F. Weigert

Finance · 2009–2017

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it; #4,701 of 10,518 by trust here, #5,523 by citations
• Economics and Econometrics — 20 citations into it; #10,217 of 23,481 by trust here, #13,596 by citations
• Accounting — 10 citations into it

Whom F. Weigert trusts overall

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

1. George O. Aragon
2. Bing Liang
3. Melvyn Teo
4. William Fung
5. Mark Grinblatt
6. Yong Chen
7. Whitney K. Newey
8. Patricia Mariela Morillas
9. Turan G. Bali

Who trusts F. Weigert overall

1. Claudia Czado
2. Eike C. Brechmann

Papers from F. Weigert's perspective

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

1. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
2. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
3. Characteristics of Risk and Return in Risk Arbitrage
4. Hedge Funds: Risk and Return
5. Share restrictions and asset pricing: Evidence from the hedge fund industry
6. Do Market Timing Hedge Funds Time the Market
7. The Persistence of Mutual Fund Performance
8. Liquidity Risk and the Cross-Section of Hedge-Fund Returns
9. Common risk factors in the returns on stocks and bonds
10. Dependence structures for multivariate high-frequency data in finance

Their papers

• An empirical analysis of multivariate copula models (2009) — 161 citations
• Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings (2017) — 148 citations