|
CISDM Research 2007
Title |
Author |
Date |
|---|---|---|
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration |
Bing Liang, Stephen Brown, Will Goetzmann, and Chris Schwarz |
September 2007 |
Monica Billio, Mila Getmansky, and Loriana Pelizzon |
September 2007 |
|
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data |
Monica Billio, Mila Getmansky, and Loriana Pelizzon |
September 2007 |
Factor Exposures and Hedge Fund Operational Risk: The Case of Amaranth |
Raj Gupta and Hossein Kazemi |
August 2007 |
Investor Flows and Share Restrictions in the Hedge Fund Industry |
Bill Ding, Mila Getmansky, Bing Liang, and Russ Wermers |
May 2007 |
The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index |
Nikunj Kapadia and Edward Szado |
April 2007 |
CTA/Managed Futures Strategy Benchmarks Performance and Review |
Thomas Schneeweis and Jason Remillard |
March 2007 |
Bing Liang and Hyuna Park |
March 2007 |
|
Thomas Schneeweis and Jason Remillard |
March 2007 |
|
Comparison of RBC 250 Hedge Index using Investible and Non-Investable Hedge Fund Indices |
Thomas Schneeweis and Jason Remillard |
March 2007 |
Hedge Fund/CTA Database
