Chrysostomos Stoforos

Panteion University of Athens - Panteion University of Political and Social Sciences

136 Sygrou

Athens

Greece

SCHOLARLY PAPERS

1

DOWNLOADS

28

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Hedge Fund Returns under Crisis Scenarios: A Holistic Approach

Number of pages: 27 Posted: 26 Oct 2018
Panteion University of Athens - Panteion University of Political and Social Sciences, Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Panteion University of Athens - Panteion University of Political and Social Sciences
Downloads 28 (643,938)

Abstract:

Loading...

Absolute Returns, Carhart’s Model, Dynamic Conditional Correlation, Financial Crisis, Hedge Funds, Structural Breaks