This article analyzes the contribution of hedge funds to crises and instability in global markets.
The author finds that loose regulations and opportunistic abuse of leverage instruments …

In the 1990s, the hedge fund universe consisted of approximately 500 hedge funds with an
estimated total of $50 billion assets. At its peak in late 2007, the hedge fund industry had …

… , Peter Mayall, and John Simpson 5 Benchmarking of Replicated Hedge Funds Martin D.
Wiethuechter and Lajos Németh 6 Insight—Distributional Hedge Fund Replication via State …

We examine the possibility of creating hedge fund “clones” using liquid exchange traded
instruments. Specifically, we analyze the performance of fixed weight and Extended Kalman …

In this chapter the authors present an enhanced framework for the integrated management
of operational risk, employing several commonly unused decision analysis techniques and …

… Wiethuechter concludes that hedge funds contributed to systemic risk and market instability
in the recent financial crisis. He maintains that abuses of the strategies and interactions with …

Hedge fund replication is a means for allowing investors to achieve hedge fund-like returns,
which are usually only available to institutions. Hedge funds in total have over $3 trillion in …

UAV remote identification is an emerging technology that allows ground observers to identify
a drone in the airspace and obtain information about it and its operator. The goal is to …

It has been postulated that mound-building callianassid shrimp and seagrass have mutually
negative effects on each other. On reef flats in the Spermonde Archipelago, Indonesia, …

We use a power utility function with subsistence to model leverage. We prove that as the value
of the subsistence level grows the allocation in the risky asset increases. The implication …