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Publications by Antonio Di Cesare

Risk Measures for Autocorrelated Hedge Fund Returns

SSRN Electronic Journal

English

Testing Requirements of Hysteretic Energy Dissipating Devices According to Italian Seismic Code

English

Related publications

Tail Risk and Hedge Fund Returns

SSRN Electronic Journal

English

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics

English

Hedge Fund Contagion and Risk-Adjusted Returns: A Markov-Switching Dynamic Factor Approach

Journal of Empirical Finance

English

Hedge Fund Returns Under Crisis Scenarios: A Holistic Approach

Research in International Business and Finance

English

On Measuring Hedge Fund Risk

SSRN Electronic Journal

English

Recent Advances in Explaining Hedge Fund Returns: Implicit Factors and Exposures

Global Finance Journal

English

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

SSRN Electronic Journal

English

Managerial Incentives and the Risk-Taking Behavior of Hedge Fund Managers

International Journal of Economics and Finance

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Hedge Fund Activism: A Review

Foundations and Trends in Finance

English