Quantile regression analysis of hedge fund strategies

By Loukia Meligkotsidou, Ioannis D. Vrontos, Spyridon D. Vrontos. 2009

91 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/271fca2f7b58b96b21906ee0c62fb14c6ac795a3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. J. C. Matallín
2. Emili Tortosa‐Ausina
3. Meryem Duygun Fethi
4. Omneya H. Abdelsalam
5. Nicolas Huck

Citations in the corpus

• Kernel estimators of extreme level curves (2011, unknown): “, [34]).”
• On the comparative performance of socially responsible and Islamic mutual funds (2014, methodology): “For instance, Meligkotsidou et al. (2009) use quantile regression to analyze how the links between hedge fund returns and risk factors change across the distribution of conditional returns. In an application to asset allocation in the popular 401(k) plans, Huberman and Jiang (2006) examine the sensi”