title   
  

Creator/Author/Editor: Bali, Turan G.

2013

Bali, Turan G. and Demirtaş, Özgür and Atılgan, Yiğit (2013) The performance of Hedge fund indices. (Accepted/In Press)

Bali, Turan G. and Atılgan, Yiğit and Demirtaş, Özgür (2013) Investing in hedge funds: a guide to measuring risk and return characteristics. Elsevier, Amsterdam. ISBN 9780124047310 (Print) 9780124051690 (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) The intertemporal relation between tail risk and funds of hedge funds returns. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam, pp. 381-392. ISBN 0124016995 ; 978-0124016996

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) Reward-to-risk ratios of funds of hedge funds. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam, pp. 275-287. ISBN 978-0-12-401699-6

2012

Demirtaş, Özgür and Bali, Turan G. and Brown, Stephen J. (2012) Do hedge funds outperform stocks and bonds? (Accepted/In Press)

2010

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2010) Implied volatility spreads, skewness and expected market returns. (Submitted)

This list was generated on Sun Aug 31 05:24:27 2014 EEST.