Mikko Kauppila

University of Oulu

P.O. Box 4600

Oulu FIN-90014

Finland

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

Number of pages: 70 Posted: 22 Jan 2012 Last Revised: 02 Apr 2019
University of Oulu - Economics, University of Oulu, Imperial College Business School and University of Oulu
Downloads 2,538 (4,645)
Citation 7

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Hedge fund performance, persistence, sample selection bias, managerial skill

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

Critical Finance Review, Forthcoming
Posted: 25 Mar 2019 Last Revised: 02 Apr 2019
University of Oulu - Economics, University of Oulu, Imperial College Business School and University of Oulu

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Hedge fund performance, persistence, sample selection bias, managerial skill

2.

Hedge fund performance prediction

Vanderbilt Owen Graduate School of Management Research Paper No. 3034283
Number of pages: 61 Posted: 11 Sep 2017 Last Revised: 16 Jul 2019
Vanderbilt University - Finance, University of Oulu - Economics and University of Oulu
Downloads 926 (23,845)
Citation 1

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hedge fund performance

3.

Hedge Fund Tail Risk: Hedging Mechanisms and Performance

Number of pages: 57 Posted: 15 Jan 2015 Last Revised: 21 Sep 2016
Juha Joenväärä and Mikko Kauppila
University of Oulu - Economics and University of Oulu
Downloads 278 (108,059)

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hedge fund performance, tail risk, options, hedging, low-risk anomaly

4.

Information Content of Hedge Fund Equity Option Holdings

Number of pages: 53 Posted: 23 Nov 2016 Last Revised: 29 Apr 2018
Juha Joenväärä, Mikko Kauppila and Pekka Tolonen
University of Oulu - Economics, University of Oulu and University of Oulu
Downloads 169 (174,625)

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Hedge Funds, Informed Trading, Option Return Predictability, Leverage