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.

Investments

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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.

Bulgaria, Stockholders, Corporate governance, Behavior, Stock markets, Stock market

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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.

Venture Analysis, Methods, Risk assessment

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