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.

Labels: , , , , , , ,

<< Home

Copyright © 2010 by Barclay Hedge

This page is powered by Blogger. Isn't yours? Subscribe by RSS Subscribe by Atom

Subscribe to Posts [Atom]