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Intelligent Hedge Fund Investing
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Intelligent Hedge Fund Investing (2004)Intelligent Hedge Fund InvestingHedge fund return predictability; To combine forecasts or combine information? (2015)Hedge fund return predictabil…Modeling hedge fund exposure to risk factors (2012)Modeling hedge fund exposure …Testing Linearity Against Smooth Transition Autoregressive Models (1988)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Hedge fund performance attribution under various market conditions (2018)Hedge fund return higher moments over the business cycle (2018)Multi-moment risk, hedging strategies, & the business cycle (2018)PORTFOLIO SELECTION* (1952)Optimization of conditional value-at-risk (2000)Liquidity Risk and Expected Stock Returns (2003)
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  • 2012Modeling hedge fund exposure to risk factors26 cited
  • 2015Hedge fund return predictability; To combine forecasts or combine information?19 cited

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