Wednesday, August 13, 2014
Evaluating and Predicting the Failure Probabilities of Hedge Funds
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
Copyright © 2010 by Barclay Hedge
Subscribe to Posts [Atom]