rue Louvrex 14
LIEGE, Liege 4000
University of Liege - HEC Management School
in Total Papers Downloads
in Total Papers Citations
size, value, small angels, Fama and French, sequential sorting, January effects
Asset Pricing, Size, Book-to-market, momentum, mimicking portfolios
Hedge Funds, Implied higher-moments, Conditioning factors
hedge funds, implied higher‐moments, conditioning factors
Hedge Funds, Nonlinear Risk Premiums, Comoments, Implied Higher-Moments
Fama and French Factors, Momentum, Hedge/mimicking Portfolios, Market Risk Fundamentals
hedge funds, markov chain, beta regimes, higher moments
Real options, R&D, Economic risk, Fourier series, Pharmaceutical industry, Risk factor
hedge funds, price discovery, options, informed trading, asset management
Kalman filter, Markov switching, macroeconomic factors, dynamic betas
Venture Finance, Real Option, Agency Cost, Moral Hazard
Comoment, Hedge Portfolios, Fama and French Method, Fama-MacBeth Test
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.656 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you