentwicklung ................................. 277
5.4.2.4 Juristische Dokumente und Verkaufsprospekt ........... 278
5.4.3 Asset Allocation ........................................ 278
5.4.3.1 Top-Down-Strategie-Selektion ....................... 280
5.4.3.2 Bottom-Up-Manager-Selektion ...................... 282
5.4.4 Monitoring ............................................ 285
5.4.5 Exkurs: Beispiel eines Hedgefonds-Investmentprozesses......... 285
5.5 Risiko-Management.......................................... 292
5.5.1 Risikodefinition ........................................ 292
5.5.2 Risikokontrolle......................................... 293
Inhaltsverzeichnis XIII
5.6 Selektionskriterien aus Anlegersicht .............................. 295
5.6.1 Stabilität des Unternehmen ............................... 296
5.6.2 Personal und geringe Fluktuation........................... 297
5.6.3 Definierter Investment-Prozess ............................ 297
5.6.4 Beurteilung von Dach-Hedgefonds.......................... 298
5.7 Performance ................................................ 299
6. Ausblick ................................................... 305
Literaturverzeichnis................................................. 311
Über den Autor .................................................... 329
|
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| author | Kaiser, Dieter G. |
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| dewey-sort | 3332.64524 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2. Aufl. |
| format | Book |
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| id | DE-604.BV035728265 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:53:07Z |
| institution | BVB |
| isbn | 9783834913883 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018004902 |
| oclc_num | 437035657 |
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| owner_facet | DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-29 DE-12 DE-2070s DE-92 |
| physical | XX, 336 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Gabler |
| record_format | marc |
| spelling | Kaiser, Dieter G. Verfasser (DE-588)128789034 aut Hedgefonds Entmystifizierung einer Anlagekategorie Dieter G. Kaiser 2. Aufl. Wiesbaden Gabler 2009 XX, 336 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Dach-Hedgefonds stw Deutschland stw Hedge Fund Hedgefonds stw Index stw Portfolio-Management stw Theorie stw Wertpapieranalyse stw Hedge Fund (DE-588)4444016-9 gnd rswk-swf Hedge Fund (DE-588)4444016-9 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018004902&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kaiser, Dieter G. Hedgefonds Entmystifizierung einer Anlagekategorie Dach-Hedgefonds stw Deutschland stw Hedge Fund Hedgefonds stw Index stw Portfolio-Management stw Theorie stw Wertpapieranalyse stw Hedge Fund (DE-588)4444016-9 gnd |
| subject_GND | (DE-588)4444016-9 |
| title | Hedgefonds Entmystifizierung einer Anlagekategorie |
| title_auth | Hedgefonds Entmystifizierung einer Anlagekategorie |
| title_exact_search | Hedgefonds Entmystifizierung einer Anlagekategorie |
| title_full | Hedgefonds Entmystifizierung einer Anlagekategorie Dieter G. Kaiser |
| title_fullStr | Hedgefonds Entmystifizierung einer Anlagekategorie Dieter G. Kaiser |
| title_full_unstemmed | Hedgefonds Entmystifizierung einer Anlagekategorie Dieter G. Kaiser |
| title_short | Hedgefonds |
| title_sort | hedgefonds entmystifizierung einer anlagekategorie |
| title_sub | Entmystifizierung einer Anlagekategorie |
| topic | Dach-Hedgefonds stw Deutschland stw Hedge Fund Hedgefonds stw Index stw Portfolio-Management stw Theorie stw Wertpapieranalyse stw Hedge Fund (DE-588)4444016-9 gnd |
| topic_facet | Dach-Hedgefonds Deutschland Hedge Fund Hedgefonds Index Portfolio-Management Theorie Wertpapieranalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018004902&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT kaiserdieterg hedgefondsentmystifizierungeineranlagekategorie |