A summary of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” is included in the first edition of Connection, which is the new quarterly knowledge transfer publication of the Swiss Finance Institute (SFI). The aim of Connection is to present ongoing research carried out by SFI faculty members and PhD […]
The paper “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility” has been accepted for publication and is now forthcoming in The Journal of Alternative Investements.
I have just uploaded a revised version of the paper “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility” on SSRN.
Today, I completed the final step of my dissertation and handed in a printed version at the university library. At some point a digital copy will also be available on their website. For some strange bureaucratic reasons I was not allowed to include Fabio Trojani on the title page although he officially was a member […]