Gert Elaut

Ghent University

PhD

Ghent, 9000

Belgium

KBC Asset Management

Havenlaan 6

Brussels

Belgium

  • Ghent University

  • KBC Asset Management

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

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1.

Trends’ Signal Strength and the Performance of CTAs

Number of pages: 37 Posted: 30 Apr 2016 Last Revised: 03 Oct 2018
Gert Elaut and Peter Erdos
Ghent University and RPM Risk and Portfolio Management AB
Downloads 860 (26,280)

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Time Series Momentum, Trend-Following, Managed Futures, CTAs, Benchmarks, Performance Measurement

2.

Intraday Momentum in FX Markets: Disentangling Informed Trading from Liquidity Provision

Number of pages: 34 Posted: 25 Nov 2015
Gert Elaut, Michael Frömmel and Kevin Lampaert
Ghent University, Ghent University - Department of Financial Economics and Ghent University
Downloads 250 (119,570)

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Informed Trading, Intraday, Liquidity Demand, Momentum

3.

Hidden Costs in Hedge Fund Performance Fee Payment Frequencies

Number of pages: 23 Posted: 12 Feb 2018 Last Revised: 15 Mar 2018
Gert Elaut and Kathryn Kaminski
Ghent University and Massachusetts Institute of Technology (MIT)
Downloads 88 (281,677)

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Crystallization Frequency, Payment Practices, Performance Fees, Hedge Funds

4.

Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors

International Review of Finance, Vol. 17, Issue 3, pp. 427-450, 2017
Number of pages: 24 Posted: 06 Sep 2017
Gert Elaut, Michael Frömmel and Alexander Mende
Ghent University, Ghent University - Department of Financial Economics and RPM Risk & Portfolio Management AB
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5.

Crystallization - The Hidden Dimension of Hedge Funds’ Fee Structure

Financial Analysts Journal, Vol. 71, No. 4, 2015
Posted: 30 Nov 2013 Last Revised: 29 Jul 2015
Gert Elaut, Michael Frömmel and John Sjödin
Ghent University, Ghent University - Department of Financial Economics and RPM Risk & Portfolio Management AB

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Hedge fund, CTA, Incentive fee, Fee structure, Gross returns, Crystallization