Discover open access scientific publications

Search, annotate, share and cite publications

Publications by B. G. Peterson

Hedge Fund Portfolio Selection With Modified Expected Shortfall

Computational Finance and its Applications III

English

Related publications

Portfolio Optimization Under Expected Shortfall: Contour Maps of Estimation Error

Quantitative Finance

English

The Impact of Portfolio Disclosure on Hedge Fund Performance, Fees, and Flows

SSRN Electronic Journal

English

Bootstrapping the Expected Shortfall

Theoretical Economics Letters

English

The Problem With Hedge Fund Fees

Journal of Derivatives & Hedge Funds

English

Global Fund Director Admits to $8bn Shortfall

English

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

Review of Financial Studies

English

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

English

Hedge Fund Activism: A Review

Foundations and Trends in Finance

English

Hedge Fund and Investment Management

Derivatives Use, Trading & Regulation

English