Kai-Hong Tee

Kai-Hong's public data

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Are hedge funds active market liquidity timers?
Chenlu Li
2019-11-14T10:55:31Z
CONFIDENTIAL FILE
Asset allocation with multiple analysts’ views: a robust approach
I-Chen (Jennifer) Lu
2019-04-25T10:21:49Z
CONFIDENTIAL FILE
Making Cornish–Fisher fit for risk measurement
John D. Lamb
2018-07-05T13:08:09Z
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Timing the liquidity in the Foreign Exchange Market: Did the Hedge Funds do it?
Ji Luo
2017-04-20T12:41:50Z
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On optimising risk exposures with trend-following strategies in currency overlay portfolios
Kai-Hong Tee
2016-11-17T16:27:46Z
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The market liquidity timing skills of debt-oriented hedge funds
Baibing Li
2016-05-13T10:35:12Z
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An overview of managed futures' performance: 1983 to post-2008 credit crisis
Kai-Hong Tee
2015-03-25T09:10:26Z
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Data envelopment analysis models of investment funds
John D. Lamb
2014-06-09T14:21:56Z
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Resampling DEA estimates of investment fund performance
John D. Lamb
2014-06-09T14:06:55Z
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The legitimacy of pay and performance comparisons: an analysis of UK university vice chancellors pay awards
Heather Tarbert
2014-06-09T13:44:42Z
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The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds
Kai-Hong Tee
2014-06-09T13:08:47Z