Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Stoz, Jann | - |
| dc.contributor.author | Meier, Peter | - |
| dc.date.accessioned | 2018-08-30T09:33:02Z | - |
| dc.date.available | 2018-08-30T09:33:02Z | - |
| dc.date.issued | 2011-08-01 | - |
| dc.identifier.issn | 1369-3727 | de_CH |
| dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/9979 | - |
| dc.description.abstract | The 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 information. | de_CH |
| dc.language.iso | en | de_CH |
| dc.publisher | IPE | de_CH |
| dc.relation.ispartof | Investment & Pensions Europe | de_CH |
| dc.rights | Licence according to publishing contract | de_CH |
| dc.subject | ZAI | de_CH |
| dc.subject | Liquidity measurement | de_CH |
| dc.subject | Asset liability management | de_CH |
| dc.subject | Hedge fund | de_CH |
| dc.subject.ddc | 332.6: Investition | de_CH |
| dc.title | Portfolio construction : hedge fund ALM | de_CH |
| dc.type | Beitrag in Magazin oder Zeitung | de_CH |
| dcterms.type | Text | de_CH |
| zhaw.departement | School of Management and Law | de_CH |
| zhaw.organisationalunit | Institut für Wealth & Asset Management (IWA) | de_CH |
| zhaw.funding.eu | No | de_CH |
| zhaw.originated.zhaw | Yes | de_CH |
| zhaw.publication.status | publishedVersion | de_CH |
| Appears in collections: | Publikationen School of Management and Law | |
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Stoz, J., & Meier, P. (2011). Portfolio construction : hedge fund ALM. Investment & Pensions Europe.
Stoz, J. and Meier, P. (2011) ‘Portfolio construction : hedge fund ALM’, Investment & Pensions Europe [Preprint].
J. Stoz and P. Meier, “Portfolio construction : hedge fund ALM,” Investment & Pensions Europe, Aug. 2011.
STOZ, Jann und Peter MEIER, 2011. Portfolio construction : hedge fund ALM. Investment & Pensions Europe. 1 August 2011
Stoz, Jann, and Peter Meier. 2011. “Portfolio Construction : Hedge Fund ALM.” Investment & Pensions Europe, August.
Stoz, Jann, and Peter Meier. “Portfolio Construction : Hedge Fund ALM.” Investment & Pensions Europe, Aug. 2011.
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