This article extends the Palepu (1986) acquisition likelihood model by incorporating measures
of a technical nature, eg momentum, trading volume as well as a measure of market …

This article studies the impact of modeling time-varying covariances/correlations of hedge
fund returns in terms of hedge fund portfolio construction and risk measurement. We use a …

Mutual fund manager excess performance should be measured relative to their self-reported
benchmark rather than the return of a passive portfolio with the same risk characteristics. …

Plasma citrate levels were found to be elevated in non-alcoholic fatty liver disease (NAFLD)
patients. Cellular experiments indicated that increased citrate levels might originate from an …

This article uses Bayesian model averaging to study model uncertainty in hedge fund pricing.
We show how to incorporate heteroscedasticity, thus, we develop a framework that jointly …

This paper surveys the literature that deals with the informational content of market option
prices for the purposes of quantitative asset management. We review studies that have …

UCn2 and UCn3 peptides have recently been infused to treat patients with heart failure (HF)
but are limited by their short half-lives. A 1-time intravenous injection of virus vectors …

Using mice rendered insulin resistant with high fat diets (HFD), we examined blood glucose
levels and insulin resistance after iv delivery of an adeno-associated virus type 8 encoding …

… D. Giamouridis acknowledges the support of the “Alexander S. Onassis” Foundation and
the Astron Maritime Company SA. *Correspondence author, Department of Shipping, Trade …

This article addresses the problem of portfolio construction in the context of efficient hedge
fund investments replication. We propose a modification to the standard Sharpe “style analysis…