Stern School of Business
44 West 4th Street
New York, NY 10012-1126
New York University - Stern School of Business
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Hedge funds, funds-of-funds, incentive fees
Hedge funds, operational risk, due diligence, alpha
Hedge Funds, Operational Risk, Due Diligence
Hedge funds, operational risk, SEC filing, Form ADV
mutual funds, hedge funds, investments, the Omega Score
Investor Sentiment, Mutual Fund Flows, Bull and Bear Funds, Factor Pricing Mod
Stock Market Anomalies, Momentum, Reversal, Size, Value Premium
Mutual funds, equity portfolios, expected utility paradigm, stock market anomalies
Funds of Hedge Funds, Diversification, Tail Risk Exposure, Hedge Funds
Efficient Markets Hypothesis, Random Walk Hypothesis, behavioral finance, event studies
Hedge Funds, Return Predictability, Risk Factors
Prospect Theory, Disposition Effect, Risk management; Performance evaluation; Window dressing
hedge funds, systematic risk, time-varying risk, return predictability
hedge funds, systematic risk, residual risk, return predictability
Hedge Funds, 13F Filings, Disclosure, copy-cat trading
Negative book value, value factor, generalized style classification
hedge funds, economic uncertainty, risk factors, return predictability
Hedge Funds, Stocks, Bonds, Almost Stochastic Dominance, and MPPM
Hedge Funds, Stocks, Bonds, Almost Stochastic Dominance, MPPM
Operational risk, AMA, operational due diligence, hedge funds
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File name: j-629X.
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Operational risk, Quantitative measures, Funds management
Risk premia, international asset pricing models, global capital markets, global investments
Convertible securities, convertible arbitrage, hedge funds
Performance Measure, Performance Manipulation, Return Smoothing, Doubt Ratio, Madoff
Portfolio concentration, investment performance, tracking error, active funds
File name: irfi.
Hedge funds, Tail Risk, Funds of Funds
Informationless Trading, Sharpe Ratios, Performance Evaluation
Mutual funds; performance evaluation; seasonality; benchmark index.
Performance measurement, market timing measures, disposition effect, overlay strategies
cost of capital, risk equivalent classes, industry, basis assets
asset pricing, risk classes, industry benchmarks, basis assets
Risk Measurement and Management: Alternative Investments; Portfolio Management: Hedge Fund strategies; Alternative Investments: Hedge Fund Strategies
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