Alexander Passow

International Center FAME

40, Boulevard du Pont-d'Arve

40, Bd du Pont-d'Arve

1211 Geneva 4, CH-6900

Switzerland

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Quantitative Selection of Long-Short Hedge Funds

FAME Research Paper No. 94
Number of pages: 57 Posted: 05 Jan 2005
Kevin Chen and Alexander Passow
New York University and International Center FAME
Downloads 1,312 (18,562)
Citation 11

Abstract:

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Hedge Fund, Long Short Strategy, Fama-French, Commodity, Performance Persistence, Skewness, Selection.

2.

Omega Portfolio Construction with Johnson Distributions

Risk, Forthcoming
Posted: 12 Dec 2004
Alexander Passow
International Center FAME

Abstract:

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Sharpe, Omega, Johnson distribution, Skewness, Higher Moments, Significant Moments, Portfolio Construction, Hedge Funds, Market Neutral