Marcin Zamojski

VU University Amsterdam - Department of Finance and Financial Sector Management

PhD student

De Boelelaan 1105

NL-1081HV Amsterdam

Netherlands

Tinbergen Institute

PhD Student

De Boelelaan 1105

Amsterdam, 1081 HV

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

260

CITATIONS

0

Scholarly Papers (2)

1.

Hedge Fund Innovation

Number of pages: 37 Posted: 03 Nov 2012 Last Revised: 26 Sep 2016
Arjen Siegmann, Denitsa Stefanova and Marcin Zamojski
VU University Amsterdam, Luxembourg School of Finance and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 170 (124,204)

Abstract:

hedge funds, innovation, followers, excess returns, institutional design, first-mover advantage

2.

Generalized Autoregressive Method of Moments

Tinbergen Institute Discussion Paper 15-138/III
Number of pages: 49 Posted: 20 Jan 2016
University of Chicago - Booth School of Business - Econometrics and Statistics, VU University Amsterdam, VU University Amsterdam - Faculty of Economics and Business and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 0 (277,919)

Abstract:

dynamic models, time-varying parameters, generalized method of moments, non-linearity