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subject:"Management"
~person:"Racicot, François-Éric"
~source:"econis"
~subject:"Hedge fund"
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19
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9
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Racicot, François-Éric
Guirguis, Michel
58
Agarwal, Vikas
54
Jiang, Wei
39
Liang, Bing
38
Brown, Stephen J.
36
Kaiser, Dieter G.
35
Naik, Narayan Y.
34
Gregoriou, Greg N.
33
Aragon, George O.
31
Brav, Alon
31
Lo, Andrew W.
31
Boyson, Nicole M.
29
Dai, Na
24
Cumming, Douglas J.
23
Getmansky, Mila
23
Ramadorai, Tarun
23
Teo, Melvyn
22
Joenväärä, Juha
21
Bali, Turan G.
20
Kolokolova, Olga
20
Eling, Martin
19
Lhabitant, François-Serge
19
Théoret, Raymond
18
Bollen, Nicolas P. B.
16
Caglayan, Mustafa Onur
16
Fung, William
16
Goetzmann, William N.
16
Hsieh, David A.
16
Hübner, Georges
16
Patton, Andrew J.
16
Darolles, Serge
15
Lu, Yan
15
Chen, Yong
14
Heidorn, Thomas
14
Jorion, Philippe
14
Kosowski, Robert
14
Ray, Sugata
14
Sadka, Ronnie
14
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14
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2
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2
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2
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1
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1
Financial innovation : FIN
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
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1
The q-factor model and the redundancy of the value factor : an application to hedge funds
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of asset management
17
(
2016
)
7
,
pp. 526-539
Persistent link: https://www.econbiz.de/10011648215
Saved in:
2
Optimal instrumental variables generators based on improved Hausman regression, with an application to hedge fund returns
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of wealth management
13
(
2010
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10003981786
Saved in:
3
On optimal instrumental variables generators, with an application to hedge fund returns
Racicot, François-Éric
;
Théoret, Raymond
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10003813388
Saved in:
4
Hedge fund returns, Kalman filter, and errors-in-variables
Racicot, François-Éric
;
Théoret, Raymond
- In:
Atlantic economic journal : AEJ
38
(
2010
)
3
,
pp. 377-378
Persistent link: https://www.econbiz.de/10009259586
Saved in:
5
Cumulant instrument estimators for hedge fund return models with errors in variables
Racicot, François-Éric
;
Théoret, Raymond
- In:
Applied economics
46
(
2014
)
10/12
,
pp. 1134-1149
Persistent link: https://www.econbiz.de/10010399380
Saved in:
6
Conditional financial models and the alpha puzzle : a panel study of hedge fund returns
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of wealth management
11
(
2008/09
)
2
,
pp. 59-77
Persistent link: https://www.econbiz.de/10003816000
Saved in:
7
The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks
Racicot, François-Éric
;
Théoret, Raymond
;
Gregoriou, …
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 289-318
Persistent link: https://www.econbiz.de/10012671925
Saved in:
8
The procyclicality of hedge fund alpha and beta
Racicot, François-Éric
;
Théoret, Raymond
- In:
Journal of derivatives & hedge funds
19
(
2013
)
2
,
pp. 109-128
Persistent link: https://www.econbiz.de/10010209488
Saved in:
9
The q-factor and the Fama and French asset pricing models : hedge fund evidence
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Managerial finance
42
(
2016
)
12
,
pp. 1180-1207
Persistent link: https://www.econbiz.de/10011572944
Saved in:
10
Testing the new Fama and French factors with illiquidity : a panel data investigation
Racicot, François-Éric
;
Rentz, William F.
;
Théoret, …
- In:
Finance : revue de l'Association Française de Finance
39
(
2018
)
3
,
pp. 45-102
Persistent link: https://www.econbiz.de/10012025798
Saved in:
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