10 research outputs found
Are Investable Hedge Fund Indices Holding Their Promise?
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
A Brief Guide on Exchanged Traded Products (ETPs)
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Tilted and Anti-Tilted Portfolios: A Coherent Framework for Advanced Beta Portfolio Construction
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Evidence of Predictability in Hedge Fund Returns and Multi-Style Multi-Class Tactical Style Allocation Decisions
- Author
- A Dixit
- A Lo
- B Dumas
- B Dumas
- C Harvey
- C Harvey
- D Keim
- E Fama
- E Fama
- E Fama
- E Grannan
- E Peters
- E Sentana
- F Lhabitant
- G Amin
- G Bekaert
- G Chow
- G Constantinides
- G M Constantinides
- G M Constantinides
- G M Contantinides
- H E Leland
- J Campbell
- J Campbell
- J Campbell
- J Campbell
- K Toft
- L Martellini
- L Martellini
- Lionel Martellini
- M Brandt
- M Brennan
- M Davis
- M H A Davis
- N Amenc
- N Amenc
- N Amenc
- N Barberis
- Noel Amenc
- P Henrotte
- P Samuelson
- R C Merton
- R C Merton
- R Grinold
- S D Hodges
- S El Bied
- S El Bied
- S Kandel
- Sina El Bied
- T Hoggard
- T Philip
- T Schneeweis
- W Ferson
- W Ferson
- W Ferson
- W Fung
- W Fung
- W Lee
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2002
- Field of study
On the Role of Hedge Funds in Institutional Portfolios: Comprehensive Version
- Author
- Alexander Ineichen
- Alexander Ineichen
- Alexander Ineichen
- Barry Feldman
- Carl Ackermann
- Clifford Asness
- Eugene Fama
- Evan Gatev
- Francois-Serge Lhabitant
- Francois-Serge Lhabitant
- Franklin Edwards
- Gary Brinson
- Greg Jensen
- Harry Kat
- Hilary Till
- Hilary Till
- Hilary Till
- Jean-Francois Bacmann
- Jean-Francois Bacmann
- Joel Chernoff
- John Bogle
- John Cochrane
- Kaifeng Chen
- Kevin Terhaar
- Laurence Siegel
- Leola Ross
- Marc Goodman
- Mark Carhart
- Martin Herzberg
- Myron Scholes
- Noel Amenc
- Noel Amenc
- Peng Chen
- Phillip Bennett
- Ralph Savage
- Ray Dalio
- Richard Brealey
- Robert Clow
- Robert Jaeger
- Roger Ibbotson
- Stephen Brown
- Thomas Schneeweis
- Thomas Schneeweis
- Vikas Agarwal
- Vikas Agarwal
- William Fung
- William Fung
- William Fung
- William Fung
- William Fung
- William Fung
- William Sharpe
- Zvi Bodie
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2003
- Field of study
Tilt Nickel to Diamond
- Author
- A Korteweg
- Amenc Noel
- Andrea Frazzini
- Chow
- Clarke Roger
- Clifford Asness
- Dan Dhaliwal
- Eugene Fama
- Eugene Fama
- Eugene Fama
- Eugene Fama
- George Xiang
- Harrison Hong
- J Shanken
- J Stein
- Jeffrey Wurgler
- Jennifer Bender
- Jyh-Huei Lee
- Kenneth French
- Kewei Hou
- Lars Hansen
- Mark Carhart
- Monica Billio
- P Hansen
- R S Hamada
- R Stambaugh
- R Stambaugh
- Robert Arnott
- Robert Novy-Marx
- Rui Albuquerque
- Shmuel Kandel
- Thomas J George
- Tong Yu
- Valentin Dimitrov
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
A Quantitative Analysis of CTA Funds
- Author
- Agarwal
- Bing Liang
- Burak Cerrahoglu
- Burton G Malkiel
- Con Keating
- Corneliu Crisan
- Fernando Diz
- Harry M Kat
- Jack D Schwager
- James M Park
- Jennifer N Carpenter
- K Chen
- Noel Amenc
- P Lequeux
- Perry J Kaufman
- Rami Habib
- Richard Spurgin
- Riskmetrics
- Roger G Ibbotson
- Salomon Smith Barney Corporate Bond Index
- Salomon Smith Barney World Government Bond Index
- Simon Vuille Vuille
- Stephen E Fienberg
- Stephen J Brown
- Stephen J Brown
- Thomas Schneeweiss
- Vikas Agarwal
- William F Sharpe
- William Fung
- William N Goetzmann
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Portfolio Optimization and Hedge Fund Style Allocation Decisions
- Author
- A Lo
- C Stein
- C Walter
- C Waternaux
- E Elton
- F Longin
- G Amin
- G Anderson
- G Connor
- H Markowitz
- I Fedrigo
- I Johnstone
- J Cvitanic
- J Ingersoll
- J P Morgan
- L Chan
- L Laloux
- Lionel Martellini
- Mark Britten-Jones
- Noel Amenc
- P Jorion
- R C Merton
- R Jagannathan
- R Litterman
- R Litterman
- R Merton
- R Michaud
- R Roll
- R Roll
- S Ross
- T Henker
- T Schneeweis
- T Schneeweis
- V Karavas
- W Fung
- W Fung
- W Fung
- W Fung
- W Sharpe
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2002
- Field of study
Fund Manager Overconfidence and Investment Performance: Evidence from Mutual Funds
- Author
- Alexander Putz
- Arman Eshraghi
- B M Barber
- Christoph Gort
- D Garcia
- D Hoechle
- Darwin Choi
- David Hirschleifer
- Dominik Johnson
- Don A Moore
- Edward H Chow
- Elizabeth Demers
- Eric Van Den Steen
- Hersh Shefrin
- Hsiu-Lang Chen
- J Holland
- J Holland
- Joel Amernic
- K Daniel
- K J Cremers
- Keith Cuthbertson
- Luis Santos-Pinto
- Mark M Carhart
- Markus Glaser
- Markus Glaser
- Meir Statman
- Nicholas Barberis
- Noel Amenc
- Richard H Willis
- Richard J. Taffler
- Richard Taffler
- Robert Kosowski
- S Plous
- Simon Gervais
- Simon Gervais
- Terrance Odean
- Ulrich Hoffrage
- Ulrike Malmendier
- Ulrike Malmendier
- Ulrike Malmendier
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Hedge Fund Regulation - In Response to the Financial Crisis
- Author
- Alison Fraser
- Andreas Fillman
- Andres Juhkam
- Andrew Cornford
- Andrew G Haldane
- Andrew J Donohoe
- Anita Krug
- Anonymous
- Ashley Kovas
- Bill Mcintosh
- Bill Mcintosh
- Bradley Ziff
- Bridget Barker
- Cardim De Carvalho
- Carl Ackermann
- Carl Nelson
- Charles Calomiris
- Charles W Calomiris
- Charlie Mccreevy
- Chidem Kurdas
- Christophe Grunig
- Dale B Thompson
- Financial Review
- George Christodoulakis
- Graeme Halkerston
- Gregory Connor
- Hannah Terhune
- Harry Mcvea
- Hm Treasury
- Houman B Shadab
- Ian W Marsh
- Ingrid Pierce
- J Traveny
- Jacques De Larosiere
- James Tomeo
- Jarko Syrilla
- Jay Gould
- John Braithwaite
- John Schneider
- Justin Keay
- Kevin ( Lui
- Kevin ( Lui
- Knowledge@wharton
- Lars Jaeger
- Laura Cox
- Lawrence A Zaring
- Lawrence Summers
- Lee W Schultheis
- Llc Corgentum
- Ltd Ims Consulting
- M Jayadev
- Marcel Kahan
- Maria Stromqvist
- Marianne Ojo
- Marianne Ojo
- Mark Chambers
- Mark Chambers
- Mark Chambers
- Mark Yeandle
- Martin Arnold
- May Slaughter
- Mervyn King
- Michael Mainelli
- Miles Francis Binney
- Nicholas Chan
- Nicholas Pettifer
- Noel Amenc
- Paul M Jonna
- Pjilippe Jorion
- Price Waterhouse
- R
- R
- R Gibson
- Rebecca Jones
- Robert Falkner
- Robert Falkner
- Robert W Kolb
- Roger Ferguson
- Roger G Ibbotson
- Rolf H Weber
- Rowena Mason
- S J Berwin
- Sheila C Dow
- Sol Picciotto
- Steven L Schwarcz
- Stuart Fieldhouse
- Stuart Fieldhouse
- Tyler Cowen
- Ulrich Beck
- Viral Acharya
- William Kelly
- Wulf Kaal
- Zeynep Stille
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study