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Stefanova, Denitsa's
Scholarly Papers
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Aggregate Statistics |
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Downloads
953 |
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Citations
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1.
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Stefanova, Denitsa
VU University Amsterdam Elkamhi, Redouane
University of Iowa - Henry B. Tippie College of Business
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234
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correlation hedging, dynamic portfolio allocation, Monte Carlo simulation, tail dependence
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2.
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Siegmann, Arjen
VU University Amsterdam - Faculty of Economics and Business Administration Stefanova, Denitsa
VU University Amsterdam
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209
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hedge funds, market neutrality, liquidity
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3.
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Market Liquidity and Exposure of Hedge Funds
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Stefanova, Denitsa
VU University Amsterdam Siegmann, Arjen
VU University Amsterdam - Faculty of Economics and Business Administration
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Posted:
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21 Mar 11
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Last Revised:
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19 Mar 12
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164
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Stefanova, Denitsa
VU University Amsterdam Siegmann, Arjen
VU University Amsterdam - Faculty of Economics and Business Administration
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45
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hedge funds, market liquidity, liquidity timing, pairs trading
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Siegmann, Arjen
VU University Amsterdam - Faculty of Economics and Business Administration Stefanova, Denitsa
VU University Amsterdam
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47
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hedge funds, market liquidity, limits to arbitrage, liquidity timing, pairs trading
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Siegmann, Arjen
VU University Amsterdam - Faculty of Economics and Business Administration Stefanova, Denitsa
VU University Amsterdam
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72
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hedge funds, market liquidity, limits to arbitrage, liquidity timing, pairs trading
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4.
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Stefanova, Denitsa
VU University Amsterdam Elkamhi, Redouane
University of Iowa - Henry B. Tippie College of Business
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125
(114,300)
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correlation hedging, dynamic portfolio allocation, Monte Carlo simulation, tail dependence
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5.
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Stefanova, Denitsa
VU University Amsterdam
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28 Oct 09
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Last Revised:
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23 Apr 12
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103
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1
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dynamic portfolio allocation, Monte Carlo simulation, tail dependence, copulas, multivariate stationary diffusion
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6.
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Siegmann, Arjen
VU University Amsterdam - Faculty of Economics and Business Administration Stefanova, Denitsa
VU University Amsterdam Zamojski, Marcin
VU University Amsterdam - Department of Finance and Financial Sector Management
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66
(174,988)
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hedge funds, innovation, followers, excess returns, institutional design
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7.
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Stefanova, Denitsa
VU University Amsterdam
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03 Mar 07
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Last Revised:
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23 Apr 12
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52
(197,139)
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dynamic portfolio allocation, Monte Carlo simulation, tail dependence, copulas, multivariate stationary diffusion
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