Benoit Dewaele

Université Libre de Bruxelles (ULB)

CP 132 Av FD Roosevelt 50

Brussels, Brussels 1050

Belgium

  • Université Libre de Bruxelles (ULB)

SCHOLARLY PAPERS

5

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713

SSRN CITATIONS

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Scholarly Papers (5)

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1.

Assessing the Performance of Funds of Hedge Funds

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 35 Posted: 19 Sep 2011 Last Revised: 30 Sep 2015
Benoit Dewaele, Hugues Pirotte, Nils Tuchschmid and Erik Wallerstein
Université Libre de Bruxelles (ULB), Université Libre de Bruxelles - Solvay Brussels School of Economics and Management, Tages Capital LLP and University of Applied Sciences Western Switzerland - Geneva School of Business Administration
Downloads 538 (57,682)

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Hedge funds, funds of funds, selection bias, abnormal returns, zero-alpha, skilled and unskilled performance, false discoveries

2.

Leverage and Alpha: The Case of Funds of Hedge Funds

Number of pages: 47 Posted: 09 May 2013
Benoit Dewaele
Université Libre de Bruxelles (ULB)
Downloads 93 (311,514)

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hedge funds, fund of hedge funds, time-varying coefficient models, leverage

3.

Portfolio Optimization for Hedge Funds Through Time-Varying Coefficients

Number of pages: 55 Posted: 22 Sep 2012 Last Revised: 12 Aug 2013
Benoit Dewaele
Université Libre de Bruxelles (ULB)
Downloads 82 (336,761)

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Hedge Funds, Time-Varying Coefficient Models, Alpha, Performance Persistence

4.

Time-Varying Style Analysis and the Leverage of Funds of Hedge Funds

Posted: 03 Oct 2012 Last Revised: 18 Mar 2013
Benoit Dewaele
Université Libre de Bruxelles (ULB)

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hedge funds, fund of hedge funds, time-varying coefficients models, leverage

5.

Does Manager Offshore Experience Count in the Alternative UCITS Universe?

Posted: 06 Dec 2011 Last Revised: 26 May 2013
Benoit Dewaele, Iliya Markov, Hugues Pirotte and Nils Tuchschmid
Université Libre de Bruxelles (ULB), University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Université Libre de Bruxelles - Solvay Brussels School of Economics and Management and Tages Capital LLP

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UCITS, hedge funds, offshore experience, offshore equivalents, skill, replication, regulation, tracking error