.
French, Craig W.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total Downloads
18,463
Total
Citations
19
1.
How Hedge Funds Beat the Market
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French, Craig W. SportSafety Labs, LLC
Ko, Damian B. Corbin Capital Partners, L.P.
Posted:
29 Aug 06
Last Revised:
30 May 07
2,747
(1,607)
2
French, Craig W. SportSafety Labs, LLC
Ko, Damian B. Corbin Capital Partners, L.P.
0
Hedge funds; performance attribution; market timing
French, Craig W. SportSafety Labs, LLC
Ko, Damian B. Corbin Capital Partners, L.P.
2,747
2
Hedge Fund, determinants, portfolio, performance, Treynor, Scholes
2.
French, Craig W. SportSafety Labs, LLC
2,111
(2,586)
7
Treynor, capital, asset, pricing, model, market, value, risk
3.
French, Craig W. SportSafety Labs, LLC
1,828
(3,276)
portfolio selection, hedge fund, Markowitz
4.
French, Craig W. SportSafety Labs, LLC
1,568
(4,297)
Determinants, portfolio, attribution
5.
French, Craig W. SportSafety Labs, LLC
Liew, Jim Kyung-Soo Johns Hopkins University - Carey Business School
1,516
(4,575)
hedge fund, factor model, serial correlation, portfolio construction, asset allocation, skew
6.
French, Craig W. SportSafety Labs, LLC
829
(12,455)
Cochrane, Asset, Pricing, Book review
7.
French, Craig W. SportSafety Labs, LLC
Ko, Damian B. Corbin Capital Partners, L.P.
Abuaf, David Corbin Capital Partners, L.P.
769
(13,963)
Hedge Fund, Diversification, Persistence
8.
French, Craig W. SportSafety Labs, LLC
Liew, Jim Kyung-Soo Johns Hopkins University - Carey Business School
710
(15,655)
Columbia, Financial Engineering, Markets, Investments
9.
French, Craig W. SportSafety Labs, LLC
Ko, Damian B. Corbin Capital Partners, L.P.
Jindal, Vivek affiliation not provided to SSRN
673
(16,957)
hedge fund, asset allocation, risk
10.
French, Craig W. SportSafety Labs, LLC
585
(20,663)
Portfolio, hedge fund
11.
French, Craig W. SportSafety Labs, LLC
516
(24,490)
1
MPT, CAPM
12.
French, Craig W. SportSafety Labs, LLC
481
(26,829)
Portfolio Theory, Performance Analysis, CAPM, MPT
13.
French, Craig W. SportSafety Labs, LLC
Liew, Jim Kyung-Soo Johns Hopkins University - Carey Business School
447
(29,553)
hedge fund, factor model, serial correlation, portfolio construction, asset allocation, skew
14.
French, Craig W. SportSafety Labs, LLC
416
(32,452)
Risk, Portfolio management, Bayesian
15.
French, Craig W. SportSafety Labs, LLC
390
(35,167)
Korajczyk, book, review, asset pricing, portfolio, performance, model, Treynor, CAPM, history
16.
French, Craig W. SportSafety Labs, LLC
Ko, Damian B. Corbin Capital Partners, L.P.
330
(43,112)
2
Hedge Funds, Performance Attribution, Treynor, CAPM
17.
French, Connor affiliation not provided to SSRN
French, Craig W. SportSafety Labs, LLC
305
(47,256)
Boy Scouts, Pinewood Derby
18.
French, Craig W. SportSafety Labs, LLC
267
(55,066)
Madness of Crowds, Collective Intelligence
19.
French, Craig W. SportSafety Labs, LLC
262
(56,263)
4
hedge fund, extreme value theory, regression, Cauchy, Gamma
20.
French, Craig W. SportSafety Labs, LLC
261
(56,507)
3
hedge fund, extreme value theory, regression, Cauchy, Frechet, Gamma
21.
On the Kurz Model Of Asset Prices with Rational Beliefs
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French, Craig W. SportSafety Labs, LLC
Posted:
25 Apr 05
Last Revised:
02 Jun 12
246
(60,262)
French, Craig W. SportSafety Labs, LLC
0
Rational expectations, rational beliefs, CAPM, MPT, conjecture
French, Craig W. SportSafety Labs, LLC
246
Kurz, CAPM, Conditional, Endogenous, General Equilibrium
22.
French, Craig W. SportSafety Labs, LLC
Posted:
17 Mar 08
Last Revised:
11 Dec 08
230
(64,818)
hedge fund, normative economics, alpha, beta, agency
23.
French, Craig W. SportSafety Labs, LLC
224
(66,601)
systemic risk, hedge funds
24.
French, Craig W. SportSafety Labs, LLC
223
(66,931)
Hedge Fund, Contagion
25.
French, Craig W. SportSafety Labs, LLC
211
(70,800)
Markowitz, Portable Alpha, Performance Attribution
26.
French, Craig W. SportSafety Labs, LLC
119
(118,861)
CAPM, Treynor, Sharpe, Lintner, Mossin
27.
French, Craig W. SportSafety Labs, LLC
101
(134,298)
book review, Fischer Black, Bruce Lehmann
28.
French, Craig W. SportSafety Labs, LLC
98
(137,138)
tax-loss harvesting, January effect, downward-sloping demand curves
29.
French, Craig W. SportSafety Labs, LLC
Liew, Jim Kyung-Soo Johns Hopkins University - Carey Business School
hedge fund, factor model, serial correlation, portfolio construction, asset allocation, skew
30.
French, Craig W. SportSafety Labs, LLC
Records 1 -
30
of 30 matches
[
1
]
.
French, Craig W.'s
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Click on the title of any column to sort the table by
that column.
Aggregate Statistics
Total Downloads
429
Total
Citations
0
1.
French, Craig W. SportSafety Labs, LLC
258
Rubinstein, history, theory, investment, book review
2.
French, Craig W. SportSafety Labs, LLC
103
Sharpe, Book review
3.
French, Craig W. SportSafety Labs, LLC
68
Records 1 -
3
of 3 matches
[
1
]
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