The risk in hedge fund strategies: theory and evidence from trend followers.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2, doi. 10.1093/rfs/14.2.313
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 2001 AND VI 14 AND IP 2
Results: 10
1
2
Efficient trading strategies in the presence of market frictions.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2
- By:
- Publication type:
- Article
3
Value-at-risk-based risk management: optimal policies and asset prices.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2, doi. 10.1093/rfs/14.2.371
- By:
- Publication type:
- Article
4
Optimal portfolio choice and the valuation of illiquid securities.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2, doi. 10.1093/rfs/14.2.407
- By:
- Publication type:
- Article
5
Underpricing and entrepreneurial wealth losses in IPOs: theory and evidence.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2, doi. 10.1093/rfs/14.2.433
- By:
- Publication type:
- Article
6
Technological innovation and initial public offerings.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2, doi. 10.1093/rfs/14.2.459
- By:
- Publication type:
- Article
7
The price of a smile: hedging and spanning in option markets.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2, doi. 10.1093/rfs/14.2.495
- By:
- Publication type:
- Article
8
Financial constraints and stock returns.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2, doi. 10.1093/rfs/14.2.529
- By:
- Publication type:
- Article
9
An analysis of default correlations and multiple defaults.
- Published in:
- Review of Financial Studies, 2001, v. 14, n. 2, doi. 10.1093/rfs/14.2.555
- By:
- Publication type:
- Article
10
Book review. Comparing Financial Systems. F Allen, D Gale.
- Published in:
- 2001
- By:
- Publication type:
- Book Review