Are hedge fund managers skilled?
M Kooli, I Stetsyuk - Global Finance Journal, 2021 - Elsevier
This study measures the skill of hedge fund (HF) managers by calculating the value added
that they extract from capital markets. Applying bootstrapping to control for luck, we find that …
that they extract from capital markets. Applying bootstrapping to control for luck, we find that …
Covariance Estimation and Algorithm Implementation of Hedge Fund Distribution Replication Model Based on AHP Algorithm
B Geng - International Conference on Innovative Computing, 2023 - Springer
Covariance estimation of hedge fund distribution replication model can help people identify
relevant financial risks, so as to prevent and control them. In order to achieve this purpose …
relevant financial risks, so as to prevent and control them. In order to achieve this purpose …
Check for updates Covariance Estimation and Algorithm Implementation of Hedge Fund Distribution Replication Model Based on AHP Algorithm
B Geng - Innovative Computing Vol 2-Emerging Topics in Future …, 2023 - books.google.com
Covariance estimation of hedge fund distribution replication model can help people identify
relevant financial risks, so as to prevent and control them. In order to achieve this purpose …
relevant financial risks, so as to prevent and control them. In order to achieve this purpose …
[PDF][PDF] The Effect of the 2008 Financial Crisis on Hedge Fund Performance and Survival
D Omanovic - 2021 - biblos.hec.ca
My thesis investigates the relationship between hedge fund characteristics and their
performance and survival during the 2008 financial crisis. When analyzing each …
performance and survival during the 2008 financial crisis. When analyzing each …
[引用][C] Hedge Fund and CTA'Manager Features, Risk Shifting and the Role of the Gender
K Ahmadpoura, M Frömmela