Mikhail Tupitsyn

Monash Business School

Wellington Road

Clayton, Victoria 3168

Australia

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Scholarly Papers (2)

1.

Passive Hedge Funds

Number of pages: 42 Posted: 12 Aug 2015 Last Revised: 15 Jul 2016
Mikhail Tupitsyn and Paul Lajbcygier
Monash Business School and Monash University - Department of Banking & Finance
Downloads 1,934 (7,569)

Abstract:

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Hedge Funds, Generalized Additive Models, Passive

Factors Affecting the Birth and Fund Flows of CTAs

Australian Journal of Management, Vol. 41, No. 2, 2016
Posted: 04 May 2016
Monash University - Department of Accounting, University of Queensland, T.A. PAI Management Institute, Finance Area, Monash Business School and Monash University - Department of Banking & Finance

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Commodity trading advisors, flow-performance relation, fund flows, smart money effect