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dc.contributor.authorStoz, Jann-
dc.contributor.authorMeier, Peter-
dc.date.accessioned2018-08-30T09:33:02Z-
dc.date.available2018-08-30T09:33:02Z-
dc.date.issued2011-08-01-
dc.identifier.issn1369-3727de_CH
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/9979-
dc.description.abstractThe 2008 crisis showed how liquidity mismatches can undermine apparently robust hedge fund portfolios. Peter Meier and Jann Stoz argue that measuring returns autocorrelation can enable investors to assess mismatches using only fund-of-fund level informationde_CH
dc.language.isoende_CH
dc.publisherIPEde_CH
dc.relation.ispartofInvestment & pension Europede_CH
dc.rightsLicence according to publishing contractde_CH
dc.subjectZAIde_CH
dc.subjectLiquidity measurementde_CH
dc.subjectAsset liability managementde_CH
dc.subjectHedge fundde_CH
dc.subject.ddc332.6: Investitionde_CH
dc.titlePortfolio construction : hedge fund ALMde_CH
dc.typeBeitrag in Magazin oder Zeitungde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
zhaw.organisationalunitInstitut für Wealth & Asset Management (IWA)de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawYesde_CH
zhaw.publication.statuspublishedVersionde_CH
Appears in Collections:Publikationen School of Management and Law

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