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34 records from EconBiz based on author Name
1. Exuberance in financial markets : evidence from machine learning algorithms
Viebig, Jan;2020
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link Link
Citations: 2 (based on OpenCitations)
2. Commodity trading advisors (CTAs) : when do the money machines fail?
Viebig, Jan; Kallerhoff, Philipp; Tschunko, Martin;2016
Type: Aufsatz in Zeitschrift; Article in journal;
3. Are emerging market investors overly pessimistic in extreme risk-off periods?
Viebig, Jan;2015
Type: Aufsatz in Zeitschrift; Article in journal;
4. Professionellere Hedgefonds : neue Chance für institutionelle Anleger
Viebig, Jan;2014
Type: Aufsatz in Zeitschrift; Article in journal;
5. High Frequency Trading, Statistical Arbitrage und die Adaptive Markets Hypothesis
Viebig, Jan;2013
Type: Aufsatz in Zeitschrift; Article in journal;
6. Regime-Dependent Nonlinear Analysis of Hedge Funds
abstractIn this article, the authors introduce a regime-dependent nonlinear model to explain the nonlinear return and risk characteristics of hedge funds. The explanatory power of their regime-dependent nonlinear model is substantially higher than the explanatory power of simple linear regression models. Instead of applying self-constructed or option-based asset-based style (ABS) factors, the authors use readily observable market factors to attribute the returns of merger arbitrage hedge funds to three common sources of risk. Combining econometric methods for phase identification with regime-switching regressions to build a regime-dependent nonlinear model is shown to be much less time-consuming and less arbitrary in nature than using ABS factor models
Viebig, Jan; Poddig, Thorsten; Ballis-Papanastasiou, Panagiotis;2017
7. Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung
Viebig, Jan; Poddig, Thorsten; Tancar, Roman;2011
Type: Article;
Availability:
Link 8. Risiken von Hedgefonds : Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung
Viebig, Jan; Poddig, Thorsten; Tancar, Roman;2011
Type: Aufsatz in Zeitschrift; Article in journal;
9. Regime-dependent nonlinear analysis of hedge funds
Viebig, Jan; Poddig, Thorsten; Ballis-Papanastasiou, Panagiotis;2011
Type: Aufsatz in Zeitschrift; Article in journal;
10. Multi-Faktormodelle in der Praxis: Erfassung der stilspezifischen Risiken von Aktienfonds
Viebig, Jan;2010
Type: Aufsatz in Zeitschrift; Article in journal;