2

Momentum Strategies in Futures Markets and Trend-following Funds

Year:
2012
Language:
english
File:
PDF, 1.15 MB
english, 2012
3

Do hedge funds deliver alpha? A Bayesian and bootstrap analysis

Year:
2007
Language:
english
File:
PDF, 323 KB
english, 2007
5

Principles of Financial Engineering || Options Engineering with Applications

Year:
2015
Language:
english
File:
PDF, 3.05 MB
english, 2015
10

Hedge funds, managerial skill, and macroeconomic variables

Year:
2011
Language:
english
File:
PDF, 451 KB
english, 2011
12

Principles of Financial Engineering || Fixed Income Engineering

Year:
2015
Language:
english
File:
PDF, 910 KB
english, 2015
16

Principles of Financial Engineering || Cash Flow Engineering in Foreign Exchange Markets

Year:
2015
Language:
english
File:
PDF, 2.28 MB
english, 2015
17

Principles of Financial Engineering || Introduction

Year:
2015
Language:
english
File:
PDF, 1.09 MB
english, 2015
23

Long-Short Equity Strategies and Correlation Risk

Year:
2011
Language:
english
File:
PDF, 352 KB
english, 2011
30

Principles of Financial Engineering || Default Correlation Pricing and Trading

Year:
2015
Language:
english
File:
PDF, 753 KB
english, 2015
31

Principles of Financial Engineering || Pricing Tools in Financial Engineering

Year:
2015
Language:
english
File:
PDF, 601 KB
english, 2015
32

Principles of Financial Engineering || Mechanics of Options

Year:
2015
Language:
english
File:
PDF, 2.23 MB
english, 2015
34

Principles of Financial Engineering || Securitization, ABSs, CDOs, and Credit Structured Products

Year:
2015
Language:
english
File:
PDF, 1.69 MB
english, 2015
36

Principles of Financial Engineering || Correlation as an Asset Class and the Smile

Year:
2015
Language:
english
File:
PDF, 2.16 MB
english, 2015
43

Revisiting 'Stylized Facts' About Hedge Funds

Year:
2012
Language:
english
File:
PDF, 985 KB
english, 2012
46

Hedge Fund Return Predictability Under the Magnifying Glass

Year:
2012
Language:
english
File:
PDF, 467 KB
english, 2012
48

Principles of Financial Engineering || Cash Flow Engineering, Interest Rate Forwards and Futures

Year:
2015
Language:
english
File:
PDF, 2.61 MB
english, 2015
49

Principles of Financial Engineering || Credit Markets

Year:
2015
Language:
english
File:
PDF, 1.79 MB
english, 2015
50

Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis

Year:
2005
Language:
english
File:
PDF, 384 KB
english, 2005