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Funds of hedge funds : performance, assessment, diversification, and statistical properties

Gregoriou, Greg N. (contributor) - 2006

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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

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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

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The profiles of merged hedge funds, funds of hedge funds, and CTA

Gregoriou, Greg N.; Kooli, Maher - In: The journal of asset management 18 (2017) 1, pp. 49-63

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Nonlinear financial econometrics : Markov switching models, persistence and nonlinear cointegration

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Hedge fund replication

Gregoriou, Greg N. (ed.); Kooli, Maher (ed.) - 2012 - 1. publ.

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Congestion in commodity trading advisors

Gregoriou, Greg N.; Pascalau, Razvan; Chen, Yao - In: INFOR : information systems and operational research 49 (2011) 1, pp. 63-74

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Emerging markets : performance, analysis and innovation

Gregoriou, Greg N. (ed.) - 2010

The growth prospects of new and old emerging markets -- Are emerging stock markets less efficient? : a survey of empirical literature -- How "normal" are emerging market returns? -- Emerging markets exposure : equities or hedge funds? -- Equity returns in emerging markets : prospects for the...

Persistent link: https://www.econbiz.de/10003834062