Journal publications
Other Publications
- “The Option CAPM and the Performance of Hedge Funds.”
(with A. Diez de los Rios), Review of Derivatives Research 14: 137-167, 2011. - “Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns.”
(with A. Diez de los Rios), Journal of Applied Econometrics 26 (2): 193–212, 2011.