Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Hilary Woodard"'
The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 20
Autor:
Ryan S. Cross, Jeffrey T. Freymueller, Hilary Woodard, Sigrún Hreinsdóttir, Christopher F. Larsen, J. Elliott, Chris Zweck, Steven C. Cohen
Publikováno v:
Active Tectonics and Seismic Potential of Alaska
We present a comprehensive average velocity field for Alaska, based on repeated GPS surveys covering the period 1992―2007, and review the major results of previously published papers that used subsets of this data. The spatially and temporally comp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f94d61c931abea995e83707499707c3e
https://doi.org/10.1029/179gm02
https://doi.org/10.1029/179gm02
Publikováno v:
Market Risk and Financial Markets Modeling
Various studies have analyzed the determinants of hedge fund performance. The majority of them, however, come to contradictory conclusions with respect to the direction of influence of different factors on fund performance. The key reason for the inc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d88de7ec310305cb97d96ab0e48839fa
https://doi.org/10.1007/978-3-642-27931-7
https://doi.org/10.1007/978-3-642-27931-7
Autor:
Kolokolova, Olga
Publikováno v:
Kolokolova, O, Sornette, D (ed.), Ivliev, S (ed.) & Woodard, H (ed.) 2012, A Note on the Dynamics of Hedge-Fund-Alpha Determinants . in D Sornette, D Ivliev & W Hilary (eds), Market Risk and Financial Markets Modeling . vol. IV, Springer Nature, pp. 73-97, Perm Winter School, Perm, Russia, 3/02/11 . https://doi.org/10.1007/978-3-642-27931-7_10
Kolokolova, O 2012, A Note on the Dynamics of Hedge-Fund-Alpha Determinants . in D Sornette, D Ivliev & W Hilary (eds), Market Risk and Financial Markets Modeling . Springer Verlag, pp. 73-97 . DOI: 10.1007/978-3-642-27931-7_10
Kolokolova, O 2012, A Note on the Dynamics of Hedge-Fund-Alpha Determinants . in D Sornette, D Ivliev & W Hilary (eds), Market Risk and Financial Markets Modeling . Springer Verlag, pp. 73-97 . DOI: 10.1007/978-3-642-27931-7_10
Various studies have analyzed the determinants of hedge fund performance. The majority of them, however, come to contradictory conclusions with respect to the direction of influence of different factors on fund performance. The key reason for the inc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e7a1719db4a503d88bd8617b0aa0cd9a
https://www.research.manchester.ac.uk/portal/en/publications/a-note-on-the-dynamics-of-hedgefundalpha-determinants(40ef7355-2935-435f-ad9f-deb2e16ae571).html
https://www.research.manchester.ac.uk/portal/en/publications/a-note-on-the-dynamics-of-hedgefundalpha-determinants(40ef7355-2935-435f-ad9f-deb2e16ae571).html