Daniel P. J. Capocci

Finance · 2003–2005

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #8,873 of 10,518 by trust here, #7,575 by citations
• Accounting — 12 citations into it
• Economics and Econometrics — 11 citations into it; #19,287 of 23,481 by trust here, #17,969 by citations

Whom Daniel P. J. Capocci trusts overall

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

1. Vikas Agarwal
2. Bing Liang
3. Narayan Naik
4. William Fung
5. Eugene F. Fama
6. Mark Grinblatt
7. David A. Hsieh

Who trusts Daniel P. J. Capocci overall

1. Martin Eling
2. Benjamin R. Auer

Papers from Daniel P. J. Capocci's perspective

Ordered by how strongly the researchers Daniel P. J. Capocci trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risks and Portfolio Decisions Involving Hedge Funds
2. Hedge-Fund Benchmarks: Information Content and Biases
3. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
4. The Pricing of Options and Corporate Liabilities
5. Hedge Funds with Style
6. Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
7. Measuring the market impact of hedge funds
8. Contagion as a Wealth Effect
9. Risk Management for Hedge Funds: Introduction and Overview
10. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

Their papers

• Hedge fund performance and persistence in bull and bear markets (2005) — 123 citations
• An Analysis of Hedge Fund Performance (2003) — 325 citations