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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
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An essay on stochastic volatility and the yield curve
Théoret, Raymond; Rostan, Pierre; El-Moussadek, Abdeljalil - In: Advances in risk management, (pp. 86-106). 2007
Persistent link: https://www.econbiz.de/10003401591
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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 procyclicality of hedge fund alpha and beta
Racicot, François-Éric; Théoret, Raymond - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 109-128
Persistent link: https://www.econbiz.de/10010209488
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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
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The q-factor model and the redundancy of the value factor : an application to hedge funds
Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 17 (2016) 7, pp. 526-539
Persistent link: https://www.econbiz.de/10011648215