|
CISDM Research 2003
Title |
Author |
Date |
|---|---|---|
Bashwar Gupta, Manolis Chatiras |
October 2003 |
|
Anurag Gupta, Bing Liang |
October 2003 |
|
Hossein Kazemi, Thomas Schneeweis, Raj Gupta |
June 2003 |
|
Generalized Sharpe Ratio: A Defense Against Sharpened Sharpe Ratios |
Hossein Kazemi, Mahnaz Mahdavi, Thomas Schneeweis |
June 2003 |
Hossein Kazemi, Thomas Schneeweis, Dulari Pancholi |
May 2003 |
|
Dulari Pancholi, Thomas Kunkel |
May 2003 |
|
Hedge Fund Strategy Performance: Using Conditional Approaches |
Bhaswar Gupta, Burak Cerrahoglu and Alper Daglioglu |
April 2003 |
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns |
Mila Getmansky, Andrew W. Lo, and Igor Makarov |
April 2003 |
On the Performance of Alternative Investments: CTAs, Hedge Funds, and Funds-of-Funds |
Bing Liang |
April 2003 |
Bing Liang |
April 2003 |
|
Hossein Kazemi, Thomas Schneeweis |
March 2003 |
Hedge Fund/CTA Database
