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The performance of hedge funds in the presence of errors in variables
Coën, Alain; Desfleurs, Aurélie; Hübner, Georges; … - In: Hedge funds : insights in performance measurement, risk …, (pp. 381-401). 2005
Persistent link: https://www.econbiz.de/10003138068
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Dynamic hedge fund style analysis with errors-in-variables
Bodson, Laurent; Coën, Alain; Hübner, Georges - In: The journal of financial research 33 (2010) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10008939355
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The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential
Cavenaile, Laurent; Coën, Alain; Hübner, Georges - In: The journal of alternative investments 13 (2010/11) 4, pp. 9-29
Persistent link: https://www.econbiz.de/10009008651
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Risk and performance estimation in hedge funds revisited : evidence from errors in variables
Coën, Alain; Hübner, Georges - In: Journal of empirical finance 16 (2009) 1, pp. 112-125
Persistent link: https://www.econbiz.de/10003800544
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Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 10 (2009/10) 1, pp. 37-62
Persistent link: https://www.econbiz.de/10003853609
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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
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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
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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
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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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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