Maria Gonzalez

University of Castilla-La Mancha

Plaza Universidad, 1

02071 Albacete, Ciudad Real 13071

Spain

SCHOLARLY PAPERS

6

DOWNLOADS

861

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Hedge Fund Strategies: A non-Parametric Analysis

Number of pages: 48 Posted: 27 Dec 2019
Alessandra Canepa, Maria Gonzalez and Frank S. Skinner
University of Turin, University of Castilla-La Mancha and Brunel University
Downloads 517 (65,128)

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hedge funds, manipulation proof performance measure, hedge fund strategies, stochastic dominance, bootstrap

Persistent Doubt: An Examination of Hedge Fund Performance

Number of pages: 44 Posted: 03 Apr 2014 Last Revised: 28 Sep 2015
University of Castilla-La Mancha, HEC Montreal - Department of Finance and Brunel University
Downloads 110 (297,306)

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Hedge funds, performance, manipulation proof measure, doubt ratio

Persistent Doubt: An Examination of Hedge Fund Performance

European Financial Management, Vol. 22, Issue 4, pp. 613-639, 2016
Number of pages: 27 Posted: 02 Sep 2016
University of Castilla-La Mancha, HEC Montreal - Department of Finance and Brunel University
Downloads 1 (799,569)
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hedge funds, performance measures, manipulation‐proof performance measure, doubt ratio

3.

Term Structure Information and Bond Strategies

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 44 Posted: 19 Aug 2012
Maria Gonzalez, Frank S. Skinner and Sam Agyei-Ampomah
University of Castilla-La Mancha, Brunel University and Cranfield University - School of Management
Downloads 90 (337,407)

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Term structure theory, Bond strategies, MPPM, Performance measurement, Simulation

4.

Evaluating the Performance of Hedge Fund Strategies: A Non-Parametric Analysis

Number of pages: 50 Posted: 14 Jul 2015 Last Revised: 10 Oct 2015
Alessandra Canepa, Maria Gonzalez and Frank S. Skinner
University of Turin, University of Castilla-La Mancha and Brunel University
Downloads 75 (375,990)

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5.

Can US Stocks Provide a Safe Haven from Interest and Inflation Risk? A Sector Level Examination of the Response to Unanticipated Nominal, Real Interest and Inflation Rate Shocks

Number of pages: 47 Posted: 13 Mar 2015 Last Revised: 14 Mar 2016
Maria Gonzalez, Francisco Jareño and Frank S. Skinner
University of Castilla-La Mancha, Universidad de Castilla-La Mancha and Brunel University
Downloads 40 (501,987)
Citation 1

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Unexpected inflation, interest rates, Stock return, Business Cycle

6.

Portfolio Effects of Cryptocurrencies during the COVID-19 Crisis

A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers, edited by Monica Billio and Simone Varotto
Number of pages: 14 Posted: 13 Oct 2020
Maria Gonzalez, Francisco Jareño and Frank S. Skinner
University of Castilla-La Mancha, Universidad de Castilla-La Mancha and Brunel University
Downloads 28 (563,646)

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Portfolio Optimization, Bitcoin, Cryptocurrency, Altcoin, Gold