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The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.; Racicot, François-Éric; Théoret, … - In: Economic modelling 94 (2021), pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
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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
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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