Gert Elaut

Ghent University

PhD

Ghent, 9000

Belgium

KBC Asset Management

Havenlaan 6

Brussels

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 42,040

SSRN RANKINGS

Top 42,040

in Total Papers Downloads

2,272

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (4)

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 1,498 (24,449)
Citation 3

Abstract:

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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
Ghent University, Ghent University - Department of Financial Economics and Ghent University
Downloads 522 (102,969)
Citation 5

Abstract:

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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 252 (230,011)

Abstract:

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Crystallization Frequency, Payment Practices, Performance Fees, Hedge Funds

4.

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
Ghent University, Ghent University - Department of Financial Economics and Ghent University - Department of Financial EconomicsRPM Risk & Portfolio Management AB

Abstract:

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