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subject:"Hedge fund"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Faculteit Economie en Bedrijfskunde, Universiteit Gent"
~subject:"Börsenkurs"
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Survival, look-ahead bias ant [and] the persistence in hedge fund performance
Baquero, Guillermo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733013
Saved in:
2
Do macroeconomic announcements cause asymmetric volatility
Goeij, Peter de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
Saved in:
3
The economic value of predicting stock index returns and volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
Saved in:
4
Post earnings announcement drift : more risk than investors can bear
Suijs, Jeroen
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692032
Saved in:
5
Crystallization – the Hidden Dimension of Hedge Funds' Fee Structure
ELAUT, G.
;
FRÖMMEL, M.
;
SJÖDIN, J.
-
Faculteit Economie en Bedrijfskunde, Universiteit Gent
-
2014
We investigate the implications of variations in the frequency with which hedge fund
managers
update their high …
Persistent link: https://www.econbiz.de/10011083102
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