Kostas Iordanidis

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Numerous hedge funds stop reporting to commercial databases each year. An issue for hedgefund performance estimation is: what delisting return to attribute to such funds? This would be particularly problematic if delisting returns are typically very different from continuing funds’ returns. In this paper, we use estimated portfolio holdings for(More)
The discovery of a heavy Higgs boson with mass up to m H = 1 TeV at the CERN LHC is possible in the H → W + W − → lνjj decay mode. The weak boson scattering signal and backgrounds from t ¯ tjj and from W +jets production are analyzed with parton level Monte Carlo programs which are built on full tree level amplitudes for all subprocesses. The use of double(More)
Recent banking scandals raised a question: Do we need stricter regulation or better enforcement of the existing regulations? We study this question using the events surrounding the manipulation of the London Interbank Offer Rate (Libor). We first document pervasive evidence consistent with banks misreporting Libor submissions to profit from Libor-related(More)
Summary form only given, as follows. The calorimeter trigger for the ZEUS detectors at the HERA e-p collider is designed to collect charged and neutral current, photoproduction, and exotic physics events while reducing beam gas background using three different approaches. They are: (1) detection of isolated electrons and muons using pattern analysis logic,(More)
What is the role of public enforcement in preventing widespread financial market misconduct? We study this question using the events surrounding the manipulation of the London Interbank Offer Rate (Libor). We find pervasive evidence consistent with banks misreporting Libor submissions to profit from Libor-related positions in the full sample 1999-2012. The(More)
Investors value the addition of hedge funds to their benchmark portfolios as this can diversify risk, add positive skewness, or eliminate left tails in the return distributions. We measure total benefits via certainty equivalent values (CEVs) which perform better than or on par with alphas or Sharpe ratios. Adding hedge funds is significantly better than(More)
The alpha within a factor model of fund performance could measure current outperformance over risk-adjusted returns; it could be used to identify funds which generate high future performance and thus determine fund flow; and it could be used to find persistence in alpha. We advocate a new measure to evaluate hedge funds relative alpha. It links each hedge(More)
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