Jasmina Hasanhodzic
Finance · 2006
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 13 citations into it
- Economics and Econometrics — 9 citations into it
Whom Jasmina Hasanhodzic trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jasmina Hasanhodzic overall
Papers from Jasmina Hasanhodzic's perspective
Ordered by how strongly the researchers Jasmina Hasanhodzic trusts endorse each paper. Same corpus, a different order for every researcher.
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
- The Pricing of Options and Corporate Liabilities
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Hedge-Fund Benchmarks: Information Content and Biases
- Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
- Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
- Measuring the market impact of hedge funds
- Contagion as a Wealth Effect
- Characteristics of Risk and Return in Risk Arbitrage
Their papers
- Can Hedge-Fund Returns Be Replicated?: The Linear Case (2006) — 255 citations