Hedge fund's performance black box: an exposé on fixed income arbitrage returns
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
München
VDM-Verl. Müller
2009
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 58 S. graph. Darst. |
| ISBN: | 9783639205008 3639205006 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035795046 | ||
| 003 | DE-604 | ||
| 005 | 20100309 | ||
| 007 | t | ||
| 008 | 091028s2009 d||| mm|| 00||| eng d | ||
| 020 | |a 9783639205008 |9 978-3-639-20500-8 | ||
| 020 | |a 3639205006 |9 3-639-20500-6 | ||
| 035 | |a (OCoLC)553502167 | ||
| 035 | |a (DE-599)BVBBV035795046 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-83 |a DE-521 |a DE-11 | ||
| 084 | |a QK 530 |0 (DE-625)141660: |2 rvk | ||
| 100 | 1 | |a Bäuml, Matthias |e Verfasser |4 aut | |
| 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 |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Investmentfonds |0 (DE-588)4114047-3 |D s |
| 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 | ||
Record in the Search Index
| _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 |
| author_variant | m b mb |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01750nam a2200457 c 4500</leader><controlfield tag="001">BV035795046</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20100309 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">091028s2009 d||| mm|| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783639205008</subfield><subfield code="9">978-3-639-20500-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3639205006</subfield><subfield code="9">3-639-20500-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)553502167</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035795046</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 530</subfield><subfield code="0">(DE-625)141660:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bäuml, Matthias</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Hedge fund's performance black box</subfield><subfield code="b">an exposé on fixed income arbitrage returns</subfield><subfield code="c">Matthias Baeuml</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">München</subfield><subfield code="b">VDM-Verl. Müller</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">58 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: St. Gallen, Univ., Bachelor-Arbeit, 2008</subfield></datafield><datafield tag="648" ind1=" " ind2="7"><subfield code="a">1997-2008</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Festverzinsliches Wertpapier</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Hedgefonds</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Kapitalertrag</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Portfolio-Management</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Strategie</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Welt</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Investmentfonds</subfield><subfield code="0">(DE-588)4114047-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Arbitrage</subfield><subfield code="0">(DE-588)4002820-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Investmentfonds</subfield><subfield code="0">(DE-588)4114047-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Arbitrage</subfield><subfield code="0">(DE-588)4002820-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018654291</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| 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 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-83 DE-521 DE-11 |
| owner_facet | DE-355 DE-BY-UBR DE-83 DE-521 DE-11 |
| 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 |
| work_keys_str_mv | AT baumlmatthias hedgefundsperformanceblackboxanexposeonfixedincomearbitragereturns |