Nonparametric Analysis of Hedge Funds Lifetimes
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- Haghani, Shermineh, 2014. "Modeling hedge fund lifetimes: A dependent competing risks framework with latent exit types," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 291-320.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-31 (All new papers)
- NEP-FMK-2010-07-31 (Financial Markets)
- NEP-RMG-2010-07-31 (Risk Management)
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