Anna Slavutskaya

Ecole Polytechnique Fédérale de Lausanne

EPFL CDM SFI

EXTRA 248 (Extranef UNIL), Quartier UNIL-Dorigny

1015 Lausanne, CH-1015

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

647

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Funding Illiquidity Implied by S&P 500 Derivatives

Number of pages: 76 Posted: 08 Aug 2015 Last Revised: 14 Mar 2018
Benjamin Golez, Jens Carsten Jackwerth and Anna Slavutskaya
University of Notre Dame, University of Konstanz - Department of Economics and Ecole Polytechnique Fédérale de Lausanne
Downloads 242 (138,492)
Citation 6

Abstract:

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funding illiquidity, hedge funds, risk premium, return prediction

2.

Relative Alpha

Number of pages: 51 Posted: 21 May 2014 Last Revised: 30 Mar 2018
Jens Carsten Jackwerth and Anna Slavutskaya
University of Konstanz - Department of Economics and Ecole Polytechnique Fédérale de Lausanne
Downloads 211 (157,896)
Citation 1

Abstract:

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hedge funds, performance alpha

3.

The Total Benefit of Alternative Assets to Pension Fund Portfolios

Journal of Financial Markets, Forthcoming
Number of pages: 59 Posted: 21 Oct 2013 Last Revised: 13 Jun 2016
Jens Carsten Jackwerth and Anna Slavutskaya
University of Konstanz - Department of Economics and Ecole Polytechnique Fédérale de Lausanne
Downloads 145 (219,347)
Citation 2

Abstract:

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Hedge Funds, Performance Measurement, Certainty Equivalent, Alpha

4.

Eurovisionness: Vision of Europe and GDP

Number of pages: 32 Posted: 18 Apr 2015 Last Revised: 08 Nov 2018
Liliya Sattarova and Anna Slavutskaya
Goethe University Frankfurt and Ecole Polytechnique Fédérale de Lausanne
Downloads 49 (425,345)

Abstract:

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Eurovisioness, GDP-growth, Network measures, The Eurovision Song Contest