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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 (Unpublished) (The full text of this publication is not currently available from this repository.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)

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. (Contact us about this Publication)
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http://cfenetwork.org/CFE2015/

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: Faculties > Social Sciences > Kent Business School
Faculties > Social Sciences > Kent Business School > Accounting and Finance
Depositing User: Ekaterini Panopoulou
Date Deposited: 13 Nov 2017 10:20 UTC
Last Modified: 29 May 2019 19:48 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/64360 (The current URI for this page, for reference purposes)
Panopoulou, Ekaterini: https://orcid.org/0000-0001-5080-9965
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