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Gert Elaut

Personal Details

First Name:Gert
Middle Name:
Last Name:Elaut
Suffix:
RePEc Short-ID:pel234
[This author has chosen not to make the email address public]
https://sites.google.com/site/gertelaut/home
Terminal Degree:2017 Faculteit Economie en Bedrijfskunde; Universiteit Gent (from RePEc Genealogy)

Affiliation

Faculteit Economie en Bedrijfskunde
Universiteit Gent

Gent, Belgium
https://www.ugent.be/eb/
RePEc:edi:ferugbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. G. Elaut & M. Frömmel & J. Sjödin, 2014. "Crystallization – the Hidden Dimension of Hedge Funds' Fee Structure," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/872, Ghent University, Faculty of Economics and Business Administration.

Articles

  1. Gert Elaut & Péter Erdős & John Sjödin, 2016. "An Analysis of the Risk‐Return Characteristics of Serially Correlated Managed Futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(10), pages 992-1013, October.

Citations

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Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Gert Elaut & Péter Erdős & John Sjödin, 2016. "An Analysis of the Risk‐Return Characteristics of Serially Correlated Managed Futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(10), pages 992-1013, October.

    Cited by:

    1. Tim Leung & Raphael Yan, 2018. "A Stochastic Control Approach to Managed Futures Portfolios," Papers 1811.01916, arXiv.org.

More information

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Co-authorship network on CollEc

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