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Catching future stars among micro-CTAs
Gregoriou, Greg N.; Rouah, Fabrice - In: The handbook of commodity investing, (pp. 648-659). 2008
Persistent link: https://www.econbiz.de/10003795229
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Efficiency persistence of bank and thrift CEOs using data envelopment analysis
Chen, Yao; Gregoriou, Greg N.; Rouah, Fabrice - In: Computers & operations research : and their … 36 (2009) 5, pp. 1554-1561
Persistent link: https://www.econbiz.de/10003827853
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Efficiency persistence of bank and thrift CEOs using data envelopment analysis
Cheng, Yao; Gregoriou, Greg N.; Rouah, Fabrice - In: Data envelopment analysis : a handbook of empirical …, (pp. 1-16). 2016
Persistent link: https://www.econbiz.de/10011474659
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Simple and cross efficiency of CTAs using data envelopment analysis
Gregoriou, Greg N.; Rouah, Fabrice; Satchell, Stephen; … - In: The European journal of finance 11 (2005) 5, pp. 393-409
Persistent link: https://www.econbiz.de/10003183245
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Survival of commodity trading advisors : 1990 - 2003
Gregoriou, Greg N.; Hübner, Georges; Papageorgiou, Nicolas - In: The journal of futures markets 25 (2005) 8, pp. 795-815
Persistent link: https://www.econbiz.de/10003012209
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Performance evaluation of hedge funds
Gregoriou, Greg N. (ed.); Rouah, Fabrice (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001789952
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Hedge funds : strategies, risk assessment, and returns
Gregoriou, Greg N. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001791694
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
Gregoriou, Greg N.; Hübner, Georges; Papageorgiou, Nicolas - 2005
Persistent link: https://www.econbiz.de/10013490468
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The Heston model and its extensions in VBA + website
Rouah, Fabrice - 2015
"Practical options pricing for better-informed investment decisions.The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools--the Heston model, and VBA. Light on theory, this extremely useful...
Persistent link: https://www.econbiz.de/10010527234
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A literature review of hedge fund performance studies
Rouah, Fabrice - In: Hedge funds : insights in performance measurement, risk …, (pp. 259-272). 2005
Persistent link: https://www.econbiz.de/10003137925