...and reject NIH funds

Hedge Funds, Funds-of-Funds, and Commodity Trading Advisors

Lean Models and Reject Inference

Credit scoring models are normally built using only applicants who have been previously accepted for credit. Such non-random sample selection may produce bias in estimated model parameters and accordingly model predictions of repayment performance may not be optimal. Previous empirical research suggests that omission of rejected applicants has a detrimental impact on model estimation and predic...

Reject Inference and Survival Modelling

The literature suggests that the commonly used augmentation method of reject inference does little to alter the ranking performance of application scorecards, but is does improve the ability to detect an appropriate cutoff score. In this paper we examine whether the use of augmentation will improve the ranking of applicants in terms of default for various time frames, using survival analysis. T...

Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds

 Vikas Agarwal is from Georgia State University, J. Mack Robinson College of Business, 35 Broad Street, Suite 1221, Atlanta GA 30303, USA. Email: [email protected]: +1-404-413-7326. Fax: +1-404-4137312. Vikas Agarwal is also a Research Fellow at the Centre for Financial Research (CFR), University of Cologne. ^ Yan Lu is from University of Florida, Warrington College of Business, Box 117168,...

The World of Funds of Funds

** Prof. Svetlozar T. Rachev (Corresponding Author): Institute for Statistics and Mathematical Economics, University of Karlsruhe, Germany & Department of Statistics and Applied Probability, University of California, Santa Barbara, USA. // Chair of Econometrics, Statistics and Mathematical Finance, School of Economics and Business Engineering, University of Karlsruhe, Kollegium am Schloss, Bau ...