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Literaturverzeichnis Literaturverzeichnis ACHLEITNER, A.-K. (2002): Handbuch Investment Banking, 3. Auflage, Gabler, Wiesbaden. ACHLEITNER, A.-K. UND C. KASERER (2005): Private Equity Funds and Hedge Funds: A Primer, Techni- sche Universität München, Working Paper. ACKERMANN, C. R. MCENALLY UND D. RAVENSCRAFT (1999): “The Performance of Hedge Funds: Risk, Return, and Incentives”, Journal of Finance, Vol. 54, Nr. 3, S. 833–874. ADLER, U. (2004): “Funds of Hedge Funds – A Safer Way to Gain Hedge Fund Exposure”, in: R. Benson (ed.), A Wealth Manager’s Guide to Structured Products, Risk Books, London, S. 233–254. AGARWAL, V., N.D. DANIEL UND N.Y. NAIK (2004): Flows, Performance, and Managerial Incentives in Hedge Funds, Working Paper, Georgia State University. AGARWAL, V. UND N.Y. NAIK (2000a): “On Taking the Alternative Route: Risks, Rewards, and Performance Persistence of Hedge Funds”, Journal of Alternative Investments, Vol. 2, Nr. 4, S. 6–23. AGARWAL, V. UND N.Y. NAIK (2000b): “Generalised Style Analysis of Hedge Funds”, Journal of Asset Management, Vol. 1, Nr. 1, S. 93–109. AGARWAL, V. UND N.Y. NAIK (2004): “Risks and Portfolio Decisions Involving Hedge Funds”, Review of Financial Studies, Vol. 17, Nr. 1, S. 63–98. AGARWAL, V., W. FUNG, Y. LOON UND N.Y. NAIK (2004): Risk and Return in Convertible Arbitrage: Evi- dence from the Convertible Bond Market, London Business School, Working Paper. AIGNER, K. (2002): “Hedgefonds”, in: H. Kaiser und T. Vöcking (Hrsg.), Strategische Anlageberatung – Asset- klassen und Portfoliomanagement, Gabler, Wiesbaden, S. 337–348. AIMA (2002): A Guide to Fund of Hedge Funds Management and Investment, The Alternative Investment Management Association (AIMA) (Hrsg.), Oktober, London. AIMA (2003): “AIMA Survey Of Hedge Fund Classification Practice”, in: Alternative Investment Management Association (AIMA) (Hrsg.), AIMA Journal, No. 58, September, S. 1–6. AKERLOF, G.A. (1970): “The Market for „Lemons“: Quality Uncertainty and the Market Mechanism”, Quar- terly Journal of Economics, Vol. 84, Nr. 3, S. 488–500. ALBRECHT, P. UND T. KLETT (2004): Referenzpunktbezogene risikoadjustierte Performancemaße: Theore- tische Grundlagen, Mannheimer Manuskript Nr. 158, Universität Mannheim. ALI, P. (2007): “Investing in the Environment: Some Thoughts on the New Breed of Green Hedge Funds”, Journal of Derivatives and Hedge Funds, Vol. 12, Nr. 4, S. 351–357. ALLEN, G.C. (1991): “Performance Attribution for Global Equity Portfolios”, Journal of Portfolio Manage- ment, Vol. 17, Nr. 3, S. 59–65. AMENC, N., S.E. BIED UND L. MARTELLINI (2003): “Predictability in Hedge Fund Returns”, Financial Analysts Journal, Vol. 59, Nr. 5, S. 32–46. AMENC, N., S. CURTIS UND L. MARTELLINI (2003): The Alpha and the Omega of Hedge Fund Perfor- mance Measurement, Working Paper, Edhec Business School, Lille. AMENC, N. UND V. LE SOURD (2003): Portfolio Theory and Performance Analysis, Wiley, Chichester. AMENC, N., P. MALAISE, L. MARTELLINI UND M. VAISSIÉ (2004): Fund of Hedge Fund Reporting, Working Paper, Edhec Business School, Lille. AMENC, N. UND L. MARTELLINI (2002): The Brave New World of Hedge Fund Indices, Working Paper, Edhec Business School, Lille. AMIN, G. UND H. KAT (2003a): “Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias over the Period 1994–2001”, Journal of Alternative Investments, Vol. 6, Nr. 1, S. 57–73. 312 Literaturverzeichnis AMIN, G. UND H. KAT (2003b): “Hedge Fund Performance 1990–2000: Do The “Money Machines” Really Add Value?”, Journal of Financial and Quantitative Analysis, Vol. 38, Nr. 2, S. 251–274. AMMANN, M. UND P. MOERTH (2005): “Impact of Fund Size on Hedge Fund Performance”, Journal of Asset Management, Vol. 6, Nr. 3, S. 219–238. ANJILVEL, S.I., B.E. BOUDREAU, M.W. PESKIN UND M.S. URIAS (2000): Why Hedge Funds Make Sense, Morgan Stanley Quantitative Strategies, Working Paper. ANSON, M.J.P. (2001): “Hedge Fund Incentive Fees and the Free Option”, Journal of Alternative Investments, Vol. 4, Nr. 3, S. 43–48. ANSON, M.J.P. (2002a): Handbook of Alternative Assets, Wiley, New York. ANSON, M.J.P. (2002b): “Financial Market Dislocations and Hedge Fund Returns”, Journal of Alternative Investments, Vol. 5, Nr. 4, S. 78–88. ANSON, M.J.P. (2006): Handbook of Alternative Assets, 2. Auflage, Wiley, Hoboken. ANSON, M.J.P., H. HO UND K. SILBERSTEIN (2005): “Hedge Fund Optimization Using Higher Order Moments of the Distribution”, in: H. Dichtl, J.M. Kleeberg und C. Schlenger (Hrsg.), Handbuch Hedge Funds, Uhlenbruch, Bad Soden, S. 363–378. ARAGON, G.O. (2004): Share Restrictions and Asset Pricing: Evidence from the Hedge Fund Industry, Wor- king Paper, Boston College. ARROW, K.J. (1963): “Uncertainty and the Welfare Economics of Medical Care”, American Economic Review, Vol. 53, Nr. 5, S. 941–973. ARZAC, E. UND V. BAWA (1977): “Portfolio Choice and Equilibrium in Capital Markets With Safety-First Investors“, Journal of Financial Economics, Vol. 14, Nr. 3, S. 277–288. ASNESS, C., R. KRAIL UND J. LIEW (2001): “Do Hedge Funds Hedge?”, Journal of Portfolio Management, Vol. 27, Nr. 3, S. 6–19. AUCKENTHALER, C., S. SKAANES UND C. MARIN (2002): Hedge Funds im Urteil von Anbietern und Investoren: Eine kritische Analyse, Universität Zürich, Working Paper, November. BACHMANN, C. (2000): Survivorship Bias und andere Verzerrungen der Stichprobenkonditionierung. Eine Analyse von Anlagefonds und Hedgefonds, St. Gallen. BACMANN, J.-F. UND U. BOSSHARD (2006): „Sharpe trifft Omega“, in: M. Busack und D.G. Kaiser (Hrsg.), Handbuch Alternative Investments Band 1, Gabler, Wiesbaden, S. 371–389. BACMANN, J.-F. UND S. SCHOLZ (2003): “Alternative Performance Measures for Hedge Funds”, AIMA Journal, Nr. 57, June, S. 26–29. BAILEY, D. (2001): “Which Fund Administrator?”, in: Alternative Investment Management Association (AIMA), Newsletter, Dezember. BAILEY, J.V. (1992): “Are manager universes acceptable performance benchmarks?”, Journal of Portfolio Management, Vol. 18, Nr. 1, S. 9–13. BAILEY, J.V., T.M. RICHARDS UND D.E. TIERNEY (1990): “Benchmarks, Portfolios and the Manager/Plan Sponsor Relationship”, in: F.J. Fabozzi und T.D. Fabozzi (eds.), Current Topics in Investment Management, Wiley, New York, S. 349–363. BANK OF AMERICA (2009): Merrill Lynch Research, Hedge Fund Monitor, 6. Januar, New York. BANZ, R. UND R. DE PLANTA (2002): “Hedge Funds: All that glitters is not gold – Seven Questions for pro- spective Investors”, Financial Markets and Portfolio Management, Vol. 16, Nr. 3. S. 316–336. BAQUERO, G., J.T. HORST UND M. VERBEEK (2004): “Survival, Look-ahead Bias, and the Persistence in Hedge Fund Performance”, Journal of Financial and Quantitative Analysis, Vol. 40, No. 3, S. 493–518. BARÈS, P.-A., R. GIBSON UND S. GYGER (2002): Hedge Fund Allocation with Survival Uncertainty and Investment Constraints, Working Paper, University of Zurich. BARRA STRATEGIC CONSULTING GROUP (2001): Fund of hedge funds – Rethinking resource require- ments, September. BARRY, R. (2003): Hedge funds: a walk through the Graveyard, Working Paper, Macquarie University, Sydney. Literaturverzeichnis 313 BEEMAN, D. (2002): “Portfolio Construction”, in: The Alternative Investment Management Association (AIMA) (Hrsg.), A Guide to Fund of Hedge Funds Management and Investment, London, S. 38–43. BEIKE, R. UND J. SCHLÜTZ (1999): Finanznachrichten, lesen – verstehen – nutzen, 2. Auflage, Schäffer- Poeschel, Stuttgart. BEKIER, M. (2000): Marketing of Hedge Funds – A Key Strategic Variable in Defining Possible Roles of an Emerging Investment Force, 3. Auflage, Peter Lang Verlag, Bern. BENEDETTI, S.M. (2004): Hedge Fund Portfolio Selection With Higher Moments, Diploma Thesis, ETH Zürich. BERÉNYI, Z. (2002): Measuring Hedge Fund Risk with Multi-Moment Risk Measures, Working Paper, Uni- versität München. BERÉNYI, Z. (2005): “Measuring Hedge Funds’ Risks with Moment-based Variance-equivalent Measures”, in: C. Adcock, E. Jurczenko und B. Maillet (eds.), Multimoment Capital Asset Pricing Models and Related Topics, Springer, New York. BERGER, H. UND K.-U. STECK (2003): „Regulierung von Hedgefonds in Deutschland“, Zeitschrift für Bank- recht und Bankwirtschaft, Vol. 15, Nr. 3, S.178–192. BERK, J.B. UND R. GREEN (2004): “Mutual Fund Flows and Performance in Rational Markets”, Journal of Political Economy, Vol. 112, Nr. 6, S. 1269–1295. BERTRAND, P. UND J.L. PRIGENT (2006): Omega Performance Measure and Portfolio Insurance, Working Paper, University Montpellier. BESSLER, W., W. DROBETZ UND J. HENN (2005): „Hedge Funds: Die „Königsdisziplin“ der Kapital- anlage“, in: H. Dichtl, J.M. Kleeberg und C. Schlenger (Hrsg.), Handbuch Hedge Funds, Uhlenbruch, Bad Soden, S. 3–53. BLACK, F. (1986): “Noise”, Journal of Finance, Vol. 41, Nr. 3, S. 529–543. BLACK, K.H. (2004): Managing a Hedge Fund – A Complete Guide to Trading, Business Strategies, Risk Management and Regulations, McGraw-Hill, New York. BLUM, C. (2000): „Hedge Funds eröffnen neue Anlagehorizonte”, in: E. Hehn (Hrsg.), Innovative Kapital- anlagekonzepte, Gabler, Wiesbaden, S. 247–260. BLUM, P., M. DACOROGNA UND L. JAEGER (2003): “Performance and Risk Measurement Challenges for Hedge Funds: Empirical Considerations”, in: L. Jaeger (ed.), The New Generation of Risk Management in Hedge Funds and Private Equity Investments, Euromoney, London, S. 412–433. BODIE, Z., A. KANE UND A.J. MARCUS (2002): Investments, International Edition, 5. Auflage, McGraw- Hill, New York. BORLA, S. UND D. MASETTI (2003): Hedge Funds – A Resource for Investors, Wiley, Chichester. BOYSON, N. UND M. COOPER (2003): Do Hedge Funds Exhibit Performance Persistence? A New Approach, Working Paper, Northeastern University Boston. BRAV, A., W. JIANG, F. PARTNOY UND R. THOMAS (2006): Hedge Fund Activism, Corporate Governance, and Firm Performance, Working Paper, Duke University. BREALEY, R.A. UND E. KAPLANIS (2001): “Hedge Funds and Financial Stability – An Analysis of their Factor Exposures”, Journal of International Finance, Vol. 4, Nr. 1, S. 161–187. BRINSON, G.P. UND N. FAECHLER (1985): “Measuring Non-U.S. Equity Portfolio Performance“, Journal of Portfolio Management, Vol. 11, Nr. 3, S. 73–77. BRINSON, G.P., L.R. HOOD UND G.L. BEEBOWER (1986): “Determinants of Portfolio Performance”, Financial Analysts Journal, Vol. 42, Nr. 4, S. 39–44. BROOKS, C. UND H.M.
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