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1

Do hedge funds deliver alpha? A Bayesian and bootstrap analysis

Robert Kosowski, Narayan Y. Naik, Melvyn Teo

Journal:

Journal of Financial Economics

Year:

2007

Language:

english

File:

PDF, 323 KB

english, 2007

2

Public hedge funds

Sun, Lin, Teo, Melvyn

Journal:

Journal of Financial Economics

Year:

2018

Language:

english

File:

PDF, 3.23 MB

english, 2018

3

Hedge Fund Franchises

Fung, William, Hsieh, David, Naik, Narayan, Teo, Melvyn

Journal:

Management Science

Year:

2020

File:

PDF, 1.07 MB

2020

4

Testing market efficiency using statistical arbitrage with applications to momentum and value strategies

Steve Hogan, Robert Jarrow, Melvyn Teo, Mitch Warachka

Journal:

Journal of Financial Economics

Year:

2004

Language:

english

File:

PDF, 625 KB

english, 2004

5

Institutional Investors, Past Performance, and Dynamic Loss Aversion

O’Connell, Paul G. J., Teo, Melvyn

Journal:

Journal of Financial and Quantitative Analysis

Year:

2009

Language:

english

File:

PDF, 627 KB

english, 2009

6

Style Investing and Institutional Investors

Kenneth Froot and Melvyn Teo

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 2.13 MB

english, 2008

7

Style effects in the cross-section of stock returns

Melvyn Teo, Sung-Jun Woo

Journal:

Journal of Financial Economics

Year:

2004

Language:

english

File:

PDF, 395 KB

english, 2004

8

The liquidity risk of liquid hedge funds

Journal:

Journal of Financial Economics

Year:

2011

Language:

english

File:

PDF, 475 KB

english, 2011

9

Hedge funds, managerial skill, and macroeconomic variables

Doron Avramov, Robert Kosowski, Narayan Y. Naik, Melvyn Teo

Journal:

Journal of Financial Economics

Year:

2011

Language:

english

File:

PDF, 451 KB

english, 2011

10

From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

Chen, Wenqing, Sim, Melvyn, Sun, Jie, Teo, Chung-Piaw

Journal:

Operations Research

Year:

2010

Language:

english

File:

PDF, 208 KB

english, 2010

11

Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies

Hogan, Steve, Jarrow, Robert A., Teo, Melvyn, Warachka, Mitch

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 835 KB

english, 2003

12

Vehicle routing problem with time windows and a limited number of vehicles

Hoong Chuin Lau, Melvyn Sim, Kwong Meng Teo

Journal:

European Journal of Operational Research

Year:

2003

Language:

english

File:

PDF, 146 KB

english, 2003

13

Institutional Investors, Past Performance, and Dynamic Loss Aversion

Paul G. J. O'Connell and Melvyn Teo

Journal:

Journal of Financial and Quantitative Analysis

Year:

2009

Language:

english

File:

PDF, 2.72 MB

english, 2009

14

Style Investing and Institutional Investors

Froot, Kenneth, Teo, Melvyn

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 440 KB

english, 2008

15

Home-Biased Analysts in Emerging Markets

Lai, Sandy, Teo, Melvyn

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 276 KB

english, 2008

16

Transient visual pathway critical for normal development of primate grasping behavior

Mundinano, Inaki-Carril, Fox, Dylan M., Kwan, William C., Vidaurre, Diego, Teo, Leon, Homman-Ludiye, Jihane, Goodale, Melvyn A., Leopold, David A., Bourne, James A.

Journal:

Proceedings of the National Academy of Sciences

Year:

2018

Language:

english

File:

PDF, 1.84 MB

english, 2018

17

Do Alpha Males Deliver Alpha? Testosterone and Hedge Funds

Lu, Yan, Teo, Melvyn

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 768 KB

english, 2018

18

An improved test for statistical arbitrage

Robert Jarrow, Melvyn Teo, Yiu Kuen Tse, Mitch Warachka

Journal:

Journal of Financial Markets

Year:

2012

Language:

english

File:

PDF, 478 KB

english, 2012

19

The Geography of Hedge Funds

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 211 KB

english, 2009

20

The Geography of Hedge Funds

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 3.24 MB

english, 2009

21

Limited attention, marital events and hedge funds

Lu, Yan, Ray, Sugata, Teo, Melvyn

Journal:

Journal of Financial Economics

Year:

2016

Language:

english

File:

PDF, 618 KB

english, 2016

22

Generation of single photons with highly tunable wave shape from a cold atomic ensemble

Farrera, Pau, Heinze, Georg, Albrecht, Boris, Ho, Melvyn, Chávez, Matías, Teo, Colin, Sangouard, Nicolas, de Riedmatten, Hugues

Journal:

Nature Communications

Year:

2016

Language:

english

File:

PDF, 460 KB

english, 2016

23

Sensation Seeking and Hedge Funds

BROWN, STEPHEN, LU, YAN, RAY, SUGATA, TEO, MELVYN

Journal:

The Journal of Finance

Year:

2018

Language:

english

File:

PDF, 1.07 MB

english, 2018

24

Sensation Seeking, Sports Cars, and Hedge Funds

Lu, Yan, Ray, Sugata, Teo, Melvyn

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.08 MB

english, 2016

25

Asian Hedge Funds: Return Persistence, Style, and Fund Characteristics

Teo, Melvyn, Koh, Francis, Koh, Winston T.H.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 772 KB

english, 2003

26

Limited Attention, Marital Events, and Hedge Funds

Lu, Yan, Ray, Sugata, Teo, Melvyn

Journal:

SSRN Electronic Journal

Year:

2015

File:

PDF, 3.61 MB

2015

27

Growing the Asset Management Franchise: Evidence from Hedge Fund Firms

Fung, William, Hsieh, David A., Naik, Narayan Y., Teo, Melvyn

Journal:

SSRN Electronic Journal

Year:

2014

File:

PDF, 1.19 MB

2014

28

The Pitfalls of Going Public: New Evidence from Hedge Funds

Sun, Lin, Teo, Melvyn

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 748 KB

english, 2016

29

Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis

Kosowski, Robert, Naik, Narayan Y., Teo, Melvyn

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 384 KB

english, 2005

30

Statistical Arbitrage and Market Efficiency: Enhanced Theory, Robust Tests and Further Applications

Jarrow, Robert A., Teo, Melvyn, Tse, Yiu Kuen, Warachka, Mitch

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 405 KB

english, 2005