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subject:"Estimation"
~language:"eng"
~person:"Théoret, Raymond"
~subject:"Diversifikation"
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Estimation
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18
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11
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8
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8
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Théoret, Raymond
Gregoriou, Greg N.
6
Racicot, François-Éric
6
Brav, Alon
5
Jiang, Wei
5
Koijen, Ralph S. J.
5
Ma, Song
5
Tian, Xuan
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Yogo, Motohiro
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Getmansky, Mila
4
Guirguis, Michel
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Islamaj, Ergys
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Kazemi, Maziar
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Richmond, Robert J.
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Schmid, Markus M.
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Stafylas, Dimitrios
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Adams, Zeno
2
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Bessler, Wolfgang
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Economic modelling
2
Finance : revue de l'Association Française de Finance
1
International review of economics & finance : IREF
1
Journal of derivatives & hedge funds
1
The journal of wealth management
1
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ECONIS (ZBW)
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1
The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
2
The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks
Racicot, François-Éric
;
Théoret, Raymond
;
Gregoriou, …
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 289-318
Persistent link: https://www.econbiz.de/10012671925
Saved in:
3
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
4
Testing the new Fama and French factors with illiquidity : a panel data investigation
Racicot, François-Éric
;
Rentz, William F.
;
Théoret, …
- In:
Finance : revue de l'Association Française de Finance
39
(
2018
)
3
,
pp. 45-102
Persistent link: https://www.econbiz.de/10012025798
Saved in:
5
Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis
Racicot, François-Éric
;
Théoret, Raymond
- In:
Journal of derivatives & hedge funds
20
(
2014
)
4
,
pp. 207-240
Persistent link: https://www.econbiz.de/10010462900
Saved in:
6
Conditional financial models and the alpha puzzle : a panel study of hedge fund returns
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of wealth management
11
(
2008/09
)
2
,
pp. 59-77
Persistent link: https://www.econbiz.de/10003816000
Saved in:
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