Sergiy Gorovyy

Ellington Management Group

53 Forest Avenue

Ellington Management Group

Old Greenwich, CT CT 06870

United States

  • Ellington Management Group

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Hedge Fund Leverage

Downloads 1,499 (21,267)
Citation 84

Hedge Fund Leverage

Number of pages: 54 Posted: 02 Aug 2010 Last Revised: 15 Jun 2011
Andrew Ang, Sergiy Gorovyy and Greg van Inwegen
BlackRock, Inc, Ellington Management Group and Citi Private Bank
Downloads 1,298 (25,857)
Citation 47

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capital structure, long-short positions, exposure, hedging, systemic risk

Hedge Fund Leverage

NBER Working Paper No. w16801
Number of pages: 60 Posted: 28 Feb 2011 Last Revised: 29 May 2023
Andrew Ang, Sergiy Gorovyy and Greg van Inwegen
BlackRock, Inc, Ellington Management Group and Citi Private Bank
Downloads 201 (249,957)
Citation 40

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2.

Does Secrecy Signal Skill? Own-investor Secrecy and Hedge Fund Performance

Journal of Banking and Finance, Forthcoming
Number of pages: 70 Posted: 21 Apr 2016 Last Revised: 18 Aug 2021
Sergiy Gorovyy, Patrick J. Kelly and Olga Kuzmina
Ellington Management Group, The University of Melbourne and New Economic School (NES)
Downloads 331 (152,448)

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Hedge funds, Disclosure, Secrecy, Transparency, Risk premia

3.

Hybrid Hedge Fund Fees Model

Number of pages: 38 Posted: 07 Sep 2011
Sergiy Gorovyy
Ellington Management Group
Downloads 87 (476,847)

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Portfolio Choice, Capital Structure, Leverage, Hedge Fund, Margins