Spyridon D. Vrontos

Finance · 2001–2009

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it
• Economics and Econometrics — 7 citations into it

Whom Spyridon D. Vrontos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Vikas Agarwal

Papers from Spyridon D. Vrontos's perspective

Ordered by how strongly the researchers Spyridon D. Vrontos trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risks and Portfolio Decisions Involving Hedge Funds
2. The Pricing of Options and Corporate Liabilities
3. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
4. Measuring the market impact of hedge funds
5. Hedge-Fund Benchmarks: Information Content and Biases
6. Contagion as a Wealth Effect
7. Hedge Funds: Risk and Return
8. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
9. The Persistence of Mutual Fund Performance
10. Characteristics of Risk and Return in Risk Arbitrage

Their papers

• Quantile regression analysis of hedge fund strategies (2009) — 91 citations
• DESIGN OF OPTIMAL BONUS-MALUS SYSTEMS WITH A FREQUENCY AND A SEVERITY COMPONENT ON AN INDIVIDUAL BASIS IN AUTOMOBILE INSURANCE (2001) — 104 citations