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1
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel
;
Van Vuuren, Gary
- In:
Applied economics
50
(
2018
)
9
,
pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
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2
Trend reversal and alpha generation by hedge funds
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Applied economics
55
(
2023
)
35
,
pp. 4037-4059
Persistent link: https://www.econbiz.de/10014299422
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3
Is hedge fund a hedge for equity markets?
Kuang, Wei
- In:
Applied economics
54
(
2022
)
27
,
pp. 3154-3179
Persistent link: https://www.econbiz.de/10013171195
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4
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
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5
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.
;
Satchell, Stephen
;
Spence, P. J.
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
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6
Pension funds' allocations to hedge funds : an empirical analysis of US and Canadian defined benefit plans
Bouvatier, Vincent
;
Rigot, S.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3701-3710
Persistent link: https://www.econbiz.de/10010345878
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7
Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
7
,
pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
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8
Water as an investment : liquid yet illiquid!
Jin, Yizheng
;
Li, Bin
;
Roca, Eduardo
;
Wong, Victor
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 731-745
Persistent link: https://www.econbiz.de/10011414008
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9
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
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10
Hedge fund index-engineering methodologies : a comparison and demonstration
Stafylas, Dimitrios
;
Anderson, Keith
;
Uddin, Moshfique
- In:
Applied economics
50
(
2018
)
6
,
pp. 596-612
Persistent link: https://www.econbiz.de/10011847058
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