Hedge fund's performance black box: an exposé on fixed income arbitrage returns
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
München
VDM-Verl. Müller
2009
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 58 S. graph. Darst. |
| ISBN: | 9783639205008 3639205006 |
Internformat
MARC
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| 245 | 1 | 0 | |a Hedge fund's performance black box |b an exposé on fixed income arbitrage returns |c Matthias Baeuml |
| 264 | 1 | |a München |b VDM-Verl. Müller |c 2009 | |
| 300 | |a 58 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |a Zugl.: St. Gallen, Univ., Bachelor-Arbeit, 2008 | ||
| 648 | 7 | |a 1997-2008 |2 stw | |
| 650 | 7 | |a Festverzinsliches Wertpapier |2 stw | |
| 650 | 7 | |a Hedgefonds |2 stw | |
| 650 | 7 | |a Kapitalertrag |2 stw | |
| 650 | 7 | |a Portfolio-Management |2 stw | |
| 650 | 7 | |a Strategie |2 stw | |
| 650 | 7 | |a Welt |2 stw | |
| 650 | 0 | 7 | |a Investmentfonds |0 (DE-588)4114047-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Arbitrage |0 (DE-588)4002820-3 |2 gnd |9 rswk-swf |
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| 689 | 0 | 1 | |a Arbitrage |0 (DE-588)4002820-3 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018654291&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018654291 | ||
Datensatz im Suchindex
| _version_ | 1804140738097709056 |
|---|---|
| adam_text | Fixed
Income Arbitrage
Table of Content
1.
INTRODUCTION
_______________________________________________________-3-
2.
PERFORMANCE HISTORY
_______________________________________________-5-
3.
PERFORMANCE REPLICATION
__________________________________________
zlz
3.1
Data Set
-9-
3.2
Methodology
-10 -
3.3
Results
-16 -
3.4
Robustness
- 22 -
4.
CONCLUDING REMARKS
-25-
REFERENCES
-28-
APPENDIX A: TABLES
-33-
APPENDIX B: FIGURES
-49-
APPENDIX C: PERFORMANCE MEASUREMENT
-55-
-1-
|
| any_adam_object | 1 |
| author | Bäuml, Matthias |
| author_facet | Bäuml, Matthias |
| author_role | aut |
| author_sort | Bäuml, Matthias |
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| building | Verbundindex |
| bvnumber | BV035795046 |
| classification_rvk | QK 530 |
| ctrlnum | (OCoLC)553502167 (DE-599)BVBBV035795046 |
| discipline | Wirtschaftswissenschaften |
| era | 1997-2008 stw |
| era_facet | 1997-2008 |
| format | Thesis Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV035795046 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:04:45Z |
| institution | BVB |
| isbn | 9783639205008 3639205006 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018654291 |
| oclc_num | 553502167 |
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| physical | 58 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | VDM-Verl. Müller |
| record_format | marc |
| spelling | Bäuml, Matthias Verfasser aut Hedge fund's performance black box an exposé on fixed income arbitrage returns Matthias Baeuml München VDM-Verl. Müller 2009 58 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zugl.: St. Gallen, Univ., Bachelor-Arbeit, 2008 1997-2008 stw Festverzinsliches Wertpapier stw Hedgefonds stw Kapitalertrag stw Portfolio-Management stw Strategie stw Welt stw Investmentfonds (DE-588)4114047-3 gnd rswk-swf Arbitrage (DE-588)4002820-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Investmentfonds (DE-588)4114047-3 s Arbitrage (DE-588)4002820-3 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018654291&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bäuml, Matthias Hedge fund's performance black box an exposé on fixed income arbitrage returns Festverzinsliches Wertpapier stw Hedgefonds stw Kapitalertrag stw Portfolio-Management stw Strategie stw Welt stw Investmentfonds (DE-588)4114047-3 gnd Arbitrage (DE-588)4002820-3 gnd |
| subject_GND | (DE-588)4114047-3 (DE-588)4002820-3 (DE-588)4113937-9 |
| title | Hedge fund's performance black box an exposé on fixed income arbitrage returns |
| title_auth | Hedge fund's performance black box an exposé on fixed income arbitrage returns |
| title_exact_search | Hedge fund's performance black box an exposé on fixed income arbitrage returns |
| title_full | Hedge fund's performance black box an exposé on fixed income arbitrage returns Matthias Baeuml |
| title_fullStr | Hedge fund's performance black box an exposé on fixed income arbitrage returns Matthias Baeuml |
| title_full_unstemmed | Hedge fund's performance black box an exposé on fixed income arbitrage returns Matthias Baeuml |
| title_short | Hedge fund's performance black box |
| title_sort | hedge fund s performance black box an expose on fixed income arbitrage returns |
| title_sub | an exposé on fixed income arbitrage returns |
| topic | Festverzinsliches Wertpapier stw Hedgefonds stw Kapitalertrag stw Portfolio-Management stw Strategie stw Welt stw Investmentfonds (DE-588)4114047-3 gnd Arbitrage (DE-588)4002820-3 gnd |
| topic_facet | Festverzinsliches Wertpapier Hedgefonds Kapitalertrag Portfolio-Management Strategie Welt Investmentfonds Arbitrage Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018654291&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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