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Survival of commodity trading advisors : 1990 - 2003

Gregoriou, Greg N.; Hübner, Georges; Papageorgiou, Nicolas - In: The journal of futures markets 25 (2005) 8, pp. 795-815

Persistent link: https://www.econbiz.de/10003012209

Hedge funds : strategies, risk assessment, and returns

Gregoriou, Greg N. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001791694

Catching future stars among micro-CTAs

Gregoriou, Greg N.; Rouah, Fabrice - In: The handbook of commodity investing, (pp. 648-659). 2008

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Efficiency persistence of bank and thrift CEOs using data envelopment analysis

Chen, Yao; Gregoriou, Greg N.; Rouah, Fabrice - In: Computers & operations research : and their … 36 (2009) 5, pp. 1554-1561

Persistent link: https://www.econbiz.de/10003827853

Simple and cross efficiency of CTAs using data envelopment analysis

Gregoriou, Greg N.; Rouah, Fabrice; Satchell, Stephen; … - In: The European journal of finance 11 (2005) 5, pp. 393-409

Persistent link: https://www.econbiz.de/10003183245

Predictability of fund of hedge fund returns using DynaPorte

Gregoriou, Greg N.; Rouah, Fabrice - In: Linear factor models in finance, (pp. 202-209). 2005

Persistent link: https://www.econbiz.de/10003304044

Efficiency persistence of bank and thrift CEOs using data envelopment analysis

Cheng, Yao; Gregoriou, Greg N.; Rouah, Fabrice - In: Data envelopment analysis : a handbook of empirical …, (pp. 1-16). 2016

Persistent link: https://www.econbiz.de/10011474659

Performance evaluation of hedge funds

Gregoriou, Greg N. (ed.); Rouah, Fabrice (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001789952

Higher-moment risk exposures in hedge funds

Hübner, Georges; Lambert, Marie; Papageorgiou, Nicolas A. - In: European financial management : the journal of the … 21 (2015) 2, pp. 236-264

Persistent link: https://www.econbiz.de/10010516684

Higher-Moment Risk Exposures in Hedge Funds

Lambert, Marie - 2012

The paper singles out the key roles of US equity skewness and kurtosis in the determination of the market premia embedded in Hedge Fund returns. We propose a conditional higher-moment asset pricing model with location, trading and higher-moment factors in order to describe the dynamics of the...

Persistent link: https://www.econbiz.de/10013107364