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Selecting prior year's top fund of hedge funds as this year's choice
Gregoriou, Greg N.; Pascalau, Razvan - In: The journal of wealth management 13 (2010) 2, pp. 61-68
Persistent link: https://www.econbiz.de/10009886641
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Diversification in funds of hedge funds : is it possible to overdiversify?
Brown, Stephen J.; Gregoriou, Greg N.; Pascalau, Razvan - In: Review of asset pricing studies 2 (2012) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10010017474
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Increasing the information content of realized volatility forecasts
Pascalau, Razvan; Poirier, Ryan - In: Journal of financial econometrics 21 (2023) 4, pp. 1064-1098
Persistent link: https://www.econbiz.de/10014391443
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Selecting prior year's top fund of hedge funds as this year's choice
Gregoriou, Greg N.; Pascalau, Razvan - In: The journal of wealth management 13 (2010) 2, pp. 61-68
Persistent link: https://www.econbiz.de/10008651223
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Nonlinear financial econometrics : Markov switching models, persistence and nonlinear cointegration
Gregoriou, Greg N. (ed.); Pascalau, Razvan (contributor) - 2011
Persistent link: https://www.econbiz.de/10008654596
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Financial econometrics modeling : market microstructure, factor models and financial risk measures
Gregoriou, Greg N. (ed.); Pascalau, Razvan (contributor) - 2011
Persistent link: https://www.econbiz.de/10008654748
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A joint survival analysis of hedge funds and funds of funds using copulas
Gregoriou, Greg N.; Pascalau, Razvan - In: Managerial finance 38 (2012) 1, pp. 82-100
Persistent link: https://www.econbiz.de/10009488349
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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
Persistent link: https://www.econbiz.de/10009385020
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Recruitment of seemingly overeducated personnel : insider-outsider effects on fair employee selection practices
Fabel, Oliver; Pascalau, Razvan - In: International journal of the economics of business 20 (2013) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10009719814
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Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011
Persistent link: https://www.econbiz.de/10008933066