Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?

2020 ◽  
Author(s):  
Massimo Guidolin ◽  
Alexei G. Orlov
Keyword(s):  
Risk Factor ◽  
Hedge Fund ◽  
Monetary Policies

Style Analysis and Consistency

2017 ◽  
Author(s):  
William R. McCumber ◽  
Jyotsaana Parajuli
Keyword(s):  
Risk Factor ◽  
Hedge Funds ◽  
Hedge Fund ◽  
Style Analysis ◽  
Financial Instruments ◽  
Positive Return ◽  
Primary Strategy

This chapter explores the degree to which hedge funds’ performance is attributable to a self-declared style that broadly describes managers’ primary investment focus. Hedge funds’ self-declared styles and strategies are meant to be descriptive and to attract investor capital seeking exposure to that strategy and opportunity. Hedge fund strategies have evolved as managers uncover and exploit new opportunities. In practice, even when a majority of investor capital is dedicated to a primary strategy, managers complement a primary strategy with other positions in an attempt to earn positive returns. The freedom with which managers can operate regarding regulation and the breadth of financial instruments available make long-term and clear categorization of hedge fund styles difficult. Although research shows that many funds consistently deliver superior returns in a given style, many also deliver alpha, a positive return that is not attributable to any style or risk factor.

Replication and optimization of hedge fund risk factor exposures

2013 ◽  
Author(s):  
Douglas E. Johnston ◽  
Inigo Urteaga ◽  
Petar M. Djuric
Keyword(s):  
Risk Factor ◽  
Hedge Fund ◽  
Hedge Fund Risk

Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs

2019 ◽  
Vol 55 (3) ◽  
pp. 405-431 ◽  
Author(s):  
Jun Duanmu ◽  
Yongjia Li ◽  
Alexey Malakhov
Keyword(s):  
Risk Factor ◽  
Hedge Fund ◽  
Hedge Fund Risk ◽  
Fund Return

Clinical aspects of reactive oxygen and nitrogen species

2004 ◽  
Vol 71 ◽  
pp. 121-133 ◽  
Author(s):  
Ascan Warnholtz ◽  
Maria Wendt ◽  
Michael August ◽  
Thomas Münzel
Keyword(s):  
Oxidative Stress ◽  
Reactive Oxygen Species ◽  
Risk Factor ◽  
Endothelial Dysfunction ◽  
Vascular Tissue ◽  
Rapid Development ◽  
Reactive Oxygen ◽  
Clinical Aspects ◽  
No Production ◽  
Oxygen Species

Endothelial dysfunction in the setting of cardiovascular risk factors, such as hypercholesterolaemia, hypertension, diabetes mellitus and chronic smoking, as well as in the setting of heart failure, has been shown to be at least partly dependent on the production of reactive oxygen species in endothelial and/or smooth muscle cells and the adventitia, and the subsequent decrease in vascular bioavailability of NO. Superoxide-producing enzymes involved in increased oxidative stress within vascular tissue include NAD(P)H-oxidase, xanthine oxidase and endothelial nitric oxide synthase in an uncoupled state. Recent studies indicate that endothelial dysfunction of peripheral and coronary resistance and conductance vessels represents a strong and independent risk factor for future cardiovascular events. Ways to reduce endothelial dysfunction include risk-factor modification and treatment with substances that have been shown to reduce oxidative stress and, simultaneously, to stimulate endothelial NO production, such as inhibitors of angiotensin-converting enzyme or the statins. In contrast, in conditions where increased production of reactive oxygen species, such as superoxide, in vascular tissue is established, treatment with NO, e.g. via administration of nitroglycerin, results in a rapid development of endothelial dysfunction, which may worsen the prognosis in patients with established coronary artery disease.

Parental Mental Illness in Childhood as a Risk Factor for Suicidal and Self-Harm Ideations in Adults Seeking Help for Tinnitus and/or Hyperacusis

2019 ◽  
Vol 28 (3) ◽  
pp. 527-533
Author(s):  
Hashir Aazh ◽  
Michael Landgrebe ◽  
Ali A. Danesh
Keyword(s):  
Mental Illness ◽  
Risk Factor ◽  
Parental Mental Illness ◽  
Seeking Help ◽  
Self Harm

M.614 Homocysteine as an independent risk factor for cardiovascular disease

2004 ◽  
Vol 5 (1) ◽  
pp. 142
Author(s):  
S PAXIMADAS
Keyword(s):  
Cardiovascular Disease ◽  
Risk Factor ◽  
Independent Risk Factor
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