Greg N. Gregoriou | Academic Influence

Greg N. Gregoriou's AcademicInfluence.com Rankings

Greg N. Gregoriou

Business

#789

World Rank

#866

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#233

USA Rank

Risk Management

#33

World Rank

#33

Historical Rank

#3

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Finance

#129

World Rank

#134

Historical Rank

#26

USA Rank

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Greg N. Gregoriou

Economics

#3948

World Rank

#4468

Historical Rank

#1092

USA Rank

Financial Economics

#79

World Rank

#79

Historical Rank

#25

USA Rank

economics Degrees

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Economics

Greg N. Gregoriou's Degrees

PhD Finance Concordia University
Masters Finance Concordia University
Bachelors Finance Concordia University

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Why Is Greg N. Gregoriou Influential?

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According to Wikipedia, Greg N. Gregoriou was a professor of finance and a native of Montreal, Quebec, Canada. Gregoriou received his joint Ph.D. in 2004 with a specialization in the area of finance from the University of Quebec at Montreal, Canada. He has edited 52 scientific books, authored 100 refereed publications in scientific journals and book chapters since he started teaching at the State University of New York Plattsburgh in 2003. Professor Gregoriou specialized in hedge funds and CTAs, including research into the optimal number of hedge fund managers in a fund of hedge funds whereby the variance-reducing effects of diversification decrease once FoHFs maintain more than 20 underlying hedge funds . He was the derivatives editor for the Journal of Asset Management and served on several editorial boards as a member for scientific journals such as the Journal of Wealth Management, the Journal of Risk Management in Financial Institutions, IEB International Journal of Finance , and the Brazilian Business Review. He taught at the University of Navarra in Pamplona , University of Vermont, and McGill University as a visiting professor.

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Greg N. Gregoriou's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Quantitative Models for Performance Evaluation and Benchmarking: Data Envelopment Analysis with Spreadsheets (2008) (405)
Risk-Adjusted Performance of Funds of Hedge Funds Using a Modified Sharpe Ratio (2003) (187)
Stock market volatility (2009) (185)
Hedge fund performance appraisal using data envelopment analysis (2005) (136)
Data Envelopment Analysis (2007) (115)
Hedge fund survival lifetimes (2002) (106)
Handbook of Digital Currency: Bitcoin, Innovation, Financial Instruments, and Big Data (2015) (103)
Diversification in Funds of Hedge Funds: Is it Possible to Overdiversify? (2011) (83)
An input-oriented super-efficiency measure in stochastic data envelopment analysis: Evaluating chief executive officers of US public banks and thrifts (2010) (62)
Emerging markets : performance, analysis and innovation (2009) (61)
Venture Capital in Europe (2006) (58)
Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach (2005) (52)
Operational Risk Toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation (2009) (47)
Madoff: A Riot of Red Flags (2009) (40)
Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation (2005) (38)
International Corporate Governance After Sarbanes-Oxley (2006) (36)
Madoff: A Flock of Red Flags (2009) (32)
The VAR Implementation Handbook (2009) (31)
Large versus Small Hedge Funds (2002) (31)
Diversification and portfolio management of mutual funds (2007) (29)
The Mortality of Funds of Hedge Funds (2003) (28)
International Mergers and Acquisitions Activity Since 1990: Recent Research and Quantitative Analysis (2007) (26)
Simple and cross efficiency of CTAs using data envelopment analysis (2005) (26)
Efficiency persistence of bank and thrift CEOs using data envelopment analysis (2009) (25)
Initial Public Offerings : An international perspective (2006) (22)
BOOK REVIEW (2012) (20)
Survival of commodity trading advisors: 1990–2003 (2005) (19)
The Survival of Exchange-Listed Hedge Funds (2009) (19)
Hedge Funds in Emerging Markets (2001) (19)
Risk-Based Supervision of Pension Funds in the Netherlands (2010) (18)
Optimisation of the largest US mutual funds using data envelopment analysis (2006) (17)
International taxation handbook : policy, practice, standards, and regulation (2007) (17)
Pension Fund Risk Management, Financial and Actuarial Modeling (2010) (17)
Goals-Based Wealth Management: An Integrated and Practical Approach to Changing the Structure of Wealth Advisory Practices (2015) (16)
Market-timing skills of socially responsible investment fund managers: The case of North America versus Europe (2014) (16)
Performance and persistence of Commodity Trading Advisors: Further evidence (2009) (16)
Handbook of short selling (2011) (15)
On the Market Timing of Hedge Fund Managers (2002) (15)
The banking crisis handbook (2009) (14)
International accounting : standards, regulations, and financial reporting (2006) (14)
Are Managers of Funds of Hedge Funds Good Market Timers? (2004) (14)
Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties (2006) (14)
A novel non-contact sensor for surface topography measurement using a fibre optic principle (1992) (14)
Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models (2006) (14)
The handbook of high frequency trading (2015) (13)
The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets (2010) (12)
Funds of funds versus simple portfolios of hedge funds: A comparative study of persistence in performance (2007) (12)
Understanding mergers and acquisitions: activity since 1990 (2007) (12)
Advances in risk management (2007) (12)
Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing (2008) (12)
Do Stock Market Indices Move the Ten Largest Hedge Funds? A Cointegration Approach (2001) (12)
Assessing The Relative Efficiency Of Credit Unionbranches Using Data Envelopment Analysis (2004) (12)
Joint Survival Analysis of Hedge Funds and Funds of Funds Using Copulas (2009) (12)
Trading efficiency of commodity trading advisors using Data Envelopment Analysis (2006) (11)
Hedge funds : strategies, risk assessment, and returns (2003) (11)
Hedge funds and managed futures : a handbook for institutional investors (2006) (11)
The role of hedge funds in pension fund portfolios: Buying protection in bear markets (2002) (11)
Survival of strategic, market defensive, diversified and conservative fund of hedge funds: 1994–2005 (2008) (11)
Absolute Returns (2003) (10)
An examination of CEO compensation of US banks and thrifts using non-traditional performance measures: 1997–2001 (2003) (10)
First‐Order Approximations to Operational Risk: Dependence and Consequences (2011) (10)
IPO Firm Characteristics Pre- and Post-Financial Crisis (2013) (10)
The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach (2021) (9)
The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets (2010) (9)
The q-factor and the Fama and French asset pricing models: hedge fund evidence (2016) (9)
Random Walk Behavior of CTA Returns (2003) (7)
A Two-Staged Benchmarked Decision Support System Using DEA Profiles of Efficiency (2008) (7)
The Econometric Analysis of Hedge Fund Returns: An Errors-in-Variables Perspective (2008) (7)
Efficiency of US Mutual Funds Using Data Envelopment Analysis (2007) (6)
Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges (2012) (6)
Reconsidering Funds of Hedge Funds : The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Due Diligence (2012) (6)
Hedge funds: A summary of the literature (2006) (6)
The Complete Guide to Hedge Funds and Hedge Fund Strategies (2013) (6)
The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks (2021) (6)
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (2010) (6)
Hedge Funds (2002) (5)
High-Frequency Trading (2015) (5)
HIGH INCIDENCE AERODYNAMICS OF MISSILES DURING LAUNCH PHASE (1980) (5)
Funds of hedge funds: Ethics of this black box strategy (2004) (5)
Retirement Decision: Current Influences on the Timing of Retirement among Older Workers (2010) (5)
Unconditional Mean, Volatility and the Fourier-GARCH Representation (2010) (5)
The handbook of credit portfolio management (2009) (5)
Corporate Governance and Regulatory Impact on Mergers and Acquisitions: Research and Analysis on Activity Worldwide Since 1990 (2007) (5)
Insider trading : global developments and analysis (2008) (5)
How to Create and Manage a Hedge Fund (2002) (4)
The Complete Guide to Hedge Funds & Hedge Fund Strategies (2013) (4)
Information transmission across stock and bond markets: International evidence (2009) (4)
Corporate Governance and Regulatory Impact on Mergers and Acquisitions (2007) (4)
Performance of mutual funds : an international perspective (2007) (4)
■ Surging OBS Activities and Bank Revenue Volatility: How to Explain the Declining Appeal of Bank Stocks in Canada (2009) (4)
Understanding mergers and acquisitions : Corporate governance and regulatory issues (2007) (4)
Operational Risk and Stock Market Returns: Evidence from Turkey (2011) (4)
A way to assess the efficiency of funds of hedge funds. (2007) (4)
Survival of micro hedge funds (2006) (3)
Lagged factors affecting Berkshire Hathaway returns (2004) (3)
Efficiency Analysis in the Spanish Pension Funds Industry: A Frontier Approach (2010) (3)
CEP Calculations for a Rocket with Different Control Systems (1988) (3)
Guide to Investment Strategy (2007) (3)
Undesirable Outputs in Commodities Trading Advisers: A Data Envelopment Analysis Approach (2015) (3)
Best practices in management accounting (2012) (3)
The billion‐dollar hedge fund fraud (2005) (3)
The economics of taxing cross-border savings income : An application to the EU savings tax (2007) (3)
Handbook of Asian Finance: Financial Markets and Sovereign Wealth Funds (2014) (3)
Initial Public Offerings (2005) (3)
The Hedge Fund Alpha Puzzle with an Application to Asian Hedge Funds (2014) (3)
Funds of Hedge Funds (2006) (3)
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (2011) (3)
The Evolution of Insider Trading Regulations in Japan (2008) (3)
Market microstructure, factor models and financial risk measures (2010) (3)
Interfaces with Other Disciplines Hedge fund performance appraisal using data envelopment analysis (2005) (2)
Consistent Quantitative Operational Risk Measurement (2011) (2)
Performance of Mutual Funds (2007) (2)
The credit derivatives handbook : global perspectives, innovations, and market drivers (2008) (2)
THE GLOBAL MACRO HEDGE FUND CEMETERY (2004) (2)
Performance of the Largest CTAs in Negative S&P 500 Months and Extreme Market Events (2004) (2)
Does CTA Size Erode Performance? (2006) (2)
Simple and cross-efficiency of European venture capital firms using data envelopment analysis (2007) (2)
Mergers and acquisitions : current issues (2007) (2)
The Securitization of Longevity Risk in Pension Schemes: The Case of Italy (2010) (2)
Integrating “Management” into “Oprisk Management” (2011) (2)
International Mergers and Acquisitions Activity Since 1990 (2007) (2)
An Application of Style Analysis to Middle East and North African (MENA) Hedge Funds (2016) (2)
Rankings of the Largest 25 Hedge Funds during the2009–2013 Period (2014) (1)
The Market Neutral and Event Driven Cemetery (2005) (1)
Handbook of Frontier Markets: Evidence from Asia and International Comparative Studies (2016) (1)
Pension Fund Asset Allocation under Uncertainty (2010) (1)
Aeroballistic optimization of unguided artillery rockets (1978) (1)
Pension Fund Deficits and Stock Market Efficiency: Evidence from the United Kingdom (2010) (1)
Performance evaluation of a novel non-contact fibre-optic triggering probe for surface-topography measurement (1994) (1)
Selecting funds of hedge funds: A survey of the 20 largest funds (2003) (1)
Integrating Op Risk into Total VaR (2011) (1)
Is Greed Still Good? What Have Hedge Fund Managers and Investors Learned from the 2008 Crisis? (2011) (1)
How Geography, Flows, and Size Affect the Risk-Adjusted Performance of UCITS III Funds of Hedge Funds (2013) (1)
Derivatives pricing, hedge funds and term structure models (2011) (1)
CHAPTER Response of Indian Equities to U.S. Stock Market Movements of the Prior Trading Day (2009) (1)
Exchange-Traded Funds: Do They Promote or Depress Noise Trading? (2017) (1)
Nonstationarity Tests of Managed Futures (2002) (1)
Efficiency of US IPOs: A DEA approach (2006) (1)
Initial Public Offerings (IPO) (2005) (1)
Efficiency of U.S. State EPA Emission Rate Goals for 2030: A Data Envelopment Analysis Approach (2016) (1)
Selecting Prior Year’s Top Fund of Hedge Funds as This Year’s Choice (2010) (1)
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models (2011) (1)
Improving the Equity, Transparency, and Solvency of Pay-as-You-Go Pension Systems: NDCs, the AB, and ABMs (2010) (1)
Hedge Fund Governance: Evaluating Oversight, Independence, and Conflicts (2015) (1)
BOOK REVIEW (2012) (1)
Catching Future Stars Among Micro‐CTAs (2011) (1)
An application of sensitivity analysis to hedge funds (2016) (1)
An empirical analysis of short-biased hedge funds’ risk-adjusted performance: A panel approach (2010) (1)
Market Timing Skill of Socially Responsible Investing Fund Managers: North America versus Europe (2014) (1)
Congestion in Commodity Trading Advisors (2011) (1)
Hedge funds: The steel wave (2003) (1)
Simple hedge fund strategies as an alternative to funds of funds: Evidence from large-cap funds (2006) (1)
Monitoring portfolio tail risk over the business cycle: Evidence from hedge fund strategies (2018) (1)
Technical Risk Management (2010) (0)
Operational Risks in Payment and Securities Settlement Systems: A Challenge for Operators and Regulators (2011) (0)
Value at Risk Computation in a Non-Stationary Setting (2019) (0)
Measuring Efficiency of UK Chartered Accounting Firms (2012) (0)
CHAPTER Microstructure of the Bid–Ask Spreads of Russian Sovereign Bonds (1996–2000): Spreads as Indicators of Liquidity (2009) (0)
Merger Arbitrage: An Introduction (2007) (0)
Multiplexed low-coherence optical fiber sensor system employing threshold peak detection (1995) (0)
The profiles of merged hedge funds, funds of hedge funds, and CTA (2017) (0)
CHAPTER Equity Returns in Emerging Markets: Prospects for the BRICs (2009) (0)
Delivering Alpha conference (2014) (0)
The profiles of merged hedge funds, funds of hedge funds, and CTA (2016) (0)
Different Stakeholders’ Risks in DB Pension Funds (2010) (0)
Editorial (2015) (0)
Delivering Alpha conference (2014) (0)
Can Operational Risk Models Deal with Unprecedented Large Banking Losses (2011) (0)
■ Cross-Sectional Return Dispersions and Risk in Global Equity Markets (2009) (0)
CHAPTER Corporate Governance in Emerging Markets: An Overview (2009) (0)
Novel noncontact sensor for surface topography measurements using fiber optics (1991) (0)
Operational Risk based on Complementary Loss Evaluations (2008) (0)
The Mortality of Funds of Hedge Funds (2003) (0)
REITs, trading, and fund performance (2014) (0)
Editorial (2015) (0)
Return-Based Style Analysis Applied to Spanish Balanced Pension Plans (2010) (0)
Hedge fund replication (2012) (0)
CHAPTER State of Corporate Governance in Ukraine (2009) (0)
Hedge Fund and Investment Management (2006) (0)
Book Review (2008) (0)
CNBC Institutional Investor Delivering Alpha Conference in New York, 15 July 2015 (2015) (0)
CNBC Institutional Investor Delivering Alpha Conference in New York, 15 July 2015 (2015) (0)
Hand Book of Asian Finance: Financial Markets and Sovereign Wealth Funds (Volume 1) (2014) (0)
Insuring Defined Benefit Plans in Germany (2010) (0)
Predictability of fund of hedge fund returns using DynaPorte (2005) (0)
ADAM - An advanced design code for missile aerodynamics (1989) (0)
The impact of macroeconomic and liquidity shocks on hedge fund tail risk (2019) (0)
Handbook of Frontier Markets (2016) (0)
EU takeover regulation and the one share one vote controversy (2007) (0)
CHAPTER Growth Prospects of New and Old Emerging Markets (2009) (0)
Competition among Pressure Groups over the Determination of U.K. Pension Fund Accounting Rules (2010) (0)
Pension Funds under Investment Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System (2010) (0)
Simple Measures for Operational Risk Reduction? An Assessment of Implications and Drawbacks (2011) (0)
CHAPTER Does Currency Risk Depress the Flow of Trade? Evidence from the European Union and Transition Countries (2009) (0)
Practical Applications of The Efficiency and Productivity of Hedge Fund Families (2018) (0)
Preventing Banking Crises, Bank Runs, Regulation, and Bailouts (2009) (0)
Case Studies in Hedge Fund Operational Risks: From Amaranth to Wood River (2011) (0)
Introductory Chapter – Asia Finance: The Emergence of Asia Economy and New Development in Finance (2014) (0)
CHAPTER Nonlinear Synthesis Approach Establishing a Banking or Financial Distress Early Warning System against Corruption (2009) (0)
CHAPTER Business-Cycle and Exchange- Rate Fluctuations in Emerging Market Economies in Asia, Latin America, and Central and Eastern Europe (2009) (0)
Understanding mergers and acquisitions : An overview of the recent research (2007) (0)
■ A DCC-VARMA Model of Portfolio Risk : A Simple Approach to the Estimation of the Variance-Covariance Matrix of Large Stock Portfolios (2009) (0)
The Efficiency and Productivity of Hedge Fund Families (2017) (0)
CHAPTER Indices and Price Book, Price Earnings, and Dividend Yield Ratios in Emerging Financial Markets (2009) (0)
Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach (2011) (0)
Delivering Alpha 2013 Conference (2013) (0)
BOOK REVIEW (2014) (0)
Aeromechanical calculations for a rocket featuring a range of 120 kmand different control systems (1986) (0)
International Corporate Governance After Sarbanes-Oxley: Ali/International (2012) (0)
A Risk of Ruin Approach for Evaluating Commodity Trading Advisors (2011) (0)
Banking Gross Negligence and Shadow Banking System (2009) (0)
Markov switching models, persistence and nonlinear cointegration (2011) (0)
Book Reviews: Enough: True Measures of Money, Business, and Life No One Would Listen: A True Financial Thriller (2010) (0)
Global, European, and Emerging Markets' Perspectives (2009) (0)
Pension Risk and Household Saving over the Life Cycle (2010) (0)
CHAPTER How “Normal” Are Emerging Market Returns? (2009) (0)
MBA Program Accreditation and Advisement (2010) (0)
CHAPTER World Price of Covariance Risk with Respect to Emerging Markets (2009) (0)
Financial Risk Management (2010) (0)
1 Understanding mergers and acquisitions : activity since 1990 (2007) (0)
Operational Risk Versus Capital Requirements Under New Italian Banking Capital Regulation: Are Small Banks Penalized?: A Clinical Study (2011) (0)
Forecasting models, computational and Bayesian models (2011) (0)
Handbook of Frontier Markets: African, European and Asian Evidence (2016) (0)
Hedge Fund Fraud (2008) (0)
Short-sellers: The neglected breed (2004) (0)
Investment Decision in Defined Contribution Pension Schemes Incorporating Incentive Mechanism (2010) (0)
Asset allocation and international investments (2007) (0)
International Experience in Pension Fund Risk Management (2010) (0)
The Modified Sharpe Ratio Applied to Canadian Hedge Funds (2007) (0)
Chapter 29 – An Empirical Analysis of Short-Biased Hedge Funds’ Risk-Adjusted Performance: A Panel Approach (2012) (0)
Identifying and Mitigating Valuation Risk in Hedge Fund Investments (2011) (0)
Book Review (2012) (0)
Financial markets and sovereign wealth funds (2014) (0)
CHAPTER Preholiday Effect and Stock Returns in Mexican Financial Markets (2009) (0)
CHAPTER Overreaction Hypothesis in Emerging Balkan Stock Markets (2009) (0)
Handbook of Asia Finance: Financial Marekts and Sovereign Wealth Funds (2014) (0)
Regulation and Solvency Topics (2010) (0)
CHAPTER Are Emerging Stock Markets Less Effi cient? A Survey of Empirical Literature (2009) (0)
CHAPTER Emerging Markets Exposure: Equities or Hedge Funds? (2009) (0)
Market-timing skills of socially responsible investment fund managers: The case of North America versus Europe (2014) (0)
■ Economic Integration on the China Stock Market, before and after the Asian Financial Crisis (2009) (0)
Actual and Potential Use of Unregulated Financial Institutions for Transnational Crime (2011) (0)

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