Opacity in Hedge Funds: Does it Create Value for Investors and Managers? by Flávia Januzzi, Aureliano Bressan, Fernando Moreira

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The “Background Conditions” of the Hedge Fund in General Electric’s Schenectady: Reconsidering the “History of Capitalism” by David Huyssen

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Modelo multifactor para analizar la exposición de los hedge funds a factores de riesgo macroeconómico by Elitania Leyva Rayón

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Tail Risks Across Investment Funds by Jerchern Lin

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Long Short-Term Memory Recurrent Neural Network for Predicting the Return of Rate Underframe the Fama-French 5 Factor by Bui Thanh Khoa, Tran Trong Huynh

“…This contribution encourages investors and hedge fund managers to use the LSTM-RNN algorithm to boost forecasting efficiency.…”
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Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) by Elham Farzanegan

“…Still, there are robust long-run relationships between the high and low stock price indices. Thus, to design hedge fund strategies containing combinations of the stocks from these markets, the behavior and long-run relations of the indices must be considered. …”
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INVESTMENT STRATEGIES OF INSTITUTIONAL INVESTORS: SOVEREIGN WEALTH FUNDS VS ENDOWMENTS by E. S. Biryukov

“…Institutional investors of both these types ceased to focus on conservative instruments - bonds and deposits , and use other options: Global - stocks , Yale – private equity , hedge funds, real estate investments , etc. With the expand of the spectrum of instruments in which the funds are invested the income volatility increases either, and therefore the institutional investors should be both transparent and explain to the public the motives of investment strategy changes.…”
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