1. U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). El Ghini, Ahmed ; Belcaid, Karim.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

   Full description at Econpapers || Download paper

2. The asymmetric performance of industry concentrated funds. (2019). Kousenidis, Dimitrios ; Trifon, Papapanagiotou ; Eirini, Lazaridou ; Dimitrios, Kousenidis.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300635.

   Full description at Econpapers || Download paper

1. Agarwal, V. ; Naik, N. Risks and portfolio decisions involving hedge funds. 2004 Review of Financial Studies. 17 63-98

2. Alexander, C. Market risk analysis: practical financial econometrics. 2008 Wiley: New York
   Paper not yet in RePEc: Add citation now
   
3. Amenc, N. ; Martellini, L. Portfolio optimization and hedge fund style allocation decisions. 2002 Journal of Alternative Investments. 5 7-20
   Paper not yet in RePEc: Add citation now
   
4. Amenc, N., Goltz, F., Le Sourd, V., & Martellini, L. (2008). The EDHEC European investment practices survey. Risk and Management Research Center Publication, EDHEC Business School.
   Paper not yet in RePEc: Add citation now
   
5. Ammann, M. ; Huber, O. ; Schmid, M. Has hedge fund alpha disappeared?. 2011 Journal of Investment Management. 9 50-71
   Paper not yet in RePEc: Add citation now
   
6. Anson, M. ; Ho, H. Short volatility strategies: identification, measurement, and risk management. 2003 Journal of Investment Management. 1 30-43
   Paper not yet in RePEc: Add citation now
   

7. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty. 2013 Economics Letters. 120 87-92

8. Artzner, P. ; Delbaen, F. ; Eber, J.M. ; Heath, D. Coherent measures of risk. 1999 Mathematical Finance. 9 203-228

9. Bali, T.G. ; Brown, S.J. ; Caglayan, M.O. Do hedge funds' exposures to risk factors predict their future returns?. 2011 Journal of Financial Economics. 101 36-68

10. Ben-David, I. ; Franzoni, F. ; Moussawi, R. Hedge fund stock trading in the financial crisis of 2007-2009. 2012 Review of Financial Studies. 25 1-54

11. Bessler, A. ; Yang, J. The structure of interdependence in international stock markets. 2003 Journal of International Money and Finance. 22 261-287

12. Billio, M. ; Getmansky, M. ; Pelizzon, L. Dynamic risk exposure in hedge funds. 2012 Computational Statistics & Data Analysis. 56 3517-3532

13. Billio, M., Getmansky, M., & Pelizzon, L. (2012a). Crises and hedge fund risk. University Ca' Foscari of Venice. Dept. of Economics Research Paper Series No. 10-08.
    Paper not yet in RePEc: Add citation now
    

14. Blum, P. ; Dacorogna, M. ; Jaeger, L. Performance and risk measurement for hedge funds: empirical considerations. 2003 En : Jaeger, L. The new generation of risk management for hedge funds and private equity investments, 412–433. Euromoney Books: London

15. Bollerslev, T. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model. 1990 Review of Economics and Statistics. 72 498-505

16. Bollerslev, T. ; Engle, R. ; Wooldridge, J. A capital asset pricing model with time varying covariances. 1988 Journal of Political Economy. 96 116-131

17. Boyson, N. ; Stahel, C. ; Stulz, R. Hedge fund contagion and liquidity shocks. 2010 Journal of Finance. 65 1789-1816

18. Brooks, C. Introductory econometrics for finance. 2002 Cambridge University Press: Cambridge
    Paper not yet in RePEc: Add citation now
    

19. Brown, S.J. ; Goetzmann, W.N. ; Ibbotson, R.G. Offshore hedge funds: survival and performance, 1989–1995. 1999 Journal of Business. 72 91-118

20. Cai, L. ; Liang, B. On the dynamics of hedge fund strategies. 2012 Journal of Alternative Investments. 14 51-68
    Paper not yet in RePEc: Add citation now
    

21. Campbell, J.Y. ; Thompson, S. Predicting excess stock returns out of sample: can anything beat the historical average?. 2008 Review of Financial Studies. 21 1509-1531

22. Cappiello, L. ; Engle, R. ; Sheppard, K. Asymmetric dynamics in the correlations of global equity and bond returns. 2006 Journal of Financial Econometrics. 4 537-572

23. Carhart, M. On persistence in mutual fund performance. 1997 Journal of Finance. 52 57-82

24. Chan, L. ; Karceski, J. ; Lakonishok, J. On portfolio optimization: forecasting covariances and choosing the risk model. 1999 Review of Financial Studies. 12 937-974

25. Chan, N. ; Getmansky, M. ; Hass, S. ; Lo, A. Do hedge funds increase systematic risk?. 2006 Federal Reserve Bank of Atlanta Economic Review. 91 49-80
    Paper not yet in RePEc: Add citation now
    
26. Chiang, T. ; Li, J. ; Yang, S.-Y. Dynamic stock–bond return correlations and financial market uncertainty. 2014 Review of Quantitative Finance and Accounting. -
    Paper not yet in RePEc: Add citation now
    

27. Darolles, S. ; Vaissie, M. The alpha and omega of fund of hedge fund added value. 2012 Journal of Banking & Finance. 26 1067-1078

28. Davies, J. ; Kat, M. ; Lu, S. Fund of hedge funds portfolio selection: a multiple objective approach. 2009 Journal of Derivatives & Hedge Funds. 15 91-115
    Paper not yet in RePEc: Add citation now
    

29. Diez de los Rios, A. ; Garcia, R. Assessing and valuing the nonlinear structure of hedge fund returns. 2011 Journal of Applied Econometrics. 26 193-212

30. Dimitriou, D. ; Kenourgios, D. ; Simos, T. Global financial crisis and emerging stock market contagion: a multivariate FIAPARCH-DCC approach. 2013 International Review of Financial Analysis. 30 46-56

31. Duarte, J. ; Longstaff, F. ; Yu, F. Risk and return in fixed-income arbitrage: nickels in front of a steamroller?. 2007 Review of Financial Studies. 20 769-811

32. Embrechts, P. ; McNeil, A. ; Straumann, D. Correlation and dependence in risk management: properties and pitfalls. 2002 En : Dempster, M. Risk management: value at risk and beyond. Cambridge University Press: Cambridge
    Paper not yet in RePEc: Add citation now
    

33. Engle, R. Dynamic conditional correlation: a new class of multivariate generalized autoregressive conditional heteroskedasticity models. 2002 Journal of Business & Economic Statistics. 20 339-350

34. Engle, R. ; Kroner, K. Multivariate simultaneous generalized ARCH. 1995 Econometric Theory. 11 122-150

35. Engle, R. ; Ng, V. Measuring and testing the impact of news on volatility. 1993 Journal of Finance. 48 1749-1778

36. Fama, F. ; French, R. Common risk factors in the returns on stocks and bonds. 1993 Journal of Financial Economics. 33 3-56

37. Fung, W. ; Hsieh, D. Asset-based style factors for hedge funds. 2002 Financial Analysts Journal. 58 16-27
    Paper not yet in RePEc: Add citation now
    

38. Fung, W. ; Hsieh, D. Empirical characteristics of dynamic trading strategies: the case of hedge funds. 1997 Review of Financial Studies. 10 275-302

39. Fung, W. ; Hsieh, D. Hedge fund benchmarks: a risk-based approach. 2004 Financial Analysts Journal. 60 65-80
    Paper not yet in RePEc: Add citation now
    

40. Fung, W. ; Hsieh, D. Hedge funds: an industry in its adolescence. 2006 Federal Reserve Bank of Atlanta, Economic Review. 91 1-34

41. Fung, W. ; Hsieh, D. Is mean-variance analysis applicable to hedge funds?. 1999 Economics Letters. 62 53-58

42. Fung, W. ; Hsieh, D. Performance characteristics of hedge funds and commodity funds: natural vs. spurious biases. 2000 Journal of Financial and Quantitative Analysis. 35 291-307

43. Fung, W. ; Hsieh, D. ; Naik, Y.N. ; Ramadorai, T. Hedge funds: performance, risk, and capital formation. 2008 Journal of Finance. 63 1777-1803

44. Giamouridis, D. ; Vrontos, I. Hedge fund portfolio construction: a comparison of static and dynamic approaches. 2007 Journal of Banking & Finance. 31 199-217

45. Gjika, D. ; Horváth, R. Stock market comovements in Central Europe: evidence from the asymmetric DCC model. 2013 Economic Modelling. 33 55-64

46. Glabadanidis, P. A dynamic asset pricing model with time-varying factor and idiosyncratic risk. 2009 Journal of Financial Econometrics. 7 247-264

47. Greenlaw, D. ; Hatzius, J. ; Kashyap, A. ; Shin, H. Leveraged losses: lessons from the mortgage market meltdown. 2008 Rosenberg Institute, Brandeis International Business School and Initiative on Global Markets, University of Chicago Graduate School of Business:
    Paper not yet in RePEc: Add citation now
    

48. Harris, R. ; Mazibas, M. Dynamic hedge fund portfolio construction: a semi-parametric approach. 2013 Journal of Banking & Finance. 37 139-149

49. Harris, R. ; Mazibas, M. Dynamic hedge fund portfolio construction. 2010 International Review of Financial Analysis. 19 351-357

50. Huang, D. ; Zhu, S. ; Fabozzi, F. ; Fukushima, M. Portfolio selection under distributional uncertainty: a relative robust CVaR approach. 2010 European Journal of Operational Research. 203 185-194

51. Jegadeesh, N. ; Titman, S. Returns to buying winners and selling losers: implications for stock market efficiency. 1993 Journal of Finance. 48 65-91

52. Jorion, P. Risk management for hedge funds with position information. 2007 Journal of Portfolio Management. 34 127-134
    Paper not yet in RePEc: Add citation now
    

53. Kenourgios, D. ; Christopoulos, A. ; Dimitriou, D. Asset markets contagion during the global financial crisis. 2013 Multinational Finance Journal. 17 1-28

54. Kenourgios, D. ; Samitas, A. ; Paltalidis, N. Financial crisis and stock market contagion in a multivariate time-varying asymmetric framework. 2011 Journal of International Financial Markets, Institutional & Money. 21 92-106

55. Kosowski, R. ; Naik, N.Y. ; Teo, M. Do hedge funds deliver alpha? A Bayesian and bootstrap analysis. 2007 Journal of Financial Economics. 84 229-264

56. Kroner, K. ; Ng, V. Modelling asymmetric comovements of assets returns. 1998 Review of Financial Studies. 11 817-844
    Paper not yet in RePEc: Add citation now
    

57. Mitchell, M. ; Pulvino, T. Characteristics of risk and return in risk arbitrage. 2001 Journal of Finance. 56 2135-2175

58. Morgan, J.P. RiskMetrics technical document. 1996 J. P. Morgan: New York
    Paper not yet in RePEc: Add citation now
    

59. Morton, D.P. ; Popova, E. ; Popova, I. Efficient fund of hedge funds construction under downside risk measures. 2006 Journal of Banking & Finance. 30 503-518

60. Naik, N.Y. ; Ramadorai, T. ; Stromqvist, M. Capacity constraints and hedge fund strategy returns. 2007 European Financial Management. 13 239-256

61. Ogryczak, W. ; Ruszczynski, A. Dual stochastic dominance and related mean-risk models. 2002 SIAM Journal on Optimization. 13 60-78
    Paper not yet in RePEc: Add citation now
    

62. Patton, A. Are “market neutral” hedge funds really market neutral?. 2009 Review of Financial Studies. 22 2495-2530

63. Patton, A. ; Ramadorai, T. On the high-frequency dynamics of hedge fund risk exposures. 2011 Journal of Finance. 68 597-635

64. Rockafellar, T. ; Uryasev, S. Conditional value-at-risk for general loss distribution. 2002 Journal of Banking & Finance. 26 21-41

65. Samitas, A. ; Tsakalos, I. How can a small country affect the European economy? The Greek contagion phenomenon. 2013 Journal of International Financial Markets, Institutions & Money. 25 18-32

66. Schaub, N. ; Schmid, M. Hedge fund liquidity and performance: evidence from the financial crisis. 2013 Journal of Banking & Finance. 37 671-692

67. Sharpe, W. Asset allocation: management style and performance measurement. 1992 Journal of Portfolio Management. 18 7-19
    Paper not yet in RePEc: Add citation now
    

68. Sharpe, W.F. Capital asset prices: a theory of market equilibrium under conditions of risk. 1964 Journal of Finance. 19 425-442

69. Syriopoulos, T. Hedge funds and risk management. 2013 En : Baker, H.K. ; Filbeck, G. Alternative investments – instruments, performance, benchmarks and strategies, Kolb series in finance. Wiley: New York
    Paper not yet in RePEc: Add citation now
    

70. Syriopoulos, T. ; Roumpis, E. Dynamic correlations and volatility effects in the Balkan equity markets. 2009 Journal of International Financial Markets, Institutions & Money. 19 565-587

71. Toyoshima, Y. ; Tamakoshi, G. ; Hamori, S. Asymmetric dynamics in correlations of treasury and swap markets: evidence from the US market. 2012 Journal of International Financial Markets, Institutions & Money. 22 381-394

72. Vrontos, S. ; Vrontos, I. ; Giamouridis, D. Hedge fund pricing and model uncertainty. 2008 Journal of Banking & Finance. 32 741-753

73. Wachter, J. Can time-varying risk of rare disasters explain aggregate stock market volatility?. 2013 Journal of Finance. 68 987-1035

74. Zhong, Z. (2008). Why does hedge fund alpha decreases over time? Evidence from individual hedge funds (Working Paper), Rutgers, State University of New Jersey.
    Paper not yet in RePEc: Add citation now
    

1. Portfolio optimization in hedge funds by OGARCH and Markov Switching Model. (2015). Seco, Luis ; Wu, Lin-Liang Bill ; Luo, Cuicui.
   In: Omega.
   RePEc:eee:jomega:v:57:y:2015:i:pa:p:34-39.

   Full description at Econpapers || Download paper

2. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10151.

   Full description at Econpapers || Download paper

3. Pension funds’allocations to hedge funds: an empirical analysis of US and Canadian defined benefit plans. (2013). Bouvatier, Vincent ; Rigot, Sandra.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2013-4.

   Full description at Econpapers || Download paper

4. Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Fung, William ; Naik, Narayan ; Hsieh, David ; Edelman, Daniel .
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108.

   Full description at Econpapers || Download paper

5. Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Bessler, Wolfgang ; Kurmann, Philipp ; Holler, Julian .
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:26:y:2012:i:1:p:109-141.

   Full description at Econpapers || Download paper

6. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:18:y:2012:i:1:p:166-178.

   Full description at Econpapers || Download paper

7. Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM. (2012). Charles-Cadogan, G..
   In: Papers.
   RePEc:arx:papers:1206.4562.

   Full description at Econpapers || Download paper

8. Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets. (2012). Charles-Cadogan, G..
   In: Papers.
   RePEc:arx:papers:1206.2662.

   Full description at Econpapers || Download paper

9. Assessing the Performance of Funds of Hedge Funds. (2011). Pirotte Speder, Hugues ; Dewaele, Benoit ; Tuchschmid, N. ; Wallerstein, E..
   In: Working Papers CEB.
   RePEc:sol:wpaper:2013/97544.

   Full description at Econpapers || Download paper

10. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:169-204.

    Full description at Econpapers || Download paper

11. The option CAPM and the performance of hedge funds. (2011). Garcia, René ; Diez de los Rios, Antonio.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:137-167.

    Full description at Econpapers || Download paper

12. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:117-135.

    Full description at Econpapers || Download paper

13. Liquidity Shocks and Hedge Fund Contagion. (2011). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-12.

    Full description at Econpapers || Download paper

14. CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure. (2011). Balbas, Raquel.
    In: INDEM - Working Paper Business Economic Series.
    RePEc:cte:idrepe:id-11-04.

    Full description at Econpapers || Download paper

15. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

    Full description at Econpapers || Download paper

16. Explaining the returns of active currency managers. (2011). Rehman, Scheherazade S ; Nasypbek, Sam .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-11.

    Full description at Econpapers || Download paper

17. Inflation hedging portfolios in different regimes. (2011). Signori, Ombretta ; Briere, Marie.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-08.

    Full description at Econpapers || Download paper

18. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_831_11.

    Full description at Econpapers || Download paper

19. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7780.

    Full description at Econpapers || Download paper

20. Do hedge funds manage their reported returns?. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0709.

    Full description at Econpapers || Download paper

21. Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0404.

    Full description at Econpapers || Download paper

22. Reducing estimation risk in optimal portfolio selection when short sales are allowed. (2009). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:30:y:2009:i:5:p:281-305.

    Full description at Econpapers || Download paper

23. Inflation-hedging portfolios in Different Regimes. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:09-047.

    Full description at Econpapers || Download paper

24. Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage. (2009). Sundaresan, Suresh ; Dai, John .
    In: MPRA Paper.
    RePEc:pra:mprapa:16483.

    Full description at Econpapers || Download paper

25. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n2000109.pdf.

    Full description at Econpapers || Download paper

26. The persistence in hedge fund performance: extended analysis. (2009). Capocci, Daniel ; Daniel P. J. Capocci, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:233-255.

    Full description at Econpapers || Download paper

27. Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry. (2008). Ruenzi, Stefan ; Thiele, Tanja ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0702.

    Full description at Econpapers || Download paper

28. Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1208.

    Full description at Econpapers || Download paper

29. Volatility Exposure for Strategic Asset Allocation. (2008). Signori, Ombretta ; Brière, Marie ; Briere, Marie ; Burgues, Alexandre .
    In: Working Papers CEB.
    RePEc:sol:wpaper:08-034.

    Full description at Econpapers || Download paper

30. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2008-05.

    Full description at Econpapers || Download paper

31. Tracking problems, hedge fund replication and alternative beta. (2008). Roncalli, Thierry ; Weisang, Guillaume.
    In: MPRA Paper.
    RePEc:pra:mprapa:37358.

    Full description at Econpapers || Download paper

32. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
    In: Economics Papers.
    RePEc:nuf:econwp:0801.

    Full description at Econpapers || Download paper

33. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

    Full description at Econpapers || Download paper

34. Do Funds-of-Funds Deserve Their Fees-on-Fees?. (2008). Zhao, Rui ; Rhodes-Kropf, Matthew ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13944.

    Full description at Econpapers || Download paper

35. Do Hedge Funds Profit From Mutual-Fund Distress?. (2008). Stein, Jeremy ; Hong, Harrison ; Hanson, Samuel ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13786.

    Full description at Econpapers || Download paper

36. CoVaR. (2008). Brunnermeier, Markus ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:348.

    Full description at Econpapers || Download paper

37. Asset pricing models with errors-in-variables. (2008). Carmichael, Benoit ; Coen, Alain.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:778-788.

    Full description at Econpapers || Download paper

38. Risk Measurement and Management in a Crisis-Prone World. (2008). Wong, Woon ; Copeland, Laurence.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2008/14.

    Full description at Econpapers || Download paper

39. On the relative performance of multi-strategy and funds of hedge funds. (2007). Agarwal, Vikas ; Kale, Jayant R..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0711.

    Full description at Econpapers || Download paper

40. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Agarwal, Vikas ; Boyson, Nicole M. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

    Full description at Econpapers || Download paper

41. Optimal Hedging with Higher Moments. (2006). Černý, Aleš ; ÄŒerný, AleÅ¡ ; Brooks, Chris ; Miffre, J. ; Cerny, A..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-12.

    Full description at Econpapers || Download paper

42. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12090.

    Full description at Econpapers || Download paper

43. Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence. (2006). Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-38.

    Full description at Econpapers || Download paper

44. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-31.

    Full description at Econpapers || Download paper

45. Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach. (2005). Olszewski, Yan.
    In: Finance.
    RePEc:wpa:wuwpfi:0507018.

    Full description at Econpapers || Download paper

46. Estimating Bank Trading Risk: A Factor Model Approach. (2005). Berkowitz, Jeremy ; O'Brien, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11608.

    Full description at Econpapers || Download paper

47. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

    Full description at Econpapers || Download paper

48. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Duarte, Jefferson ; Longstaff, Francis A. ; Yu, Fan.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6zx6m7fp.

    Full description at Econpapers || Download paper

49. Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze. (2004). Yadav, Pradeep K. ; Naik, Narayan Y. ; Merrick, John J..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0407.

    Full description at Econpapers || Download paper

50. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2004). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0403.

    Full description at Econpapers || Download paper

Report date: 2025-09-12 15:55:11 || Missing content? Let us know