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The statistics of capture ratios
Jiang, Ruihong; Saunders, David M.; Weng, Chengguo - In: Journal of risk 25 (2022) 1, pp. 75-110
Persistent link: https://www.econbiz.de/10013549682
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A Fund of Hedge Funds Under Regime Switching
Saunders, David M.; Seco, Luis; Vogt, Christopher; … - In: The journal of alternative investments 15 (2012/13) 4, pp. 8-23
Persistent link: https://www.econbiz.de/10009745288
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The price of liquidity in the reinsurance of fund returns
Saunders, David M.; Seco, Luis; Senn, Markus - In: The journal of investment strategies 9 (2020) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10012598960
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Analysis of the optimal time to withdraw investments from hedge funds with alternative fee structures
Meng, Fei; Saunders, David M. - In: IMA journal of management mathematics 33 (2022) 2, pp. 315-344
Persistent link: https://www.econbiz.de/10012798785