A comprehensive approach to survival analysis of hedge funds

Panopoulou, Ekaterini, Vrontos, Spyridon D. (2017) A comprehensive approach to survival analysis of hedge funds. In: 9th International Conference on Computational and Financial Econometrics, 12-14 December 2015, Senate House, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64360)

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Abstract

The aim is to estimate the probability of survivorship of individual hedge fund data reported in BarclayHedge database. We employ a plethora of alternative models and a comprehensive data set of indicator variables and hedge fund characteristics. Emphasis is given on the significant factors that affect the lifetime of hedge funds.

Item Type:	Conference or workshop item (Paper)
Subjects:	H Social Sciences > HG Finance
Divisions:	Divisions > Kent Business School - Division > Kent Business School (do not use)
Depositing User:	Ekaterini Panopoulou
Date Deposited:	13 Nov 2017 10:20 UTC
Last Modified:	05 Nov 2024 11:01 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/64360 (The current URI for this page, for reference purposes)

University of Kent Author Information

Panopoulou, Ekaterini.

Creator's ORCID:	https://orcid.org/0000-0001-5080-9965
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