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Recovering Delisting Returns of Hedge Funds. (2012). Jackwerth, Jens ; Hodder, James E. ; Kolokolova, Olga .
In: Working Paper Series of the Department of Economics, University of Konstanz.
RePEc:knz:dpteco:1234.

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  1. Short-term hedge fund performance. (2013). Slavutskaya, Anna .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4404-4431.

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References

References cited by this document

  1. Ackermann, Carl, Richard McEnally, and David Ravenscraft, 1999, The Performance of Hedge Funds, Journal of Finance 54, No. 1, 833-874.
    Paper not yet in RePEc: Add citation now

  2. Agarwal, Vikas, Naveen D. Daniel, and Narayan Y. Naik, 2009, Role of managerial incentives and discretion in hedge fund performance, Journal of Finance 64, No. 5, 2221-2256.

  3. Agarwal, Vikas, Vyacheslav Fos, and Wei Jiang, 2010, Inferring Reporting Biases in Hedge Fund Databases from Hedge Fund Equity Holdings, Working Paper, Georgia State University, SSRN=1536886.

  4. Aiken, Adam L., Christopher P. Clifford, and Jesse Ellis, 2010, Out of the dark: Hedge fund reporting biases and commercial databases, Working Paper, University of Kentucky, SSRN=1519914.

  5. Brooks, Chris, Andrew Clare, and Nick Motson, 2008, The Gross Truth about Hedge Fund Performance and Risk: The Impact of Incentive Fees, Journal of Financial Transformation 24, .33-42.
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  6. Brown, S. J., W. N. Goetzmann, and R. G. Ibbotson, 1999, Offshore Hedge Funds: Survival and Performance, 1989-95, Journal of Business 72, No. 1, 91-117.

  7. Fung, William, and David A. Hsieh, 2000, Performance Characteristics of Hedge Funds and CTA Funds: Natural Versus Spurious Biases, Journal of Financial and Quantitative Analysis 35, No. 3, 291-307.
    Paper not yet in RePEc: Add citation now

  8. Fung, William, and David A. Hsieh, 2004, Hedge Fund Benchmarks: A Risk Based Approach, Financial Analyst Journal 60, No. 5, 65-80.

  9. Fung, William, David A. Hsieh, Narayan Y. Naik, and Tarun Ramadorai, 2008, Hedge Funds: Performance, Risk, and Capital Formation, Journal of Finance 63, No. 4, 1777-1803.

  10. Getmansky, Mila, Andrew W. Lo, and Igor Makarov, 2004, An econometric model of serial correlation and illiquidity in hedge fund returns, Journal of Financial Economics 74, No. 3, 529-610.

  11. Kolokolova, Olga, 2011, “Strategic Behavior within Families of Hedge Funds,” Journal of Banking and Finance 35, No. 7, 1645-1662.

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  13. Liang, Bing, and Hyuna Park, 2010, Predicting Hedge Fund Failure: A Comparison of Risk Measures, Journal of Financial and Quantitative Analysis 45, No. 1, 199-222.

  14. Posthuma, Nolke, and Pieter Jelle van der Sluis, 2004, A Critical Examination of Historical Hedge Fund Returns, Chapter 13 in Intelligent Hedge Fund Investing: Successfully Avoiding Pitfalls through Better Risk Evaluation, edited by Barry Schachter, Risk Books.
    Paper not yet in RePEc: Add citation now

  15. ter Horst, Jenke, and Marno Verbeek, 2007, Fund liquidation, Self-selection and Look-ahead Bias in the Hedge Fund Industry, Review of Finance 11, No. 4, 605-632.

  16. Van, George P., and Zhiyi Song, 2005, Hedge Fund Commentary from VAN, Working Paper, Van Hedge Fund Advisors International, www.edge-fund.com/VanSong2005.pdf
    Paper not yet in RePEc: Add citation now

Cocites

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  3. The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen.
    In: Journal of Financial Economics.
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  4. Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
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  5. Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas.
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  7. Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon.
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  8. Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco .
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  16. Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
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  19. Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
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