Leics LE11 3TU
Loughborough University - School of Business and Economics
Data Envelopment Analysis, Hedge funds, bootstrapping, Leverage Risk
managed futures, Chicago Mercantile Exchange (CME), market timing, performance persistence, post-2008 crisis, diversification benefits, correlations, allocation mechanism
Currency overlay portfolios, time-varying correlation (TVC)-GARCH model, hedging criterion, trend following strategy, Cholesky Decomposition
data envelopment analysis, bootstrap, investment fund, rank, bias
Conditional value-at-risk, Goodness-of-fit, Kurtosis, Random variates, Skewness
Credit crisis, Coexceedance, Quantile Regression, Governmental Intervention, Global recession timeline
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3406086.pdf
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conditional value-at-risk (CVaR), estimation error, goodness-of-fit, kurtosis, skewness
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: EUFM.pdf
fixed income market, hedge funds, liquidity timing skill, market exposure
CEO Pay, University Vice Chancellor's Pay, Pay Comparisons
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