Prof. Scaillet’s research paper “Hedge Fund Performance under Misspecified Models” in Insider Report by BarclayHedge

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Prof. Scaillet’s research “Estimation of large dimensional conditional factor models in finance” forthcoming in the Handbook of Econometrics
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Prof. Scaillet’s research paper “Hedge Fund Performance under Misspecified Models” in Insider Report by BarclayHedge

The paper “Hedge Fund Performance under Misspecified Models” by Ardia, Barras, Gagliardini and Olivier Scaillet is a Featured Research Article in the September 2020 Insider Report by BarclayHedge. This monthly report is sent to a subscriber base of approximately 35,000 hedge fund professionals and investors.

Download the September 2020 issue

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