Risk-adjusted performance of funds of hedge funds using a modified Sharpe ratio

GN Gregoriou, JP Gueyie - The Journal of wealth management, 2003 - pm-research.com
Many institutional investors use the traditional Sharpe ratio today to examine the risk-adjusted
performance of funds of hedge funds (FOFs). However, this could pose problems due to …

International mergers and acquisitions activity since 1990: Recent research and quantitative analysis

GN Gregoriou, L Renneboog - 2007 - books.google.com
It is now a well-know fact that mergers and acquisitions activity comes in waves. The most
recent wave, the 5th takeover wave of the 1990s, was characterized by an unprecedented …

Hedge fund performance appraisal using data envelopment analysis

GN Gregoriou, K Sedzro, J Zhu - European Journal of Operational …, 2005 - Elsevier
In this paper we apply data envelopment analysis (DEA) to evaluate the performance of
hedge fund classifications. The purpose of alternative investment strategies such as hedge …

Hedge fund survival lifetimes

GN Gregoriou - Journal of Asset Management, 2002 - Springer
This paper examines the survival analysis of hedge funds using various survival models.
Survival analysis has been used in studies of the lifetimes of bonds, labour strikes, marketing …

Madoff: A riot of red flags

GN Gregoriou, F Lhabitant - Available at SSRN 1335639, 2009 - papers.ssrn.com
Gregoriou has published thirty books, fifty refereed … Professor Gregoriou's books have been
published by John Wiley & … Professor Gregoriou is co-editor and editorial board member for …

[BOOK][B] Handbook of environmental and sustainable finance

V Ramiah, GN Gregoriou - 2015 - books.google.com
… Moosa (guru) and Professor Petko Kalev (the true believer in 1502) and Greg dedicates
this book to his mother Evangeline Gregoriou and to his deceased father, Nicholas Gregoriou. …

[BOOK][B] Initial public offerings (IPO): an international perspective of IPOs

GN Gregoriou - 2011 - books.google.com
After the cooling off of IPOs since the dot com bubble, Google has rekindled the fire for IPOs.
This IPO reader contains new articles exclusive to this reader by leading academics from …

Diversification in funds of hedge funds: Is it possible to overdiversify?

SJ Brown, GN Gregoriou… - The Review of Asset …, 2012 - academic.oup.com
Many institutions are attracted to diversified portfolios of hedge funds, referred to as Funds of
Hedge Funds (FoHFs). In this article, we examine a new database that separates out for the …

[BOOK][B] Evaluating hedge fund and CTA performance: Data envelopment analysis approach

GN Gregoriou, J Zhu - 2005 - books.google.com
… Steep yourself in this approach with this important new book by Greg Gregoriou and Joe
Zhu." This book steps beyond the traditional trade-off between single variables for risk and …

An input-oriented super-efficiency measure in stochastic data envelopment analysis: Evaluating chief executive officers of US public banks and thrifts

…, M Asgharian, GN Gregoriou - Expert Systems with …, 2010 - Elsevier
We develop an input-oriented super-efficiency measure in stochastic data envelopment
analysis. A deterministic equivalent of the stochastic super-efficiency model is given. It is shown …