The volume includes two contributions on hedge funds. One evaluates
the performance of hedge funds in market environments that are
conducive to active management versus environments that are not.
The other provides an empirical study of the market timing skills
of hedge fund managers. Additionally, we have two contributions in
the area of options. One extends the real options approach to
options in which the underlying assets are information items such
as seismic databases (rather than tangible real assets), opening
the way for a complete analysis of investments along the so-called
"Virtual Value Chain." Another offers a significant improvement in
the estimation of implied volatility by developing a
least-squared-error approach to the problem of "smiles and frowns."
We also have an analysis of whether a firm's founders can create an
artificial dividend without adversely affecting the value of the
firm to other investors. From Canada, we have an empirical analysis
of the current uneasy case for adding real estate investments to a
portfolio. From Spain is an empirical analysis of whether earnings
management activities by companies lead to an increase in qualified
audit reports.
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