Ward Whitt

Columbia University

500 West 120th Street

New York, NY 10027

United States

  • Columbia University

SCHOLARLY PAPERS

2

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CROSSREF CITATIONS

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Scholarly Papers (2)

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1.

A Stochastic Model for Hedge Fund Relative Returns

Number of pages: 50 Posted: 14 May 2008 Last Revised: 22 Jun 2016
Emanuel Derman, Kun Soo Park and Ward Whitt
Columbia University, Columbia University and Columbia University
Downloads 513 (88,860)

Abstract:

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hedge funds, stochastic processes

2.

Continuous-Time Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups

KAIST College of Business Working Paper Series No. 2012-014
Number of pages: 35 Posted: 21 Nov 2012
Kun Soo Park and Ward Whitt
KAIST College of Business - Korea Advanced Institute of Science and Technology and Columbia University
Downloads 69 (525,226)
Citation 20

Abstract:

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hedge fund, continuous-time Markov chain, lockup premium