Option-like properties in the distribution of hedge fund returns

2020 ◽  
Vol 7 (2) ◽  
pp. 275-286
Author(s):  
Katharina Denk ◽  
Ben Djerroud ◽  
Luis Seco ◽  
Mohammad Shakourifar ◽  
Rudi Zagst
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

Hidden Survivorship in Hedge Fund Returns

2010 ◽  
Vol 66 (2) ◽  
Author(s):  
Rajesh K. Aggarwal ◽  
Philippe Jorion
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

Funding Risk and Expected Hedge Fund Returns

2009 ◽  
Author(s):  
Evan Dudley ◽  
Mahendrarajah Nimalendran
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns ◽  
Funding Risk

Persistence Analysis of Hedge Fund Returns

2010 ◽  
Author(s):  
Serge Patrick Amvella ◽  
Iwan Meier ◽  
Nicolas A. Papageorgiou
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

A note on statistical models for individual hedge fund returns

2008 ◽  
Vol 69 (3) ◽  
pp. 553-577 ◽  
Author(s):  
Ryozo Miura ◽  
Yoshimitsu Aoki ◽  
Daisuke Yokouchi
Keyword(s):  
Statistical Models ◽  
Hedge Fund ◽  
Hedge Fund Returns

scholarly journals Can Hedge-Fund Returns Be Replicated?: The Linear Case

2006 ◽  
Author(s):  
Jasmina Hasanhodzic ◽  
Andrew W. Lo
Keyword(s):  
Hedge Fund ◽  
Linear Case ◽  
Hedge Fund Returns
Sign in / Sign up

Export Citation Format

Share Document