Items where authors include "Stafylas, D"

Article

Stafylas, D, Anderson, K and Uddin, M orcid.org/0000-0003-1035-0365 (2018) Hedge fund performance attribution under various market conditions. International Review of Financial Analysis, 56. pp. 221-237. ISSN 1057-5219

Stafylas, D, Anderson, K and Uddin, M orcid.org/0000-0003-1035-0365 (2018) Hedge fund index-engineering methodologies: a comparison and demonstration. Applied Economics, 50 (6). pp. 596-612. ISSN 0003-6846

Lucey, BM, Vigne, SA, Ballester, L et al. (31 more authors) (2018) Future directions in international financial integration research - A crowdsourced perspective. International Review of Financial Analysis, 55. pp. 35-49. ISSN 1057-5219

Stafylas, D, Anderson, K and Uddin, M (2017) Recent Advances in Explaining Hedge Fund Returns: Implicit Factors and Exposures. Global Finance Journal, 33. pp. 69-87. ISSN 1044-0283

Stafylas, D, Anderson, K and Uddin, M (2016) Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors. International Review of Financial Analysis, 43. 48 - 61. ISSN 1057-5219