CFE 2015: Start Registration
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A1340
Title: A comprehensive approach to survival analysis of hedge funds Authors:  Spyridon Vrontos - University of Essex (United Kingdom) [presenting]
Ekaterini Panopoulou - University of Essex (United Kingdom)
Abstract: The aim is to estimate the probability of survivorship of individual hedge fund data reported in BarclayHedge database. We employ a plethora of alternative models and a comprehensive data set of indicator variables and hedge fund characteristics. Emphasis is given on the significant factors that affect the lifetime of hedge funds.