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Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups Park, Kun Soo; Whitt, Ward, ANNALS OF OPERATIONS RESEARCH, v.211, no.1, pp.357 - 379, 2013-12 |
Systemic risk and cross-sectional hedge fund returns Hwang, Inchang; Xu, Simon; In, Francis; Kim, Tong-Suk, JOURNAL OF EMPIRICAL FINANCE, v.42, pp.109 - 130, 2017-06 |
글로벌 자본구조 차익거래 전략 = Sovereign capital structure arbitrage in global marketslink 이태균; Lee, Tae-Kyun; et al, 한국과학기술원, 2013 |
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