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Evaluating the performance of hedge fund strategies : a non-parametric analysis

Canepa, Alessandra; González, Maria; Skinner, Frank S. - 2015

Persistent link: https://www.econbiz.de/10011348497

Persistent doubt : an examination of the performance of hedge funds

Caporale, Guglielmo Maria; Papageorgiou, Nicolas A.; … - 2014

Persistent link: https://www.econbiz.de/10010364595

Term structure information and bond strategies

González Pérez, María de la O; Skinner, Frank S.; … - In: Review of quantitative finance and accounting 41 (2013) 1, pp. 53-74

Persistent link: https://www.econbiz.de/10009775644

Hedge fund strategies: a non-parametric analysis

Canepa, Alessandra; González Pérez, María de la O; … - In: International review of financial analysis 67 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012299216

Hedge fund strategies : a non-parametric analysis

Canepa, Alessandra; González Pérez, María de la O; … - 2019

Persistent link: https://www.econbiz.de/10011996341

Persistent doubt : an examination of hedge fund performance

González, María dela O.; Papageorgiou, Nicolas A.; … - In: European financial management : the journal of the … 22 (2016) 4, pp. 613-639

Persistent link: https://www.econbiz.de/10011713053

Term structure information and bond strategies

González, María O; Skinner, Frank; Agyei-Ampomah, Samuel - In: Review of Quantitative Finance and Accounting 41 (2013) 1, pp. 53-74

We examine term structure theories by using a novel approach. We form bond investment strategies based on different theories of the term structure in order to determine which strategy performs best. When using a manipulation-proof performance measure, we find that consistent with prior...

Persistent link: https://www.econbiz.de/10010989608