Harold D. Spilker III

University Of Hawaii At Manoa, Shidler College of Business

2404 Maile Way

Honolulu, HI 96822

United States

SCHOLARLY PAPERS

3

DOWNLOADS

272

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Modeling Private Equity: A Machine-Learning Approach

Number of pages: 66 Posted: 06 May 2019 Last Revised: 04 Nov 2019
Apollon Fragkiskos, Olga Krasotkina, Harold D. Spilker III and Russ Wermers
Barings, Markov Processes International LLC, University Of Hawaii At Manoa, Shidler College of Business and University of Maryland - Robert H. Smith School of Business
Downloads 128 (232,817)

Abstract:

Loading...

Private Equity, Buyout Funds, Time-Series, Supervised Machine Learning, Jackknife, Cross-Validation, Factor Modeling, Long Horizons, Overlapping

2.

Alpha by Affiliation

Number of pages: 36 Posted: 15 Feb 2020
Nimesh Patel and Harold D. Spilker III
University of Hawai'i at Manoa, Shidler College of Business and University Of Hawaii At Manoa, Shidler College of Business
Downloads 103 (272,266)

Abstract:

Loading...

Hedge Funds, Fund Families, Networks, Stock Returns

3.

Toeing the Informed Trading Line

Number of pages: 73 Posted: 05 Sep 2018 Last Revised: 08 May 2019
Harvey Cheong, Joon Ho Kim, Florian M√ľnkel and Harold D. Spilker III
Government of Singapore - Economics Division Macroeconomic Analysis Unit, University of Hawaii at Manoa, Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science and University Of Hawaii At Manoa, Shidler College of Business
Downloads 41 (440,261)

Abstract:

Loading...

Informed Trading, Insider Trading, Social Networks, Hedge Funds, M&A, Options