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
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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
fees, hedge funds, low volatility anomaly, Modern Portfolio Theory, short selling, sophisticated investors, unsophisticated investors
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
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