Zobrazeno 1 - 10
of 170
pro vyhledávání: '"Greg N. Gregoriou"'
Until recently, only the United States had an active venture capital market. This is changing rapidly, as many other countries have experienced rapid growth in venture capital financing over the past five years. This book contains new scientific arti
Autor:
Greg N. Gregoriou, Luc Renneboog
Corporate Governance and regulatory presssures have been much in the news lately. How they affect the bottom line of corporations has been difficult to quantify, and research is just beginning to be published that addresses this crucial question. Thi
Autor:
Greg N. Gregoriou, Luc Renneboog
It is now a well-know fact that mergers and acquisitions activity comes in waves. The most recent wave, the 5th takeover wave of the 1990s, was characterized by an unprecedented number of corporate restructurings in terms of mergers and acquisitions
Autor:
Greg N. Gregoriou
With about $450 billion in assets, funds of hedge funds are the most recent darling of investors. While hedge funds carry high risk for the promise of high returns they are designed for the very rich and for large institutional investors such as pens
Autor:
Greg N. Gregoriou
After the cooling off of IPOs since the dot com bubble, Google has rekindled the fire for IPOs. This IPO reader contains new articles exclusive to this reader by leading academics from around the world dealing with quantitative and qualitative analys
Publikováno v:
International Review of Economics & Finance. 72:289-318
Risk related to return higher moments is usually perceived as substantial in the hedge fund industry. In this article, we relate the return co-skewness and co-kurtosis of hedge fund strategies to macroeconomic and financial shocks. We find that hedge
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88dfeab593b193318149441856939fe7
https://doi.org/10.1016/j.iref.2020.12.004
https://doi.org/10.1016/j.iref.2020.12.004
Publikováno v:
Economic Modelling. 94:843-872
We study how downside risk taken by hedge fund strategies responds to macroeconomic and financial shocks. Using new empirical measures of systematic tail risk, we find that the impulse response functions of strategies’ multi-moment risk display an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46619b3ef60e11a8c7d7d0d9963fdb26
https://doi.org/10.1016/j.econmod.2020.02.025
https://doi.org/10.1016/j.econmod.2020.02.025
Autor:
Greg N. Gregoriou, Jason Moschella
Publikováno v:
Practical Applications. 6:1-5
Practical Applications Summary How have hedge funds evolved during the difficult post-2009 climate? In The Efficiency and Productivity of Hedge Fund Families , published in the Winter 2017 issue of The Journal of Wealth Management , authors Greg Greg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b219863450e0eb4ca2b768a619196ebb
https://doi.org/10.3905/pa.6.2.282
https://doi.org/10.3905/pa.6.2.282
Autor:
Jason Moschella, Greg N. Gregoriou
Publikováno v:
The Journal of Wealth Management. 20:101-112
This study investigates the efficiency and productivity of 25 of the largest live offshore and onshore hedge fund families using basic data envelopment analysis (DEA) efficiency, game cross-efficiency, congestion analysis, and the Malmquist Productiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad1aa3da30acdd99c7d6ae9fd44d4b94
https://doi.org/10.3905/jwm.2017.20.3.101
https://doi.org/10.3905/jwm.2017.20.3.101
Publikováno v:
Managerial Finance. 42:1180-1207
Purpose The purpose of this paper is to test the new Fama and French (2015) five-factor model relying on a thorough sample of hedge fund strategies drawn from the Barclay’s Global hedge fund database. Design/methodology/approach The authors use a s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b49c2bc8aa613d4cf38ccc0988839068
https://doi.org/10.1108/mf-01-2016-0034
https://doi.org/10.1108/mf-01-2016-0034