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Hedge Fund Returns under Crisis Scenarios: A Holistic Approach. (2016). Degiannakis, Stavros ; Palaskas, Theodosios ; Stoforos, Chrysostomos .
In: MPRA Paper.
RePEc:pra:mprapa:80161.

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  1. Hedge Fund Performance during and after the Crisis: A Comparative Analysis of Strategies 2007–2017. (2019). Shenai, Vijay ; Metzger, Nicola.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:1:p:15-:d:211582.

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Cocites

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  1. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Zhang, Hong ; Jiao, Yawen ; Massa, Massimo.
    In: CEPR Discussion Papers.
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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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  5. Investment strategies beating the market. What can we squeeze from the market?. (2012). Sakowski, Pawel ; Åšlepaczuk, Robert ; Zakrzewski, Grzegorz .
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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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  10. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
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  11. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
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  12. Assessing the impact of heteroskedasticity for evaluating hedge fund performance. (2011). Marshall, Andrew ; Tang, Leilei.
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  13. The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. (2011). Hsieh, David A. ; Fung, William.
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  15. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
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  20. Do hedge funds manage their reported returns?. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
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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, .
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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..
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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, .
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