University College Cork
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Pairs Trading; Statistical Arbitrage; Hedge Funds; Asset Allocation
Trend Following, Time Series Momentum, Macroeconomic Risk, CTA
CTA, Strategy Distinctiveness
Performance measurement, hedge funds, fund-specific skewness, performance
Convertible Bonds, Arbitrage
Arbitrage, Convertible Bonds, Hedge Funds
Merger arbitrage, hedge funds
liquidity risk, liquidity measures, asset pricing
Regime switching, hedge fund, convertible arbitrage, Risk Model
Liquidity pricing, liquidity risk, commonality.
Predictability, Serial Correlation, Equity Returns
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Hedge Funds, Put Options, STR Models, Short Selling
Trend Following, Time Series Momentum, Financial Crisis, CTA
Intra Day, Pairs Trading, Reversal Strategies
Time Series Momentum, Commodity Trading Advisors, CTAs, Fees, Transaction Costs, Synthetic Futures
Performance measurement, Commodity Trading Advisors, CTAs, Alternative risk premia
customer satisfaction, firm value, mis-pricing, risk
Arbitrage, Convertible bonds, Trading, Hedge funds, Factor models
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