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.
Category Archives: Research
Revised version “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility”
I have just uploaded a revised version of the paper “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility” on SSRN.
Dissertation
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 […]
Revised version “Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much”
I have just uploaded a revised version of the paper “Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much” on SSRN.