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Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis. (2014). HENTATI KAFFEL, Rania ; de Peretti, Philippe.
In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:hal-00984777.

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  1. Hedge Fund Characteristics and Performance Persistence: Evidence from 1996–2006. (2015). Kumar, Pavitra .
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500184.

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References

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  2. CoVaR. (2014). Brunnermeier, Markus ; Adrian, Tobias.
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  3. Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings. (2013). Auer, Benjamin R. ; Schuhmacher, Frank .
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  4. Pension funds’allocations to hedge funds: an empirical analysis of US and Canadian defined benefit plans. (2013). Bouvatier, Vincent ; Rigot, Sandra.
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  6. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
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  7. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
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  8. WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (I). (2011). TIU, Cristian I. ; Cao, Yang ; Ogden, Joseph P..
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  9. Manager fee contracts and managerial incentives. (2011). Zhan, Gong .
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  11. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
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