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Enhanced Funds Seeking Higher Returns. (2014). Badics, Tamas ; Szikszai, Szabolcs .
In: Working papers.
RePEc:fes:wpaper:wpaper43.

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  1. Causes and consequences of the financial crisis and the implications for a more resilient financial and economic system. (2016). Hein, Eckhard.
    In: IPE Working Papers.
    RePEc:zbw:ipewps:612016.

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  2. Causes and Consequences of the Financial Crisis and the Implications for a More Resilient Financial and Economic System: Synthesis of FESSUD Work Package 3. (2015). Hein, Eckhard.
    In: Working papers.
    RePEc:fes:wpaper:wpaper128.

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    RePEc:may:mayecw:n2000109.pdf.

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  25. Quantile regression analysis of hedge fund strategies. (2009). Vrontos, Ioannis D. ; Meligkotsidou, Loukia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:264-279.

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  26. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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  27. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
    In: Economics Papers.
    RePEc:nuf:econwp:0801.

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  28. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. (2008). Rouwenhorst, K. ; Gorton, Gary ; Bhardwaj, Geetesh.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14424.

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  29. Strategic asset allocation with liabilities: Beyond stocks and bonds. (2008). Hoevenaars, Roy ; Molenaar, Roderick D. J., ; Steenkamp, Tom B. M., ; Schotman, Peter C..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2939-2970.

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  30. On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0711.

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  31. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Naik, Narayan Y. ; Agarwal, Vikas ; Boyson, Nicole M..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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  32. On the use of data envelopment analysis in hedge fund performance appraisal. (2007). Nguyen, Thi Thanh Huyen.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:131.

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  33. Hedge funds, financial intermediation, and systemic risk. (2007). Stiroh, Kevin ; Schuermann, Til ; Kambhu, John .
    In: Staff Reports.
    RePEc:fip:fednsr:291.

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  34. Hedge Funds: Past, Present, and Future. (2007). Stulz, René.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2007-3.

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  35. Hedge Funds: Past, Present, and Future. (2007). Stulz, René ; René M. Stulz, .
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:175-194.

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  36. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12090.

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  37. Net Inflows and Time-Varying Alphas: The Case of Hedge Funds. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers.
    RePEc:icr:wpicer:30-2006.

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  38. Quantitative selection of hedge funds using data envelopment analysis. (2006). Nguyen, Thi Thanh Huyen.
    In: Post-Print.
    RePEc:hal:journl:halshs-00067742.

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  39. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Getmansky, Mila ; Haas, Shane M. ; Chan, Nicholas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

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  40. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Yu, Fan ; Duarte, Jefferson ; Longstaff, Francis A..
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6zx6m7fp.

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  41. PIPE Dreams? The Performance of Companies Issuing Equity Privately. (2004). Sialm, Clemens ; Brophy, David J. ; Ouimet, Paige P..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11011.

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  42. Hedge fund behavior: An ex-post analysis. (2004). Nguyen, Thi Thanh Huyen ; Huyen Nguyen-Thi-Thanh, .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00067744.

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  43. Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds. (2004). Deaves, Richard .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:673-694.

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  44. Analysis of hedge fund performance. (2004). Hübner, Georges ; Capocci, Daniel ; Hubner, Georges .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:1:p:55-89.

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  45. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. (2003). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9571.

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  46. An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns. (2003). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
    In: Working papers.
    RePEc:mit:sloanp:1838.

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  47. Further Evidence on Hedge Funds Performance.. (2003). Christiansen, Claus Bang ; Madsen, Peter Brink ; Christensen, Michael .
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_005.

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  48. Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Menexe, Faye ; Harry. M Kat, .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-13.

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  49. Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001. (2002). Kat, Harry ; Amin, Gaurav S..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-02.

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  50. Hedge Fund Performance 1990-2000- Do the Money Machines Really Add Value?. (2001). Kat, Harry ; Amin, Gaurav ; Harry. M Kat, .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2001-05.

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