A panel-based quantile regression analysis of funds of hedge funds

Authors

David Edmund Allen, Edith Cowan UniversityFollow
Akhmad R. Kramadibrata, Edith Cowan UniversityFollow
Robert John Powell, Edith Cowan UniversityFollow
Abhay Kumar Singh, Edith Cowan UniversityFollow

Document Type

Book Chapter

Keywords

Hedge funds, Law and legislation, Banks and banking, Derivative securities, Quantile regression, Regression analysis

Publisher

Academic Press

Faculty

Faculty of Business and Law

School

School of Business / Marketing and Services Research Centre

RAS ID

16793

Comments

Allen, D. E., Kramadibrata, A. R., Powell, R. , & Singh, A. (2013). A panel-based Quantile regression analysis of funds of hedge funds . In G.N. Gregoriou (Eds.). Reconsidering funds of hedge funds: The financial crisis and best practices in UCITS, tail risk, performance and due diligence (pp. 261-272). Oxford, England: Academic Press. Original book available here

Abstract

[No abstract available]