4 Rue Albert Borschette
Luxembourg School of Finance
in Total Papers Downloads
correlation hedging, dynamic portfolio allocation, Monte Carlo simulation, tail dependence
hedge funds, market neutrality, liquidity
hedge funds, innovation, followers, excess returns, institutional design, first-mover advantage
Asset allocation, intertemporal hedging, tail risk, extreme co-movement
hedge funds, market timing, liquidity timing, changepoint regression, dynamic strategies
hedge funds, market liquidity, limits to arbitrage, liquidity timing, pairs trading
Asset Allocation, Dynamic Correlations, Asymmetric Dependence, Diversification
Sovereign debt crisis, systemic risk, contagion, bank bail-outs, financial regulation
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