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DP16389 The Correlation Risk Premium: International Evidence 智库出版物
2021
作者:  Gonçalo Faria;  Robert Kosowski;  Tianyu Wang
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Correlation risk premium  Implied correlation  Realized correlation  Variance risk premium  International equity options  
DP16319 Best Short 智库出版物
2021
作者:  Pasquale Della Corte;  Robert Kosowski;  Nikolaos Rapanos
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Disclosure  Regulation  Short-sale performance  Anomalies  Hedge funds  
DP13618 Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses? 智库出版物
2019
作者:  Juha Joenväärä;  Mikko Kaupila;  Robert Kosowski;  Pekka Tolonen
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Hedge fund performance  Persistence  Sample selection bias  Managerial skill  
DP12599 The Effect of Investment Constraints on Hedge Fund Investor Returns 智库出版物
2018
作者:  Robert Kosowski;  Juha Joenväärä;  Pekka Tolonen
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Hedge fund performance  Persistence  frictions  Managerial skill  
Regulation and fund performance: New evidence from UCITS hedge funds 智库出版物
2015
作者:  Juha Joenväärä;  Robert Kosowski
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Debt crisis  Global crisis  EU policies  Greek debt crisis  
DP10577 Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds 智库出版物
2015
作者:  Robert Kosowski;  Juha Joenväärä
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Hedge fund performance  Managerial skill  Mutual fund performance  Regulation