Daniel P.J. Capocci : Citation Profile


Are you Daniel P.J. Capocci?

Université de Liège

3

H index

2

i10 index

110

Citations

RESEARCH PRODUCTION:

5

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2002 - 2009). See details.
   Cites by year: 15
   Journals where Daniel P.J. Capocci has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 1 (0.9 %)

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   Permalink: http://citec.repec.org/pca112
   Updated: 2019-11-10    RAS profile: 2010-10-24    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel P.J. Capocci.

Is cited by:

Eling, Martin (6)

Gallagher, Liam (3)

Muteba Mwamba, John Weirstrasd (3)

faff, robert (2)

SADEFO, Jules (2)

darolles, serge (2)

Nguyen, Thi Thanh Huyen (2)

Hübner, Georges (2)

HENTATI KAFFEL, Rania (2)

Stulz, René (2)

Caporin, Massimiliano (2)

Cites to:

Brown, Stephen (7)

Titman, Sheridan (6)

French, Kenneth (5)

Grinblatt, Mark (5)

Fama, Eugene (5)

Carhart, Mark (4)

Goetzmann, William (4)

liang, bing (4)

Jensen, Michael (3)

Sharpe, William (2)

Fabozzi, Frank (1)

Main data


Where Daniel P.J. Capocci has published?


Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany2

Recent works citing Daniel P.J. Capocci (2018 and 2017)


YearTitle of citing document
2018Investment beliefs of endowments. (2018). Ang, Andrew ; Goetzmann, William N ; Ayala, Andrs. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33.

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2017Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667.

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2018“On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

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2018Hedge fund performance attribution under various market conditions. (2018). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:221-237.

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2017Recent advances in explaining hedge fund returns: Implicit factors and exposures. (2017). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:69-87.

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2019Asset pricing and extreme event risk: Common factors in ILS fund returns. (2019). Eling, Martin ; ben Ammar, Semir ; Braun, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:59-78.

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2017Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance. (2017). Huang, Ying Sophie ; Kato, Isamu ; Chen, Carl R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:367-388.

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2017Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis. (2017). Papadamou, Stephanos ; Mermigka, Lydia ; Kyriazis, Nikolaos A. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:9-:d:91815.

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2019Hedge Fund Performance during and after the Crisis: A Comparative Analysis of Strategies 2007–2017. (2019). Shenai, Vijay ; Metzger, Nicola. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:1:p:15-:d:211582.

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2017Searching for Inefficiencies in Exchange Rate Dynamics. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9567-2.

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2017Short-, medium- and long-run performance persistence of investment funds in Poland. (2017). Urbaski, Stanisaw. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:4:p:343-374.

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2017Assessing hedge fund performance with institutional constraints: evidence from CTA funds. (2017). Bilson, John ; Baek, Seungho ; John , ; Molyboga, Marat. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:7:d:10.1057_s41260-017-0053-8.

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2017An SDF Approach to Hedge Funds Tail Risk:Evidence from Brazilian Funds. (2017). Almeida, Caio ; Leal, Laura Simonsen . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:37:y:2017:i:1:a:62104.

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2017Does growing wealth influence hedge funds’ development? An empirical analysis. (2017). Sokoowska, Ewelina. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:8:p:756-768.

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2019Nonparametric Assessment of Hedge Fund Performance. (2019). Garcia, Rene ; Ardison, Kim ; Almeida, Caio. In: TSE Working Papers. RePEc:tse:wpaper:123176.

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2019Hedge Fund Strategies: A non-Parametric Analysis.. (2019). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201902.

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2018The Relationship between Hedge Fund Performance and Stock Market Sentiment. (2018). Zheng, Yao ; Osmer, Eric. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:21:y:2018:i:03:n:s0219091518500169.

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Works by Daniel P.J. Capocci:


YearTitleTypeCited
2003Les Fonds alternatifs sont-ils réellement décorrelés des produits dinvestissments classiques? In: Brussels Economic Review.
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article0
2004Analysis of hedge fund performance In: Journal of Empirical Finance.
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article78
2002An Analysis of Hedge Fund Performance.(2002) In: Finance.
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This paper has another version. Agregated cites: 78
paper
2006Neutrality of market neutral funds In: Global Finance Journal.
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article1
2009The persistence in hedge fund performance: extended analysis In: International Journal of Finance & Economics.
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article3
2005Hedge fund performance and persistence in bull and bear markets In: The European Journal of Finance.
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article28
2004Hedge Fund Performance and Persistence in Bull and Bear Markets.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper

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