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Société Editions ESKA
Bankers, Markets & Investors n° 140 – Janvier-Février 2016
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Sommaire
Articles
- How Risky are Low-Risk Hedge Funds?
- Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
- Multi-Asset Seasonality and Trend-Following Strategies
- New Insight on the Performance of Equity Long/short Investment Styles
- Editorial
Sommaire
Articles
- How Risky are Low-Risk Hedge Funds?
- Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
- Multi-Asset Seasonality and Trend-Following Strategies
- New Insight on the Performance of Equity Long/short Investment Styles
- Editorial
140
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![Editorial [extrait BMI 140]](https://eska-publishing.com/10935-home_default/editorial-extrait-bmi-140-.jpg)
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Risk-Based and Factor Investing
- Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
- Analyst Earnings Forecasts, Individual Investors’ Expectations and Trading Volume
- Changing Dynamic Relationships between Stock and Bond Markets in Crises
- Do Regulatory and Supervisory Reforms Affect European Bank Stability
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Sommaire
Articles
- Active Portfolio Management with Conditional Tracking Error
- Bank Acquisitiveness and Financial Crisis Vulnerability
- Is Macroeconomic Announcement News Priced?
Focus On
- Basel III and Bank Liquidity Creation
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