Essays on hedge funds, operational risk, and commodity trading advisors
Hedge funds report performance information voluntarily. When they stop reporting they are transferred from the "live" pool of funds to the "defunct" pool. Consequently, liquidated funds constitute a subset of the defunct pool. I present models of hedge fund survival, attrition, a...
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| Format: | Others |
| Language: | en |
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McGill University
2007
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| Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=103290 |