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Publications by Corrado Corradi
Pricing Equity and Debt Tranches of Collateralized Funds of Hedge Fund Obligations: An Approach Based on Stochastic Time Change and Esscher-Transformed Martingale Measure
Quantitative Finance
Economics
Econometrics
Finance
Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach
Related publications
Parameter Uncertainty and the Credit Risk of Collateralized Debt Obligations
SSRN Electronic Journal
Risk and Return in Hedge Funds and Funds of Hedge Funds: A Cross-Sectional Approach
SSRN Electronic Journal
The Valuation of Hedge Funds’ Equity Positions
Journal of Financial and Quantitative Analysis
Accounting
Economics
Econometrics
Finance
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios
Quarterly Journal of Finance
Management
Economics
Strategy
Econometrics
Finance
The Diversification Benefits of Hedge Funds and Funds of Hedge Funds
Derivatives Use, Trading & Regulation
How Should We Regulate Private Equity and Hedge Funds?
Maandblad Voor Accountancy en Bedrijfseconomie
The Life Cycle of Hedge Funds: Fund Flows, Size and Performance
SSRN Electronic Journal
Research on Equity Refinancing, Debt Restructuring and Firm Pricing Based on Financial and Economic Distress
