25 Macklin Street
London, WC2B 5NN
Frankfurt am Main, 60314
Robus Capital Management Limited
Frankfurt School of Finance & Management
in Total Papers Downloads
in Total Papers Citations
hedge funds, omega, life cycle theory
Asset Allocation, Hedge Fund, Higher Moments
Emerging markets, Asia, Latin America, Eastern Europe, hedge funds, Johansen cointegration test, asset allocation, portfolio diversification
Hedging, futures, funds of hedge funds, risk overlay management, financial crises, fee structure, equity market exposure
Hedge Funds, Survivorship Bias, Backfilling Bias, Liquidation Bias, Self-Selection Bias, Portfolio Opportunity Distributions, Sampling
Strategy Allocation, Hedge Funds, Higher Moments
Quantile regression, funds of hedge funds, performance, asset under management, fund age, fund manager's experience
Commodities, risk management, value-at-risk (VaR), GARCH modelling, conditional autoregressive value-at-risk (CAViaR), quantile regression
Hedge fund strategies, Stock markets, Tactical and strategic asset allocation, Portfolio optimization, Multivariate cointegration analysis, Johansen test
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