Hedge funds: market timing and the dynamics of systematic risk

Johan Knif, Dimitrios Koutmos, Gregory Koutmos

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationContributions to Mathematics, Statistics, Econometrics, and Finance : Essays in Honour of Professor Seppo Pynnönen
EditorsJohan Knif, Bernd Pape
Number of pages12
Place of PublicationVaasa
PublisherUniversity of Vaasa
Publication date2014
ISBN (Print)978–952–476–522–0
ISBN (Electronic)978–952–476–523–7
Publication statusPublished - 2014
MoE publication typeA3 Book chapter

Publication series

NameActa Wasaensia
PublisherUniversity of Vaasa
ISSN (Print)0355-2667
ISSN (Electronic)2323-9123
NameActa Wasaensia. Statistics
PublisherUniversity of Vaasa
ISSN (Print)1235-7936
ISSN (Electronic)2342-1282


  • 511 Economics
  • KOTA2014

Cite this