An econometric model of serial correlation and illiquidity in hedge fund returns
Article Abstract:
An econometric model, which examines the sources that correlate the hedge funds returns and other alternative investments, is proposed.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2004
Investments
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2004
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How much value can blockholders tunnel? Evidence from the Bulgarian mass privatization auctions
Article Abstract:
Econometric models, which examine the impact of behavior of large shareholders on firm value in Bulgarian stock market, are presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
Bulgaria, Stockholders, Corporate governance, Behavior, Stock markets, Stock market
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
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Do hedge funds have enough capital? A value-at-risk approach
Article Abstract:
A study using value-at-risk approach to analyze the risks and capital adequacy related to hedge funds is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
Venture Analysis, Methods, Risk assessment
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
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Subjects list: United States, Analysis, Usage, Hedge funds, Econometric models, Economic aspects
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