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The effects of newly listed derivatives in a thin stock market

Bruand, Martin - In: Review of derivatives research 2 (1998) 1, pp. 59-86

Persistent link: https://www.econbiz.de/10001250186

The jump-diffusion process in Swiss stock returns and its influence on option valuation

Bruand, Martin - In: Finanzmarkt und Portfolio-Management 10 (1996) 1, pp. 75-98

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Portfolio diversification : alive and well in Euro-land!

Adjaoute, Kpate; Danthine, Jean-Pierre - In: Applied financial economics 14 (2004) 17, pp. 1225-1231

Persistent link: https://www.econbiz.de/10002415101

Portfolio diversification : alive and well in Euroland!

Adjaoute, Kpate; Danthine, Jean-Pierre - 2001

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Portfolio diversification : alive and well in Euroland!

Adjaoute, Kpate; Danthine, Jean-Pierre - 2001

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European financial integration and equity returns : a theory-based assessment

Adjaoute, Kpate (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001865060

European financial integration and equity returns : a theory-based assessment

Adjaoute, Kpate; Danthine, Jean-Pierre - In: The transformation of the European financial system : …, (pp. 185-245). 2003

Persistent link: https://www.econbiz.de/10001769769

Portfolio diversification : alive and well in Euroland!

Adjaoute, Kpate - 2001

Persistent link: https://www.econbiz.de/10013423683

Hedge fund alphas : do they reflect managerial skills or mere compensation for liquidity risk bearing?

Gibson, Rajna; Wang, Songtao - 2008

This article analyzes the effect of liquidity risk on the performance of various hedge fund portfolio strategies. Similarly to Avramov et al. (2007), we find that, before accounting for the effect of liquidity risk, hedge fund portfolios that incorporate predictability in managerial skills...

Persistent link: https://www.econbiz.de/10003966170

Liquidity risk, return predictability, and hedge funds' performance : an empirical study

Gibson, Rajna; Wang, Songtao - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 219-244

Persistent link: https://www.econbiz.de/10009772364