The liquidity risk of liquid hedge funds von Teo, Melvyn

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The Geography of Hedge Funds von Teo, Melvyn

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Do Alpha Males Deliver Alpha? Facial Width-to-Height Ratio and Hedge Funds von Lu, Yan, Teo, Melvyn

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Public hedge funds von Sun, Lin, Teo, Melvyn

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Responsible Hedge Funds von Liang, Hao, Sun, Lin, Teo, Melvyn

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Sensation Seeking and Hedge Funds von BROWN, STEPHEN, LU, YAN, RAY, SUGATA, TEO, MELVYN

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Limited attention, marital events and hedge funds von Lu, Yan, Ray, Sugata, Teo, Melvyn

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Diverse Hedge Funds von Lu, Yan, Naik, Narayan Y, Teo, Melvyn

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Style Investing and Institutional Investors von Froot, Kenneth, Teo, Melvyn

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Hedge funds and their prime broker analysts von Chung, Sung Gon, Kulchania, Manoj, Teo, Melvyn

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Home-Biased Analysts in Emerging Markets von Lai, Sandy, Teo, Melvyn

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Hedge Fund Franchises von Fung, William, Hsieh, David, Naik, Narayan, Teo, Melvyn

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Do hedge funds deliver alpha? A Bayesian and bootstrap analysis von Kosowski, Robert, Naik, Narayan Y., Teo, Melvyn

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Hedge funds, managerial skill, and macroeconomic variables von Avramov, Doron, Kosowski, Robert, Naik, Narayan Y., Teo, Melvyn

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Testing market efficiency using statistical arbitrage with applications to momentum and value strategies von Hogan, Steve, Jarrow, Robert, Teo, Melvyn, Warachka, Mitch

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Institutional Investors, Past Performance, and Dynamic Loss Aversion von O’Connell, Paul G. J., Teo, Melvyn

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Style effects in the cross-section of stock returns von Teo, Melvyn, Woo, Sung-Jun

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An improved test for statistical arbitrage von Jarrow, Robert, Teo, Melvyn, Tse, Yiu Kuen, Warachka, Mitch

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Equity Style Returns and Institutional Investor Flows von Froot, Kenneth A, Teo, Melvyn

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From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization von Chen, Wenqing, Sim, Melvyn, Sun, Jie, Teo, Chung-Piaw

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