Systematic risk in hedge funds

von Tiu, Cristian
Veröffentlicht 2006

Do the best hedge funds hedge?

von Titman, Sheridan
Veröffentlicht in The review of financial studies (2011)

Asset pricing with endogenous disasters

von Tiu, Cristian
Veröffentlicht in The review of financial studies (2013)

On level curves of value functions in optimization models of expected utility

von Tiu, Cristian
Veröffentlicht in Mathematical finance (2000)

The interaction of spending policies, asset allocation strategies, and investment performance at university endowment funds

von Brown, Keith C.
Veröffentlicht in How the financial crisis and Great Recession affected higher education (2015)

The interaction of spending policies, asset allocation strategies, and investment performance at university endowment funds

von Brown, Keith C.
Veröffentlicht 2013

Do endowment funds select the optimal mix of active and passive risks?

von Brown, Keith C.
Veröffentlicht in Journal of investment management (2010)

Decentralized downside risk management

von Reed, Andrea
Veröffentlicht in Journal of investment management (2011)

Asset allocation and portfolio performance : evidence from university endowment funds

von Brown, Keith C.
Veröffentlicht in Journal of financial markets (2010)