- Pierre Clauss, 2011. "Hedge funds performance ratios adjusted to market liquidity risk1," Post-Print halshs-00601467, HAL.
- Pierre Clauss, 2010. "Liquidity Risk Integration in Portfolio Choice: the Bid Efficient Frontier," Post-Print halshs-00601469, HAL.
- Clauss, Pierre & Roncalli, Thierry & Weisang, Guillaume, 2009. "Risk Management Lessons from Madoff Fraud," MPRA Paper 36754, University Library of Munich, Germany.
- Clauss, Pierre, 2011. "Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk," Journal of Financial Transformation, Capco Institute, vol. 31, pages 133-139.
To update listings or check citations waiting for approval, Pierre Clauss should log into the RePEc Author Service
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.