Worrawat Sritrakul

Imperial College Business School

PhD candidate

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

611

CITATIONS

4

Scholarly Papers (1)

Incentives and Endogenous Risk Taking: A Structural View of Hedge Funds Alphas

AFA 2012 Chicago Meetings Paper
Number of pages: 83 Posted: 20 Mar 2011 Last Revised: 28 May 2013
Andrea Buraschi, Robert Kosowski and Worrawat Sritrakul
Imperial College Business School, Imperial College Business School and Imperial College Business School
Downloads 611 (42,004)
Citation 4

Abstract:

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Optimal portfolio choice, Euler equation, hedge fund performance

Incentives and Endogenous Risk Taking: A Structural View of Hedge Funds Alphas

Journal of Finance, Forthcoming
Posted: 15 Sep 2013
Andrea Buraschi, Robert Kosowski and Worrawat Sritrakul
Imperial College Business School, Imperial College Business School and Imperial College Business School

Abstract:

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Optimal portfolio choice, Euler equation, Hedge fund performance