Sergiy Gorovyy

Ellington Management Group

53 Forest Avenue

Ellington Management Group

Old Greenwich, CT CT 06870

United States

SCHOLARLY PAPERS

3

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2

Scholarly Papers (3)

1.
Downloads 1,367 ( 15,435)
Citation 48

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 1,218 (18,075)
Citation 51

Abstract:

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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
Andrew Ang, Sergiy Gorovyy and Greg van Inwegen
BlackRock, Inc, Ellington Management Group and Citi Private Bank
Downloads 149 (219,674)

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2.

Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds

Number of pages: 48 Posted: 21 Apr 2016 Last Revised: 30 Mar 2020
Sergiy Gorovyy, Patrick J. Kelly and Olga Kuzmina
Ellington Management Group, University of Melbourne - Department of Finance and New Economic School (NES)
Downloads 270 (126,757)

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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 68 (371,355)

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