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Laurent Favre Β · Study

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Laurent Favre Β

4 works· latest 2005cluster: provisional

h-index4

i104

Citations530

Works here4

02

04

05

Most cited in this library

Mean-Modified Value-at-Risk Optimization with Hedge Funds2002 · 378 citations
The Difficulties of Measuring the Benefits of Hedge Funds2002 · 64 citations
How to Price Hedge Funds: From Two- to Four-Moment CAPM2004 · 53 citations
Hedge Fund Performance and Higher-Moment Market Models2005 · 35 citations

Works

4 shown

Hedge Fund Performance and Higher-Moment Market Models

The Journal of Alternative Investments·2005·2 authors·Open access

35citations

How to Price Hedge Funds: From Two- to Four-Moment CAPM

SSRN Electronic Journal·2004·2 authors·preprint·Open access

53citations

Mean-Modified Value-at-Risk Optimization with Hedge Funds

The Journal of Alternative Investments·2002·2 authors

378citations

The Difficulties of Measuring the Benefits of Hedge Funds

The Journal of Alternative Investments·2002·2 authors

64citations