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Detecting structural breaks and identifying risk factors in hedge fund returns : a Bayesian approach
Meligkotsidou, Loukia; Vrontos, Ioannis D. - In: Journal of banking & finance 32 (2008) 11, pp. 2471-2481
Persistent link: https://www.econbiz.de/10003787229
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A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
Giannikis, Dimitrios; Vrontos, Ioannis D. - In: Journal of banking & finance 35 (2011) 6, pp. 1399-1414
Persistent link: https://www.econbiz.de/10009244982
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Hedge fund pricing and model uncertainty
Vrontos, Spyridon D.; Vrontos, Ioannis D.; Giamouridis, … - In: Journal of banking & finance 32 (2008) 5, pp. 741-753
Persistent link: https://www.econbiz.de/10003702734
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Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
Meligkotsidou, Loukia; Vrontos, Ioannis D. - In: Journal of banking & finance 32 (2008) 11, pp. 2471-2481
Persistent link: https://www.econbiz.de/10008110381
Cover Image
Hedge fund pricing and model uncertainty
Vrontos, Spyridon D.; Vrontos, Ioannis D.; Giamouridis, … - In: Journal of banking & finance 32 (2008) 5, pp. 741-753
Persistent link: https://www.econbiz.de/10007995465
Cover Image
Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
Meligkotsidou, Loukia; Vrontos, Ioannis D. - In: Journal of banking & finance 32 (2008) 11, pp. 2471-2482
Persistent link: https://www.econbiz.de/10008879740
Cover Image
Hedge fund pricing and model uncertainty
Vrontos, Spyridon D.; Vrontos, Ioannis D.; Giamouridis, … - In: Journal of banking & finance 32 (2008) 5, pp. 741-754
Persistent link: https://www.econbiz.de/10008883952
Cover Image
A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
Giannikis, Dimitrios; Vrontos, Ioannis D. - In: Journal of banking & finance 35 (2011) 6, pp. 1399-1415
Persistent link: https://www.econbiz.de/10008992465
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Hedge fund portfolio construction: A comparison of static and dynamic approaches
Giamouridis, Daniel; Vrontos, Ioannis D. - In: Journal of banking & finance 31 (2007) 1, pp. 199-218
Persistent link: https://www.econbiz.de/10007391260