Wednesday, August 13, 2014
Evaluating and Predicting the Failure Probabilities of Hedge Funds
By Hee Soo Lee – School of Business, Yonsei University; and Juan Yao – The University of Sydney Business School, The University of Sydney
In their study, the authors evaluate and forecast the failure probabilities of hedge funds — particularly the failures due to financial distress — using both a hazard model and a logistic model.
Download the full article here.
From the August 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their study, the authors evaluate and forecast the failure probabilities of hedge funds — particularly the failures due to financial distress — using both a hazard model and a logistic model.
Download the full article here.
From the August 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, fund performance, Hedge fund; failure probability prediction, hedge funds, logit model, proportional hazard model, signal detection model
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