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Number of items: 9.

Article

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2017) Tail risk in hedge funds : a unique view from portfolio holdings. Journal of Financial Economics Amsterdam ; Jena [u.a.] 125 3 610-636 [Article]

Conference presentation

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Agarwal, Vikas ; Weigert, Florian Unobserved performance of hedge funds. (2019) 2019 Financial Intermediation Research Society (FIRS) Annual Conference (Svannah, GA) [Conference presentation]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Agarwal, Vikas ; Weigert, Florian Unobserved performance of hedge funds. (2019) Fifth Conference on “Recent Advances in Mutual Fund and Hedge Fund Research” (Berlin, Germany) [Conference presentation]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Agarwal, Vikas ; Weigert, Florian The absolute return wedge: A new measure that predicts hedge fund performance. (2018) 10th Annual Hedge Fund and Private Equity Research Conference (Paris, France) [Conference presentation]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Agarwal, Vikas ; Weigert, Florian The absolute return wedge: A new measure that predicts hedge fund performance. (2018) 21st Annual Conference of the Swiss Society for Financial Market Research (SGF) (Zürich, Switzerland) [Conference presentation]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian ; Agarwal, Vikas The absolute return wedge: A new measure that predicts hedge fund performance. (2018) 9th Erasmus Professional Asset Management Conference (Rotterdam, The Netherlands) [Conference presentation]

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian The absolute return wedge: A new measure that predicts hedge fund performance. (2018) FMA 2018 Consortium on Trading Strategies and Institutional Investing Cambridge (Cambridge, UK) [Conference presentation]

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Tail Risk in Hedge Funds - Evidence From Portfolio Holdings. (2014) 6th Annual Hedge Fund Research Conference (Paris, France) [Conference presentation]

Working paper

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2016) Tail risk in hedge funds: A unique view from portfolio holdings. Rochester, NY [Working paper]

This list was created automatically on Tue Sep 29 04:20:31 2020 CEST