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Why Do Hedge Funds Stop Reporting Their Performance?. (2006). Grecu, Alex ; Saha, Atanu ; Malkiel, Burton G.
In: Working Papers.
RePEc:pri:cepsud:124malkiel.pdf.

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  8. Gregoriou, Greg, N., 2002, “Hedge Fund Survival Lifetimes,” Journal of Asset Management, Vol. 3, No. 3, 237-52.

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Cocites

Documents in RePEc which have cited the same bibliography

  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.
    In: Staff Reports.
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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 .
    In: Journal of International Financial Markets, Institutions and Money.
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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.
    In: EconomiX Working Papers.
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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..
    In: Journal of Corporate Finance.
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  7. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Working papers.
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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..
    In: Business Excellence and Management.
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  9. Manager fee contracts and managerial incentives. (2011). Zhan, Gong .
    In: Review of Derivatives Research.
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  10. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
    In: Review of Derivatives Research.
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  11. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
    In: Review of Derivatives Research.
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  12. Assessing the impact of heteroskedasticity for evaluating hedge fund performance. (2011). Marshall, Andrew ; Tang, Leilei.
    In: International Review of Financial Analysis.
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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.
    In: Journal of Empirical Finance.
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  14. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
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  15. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
    In: Temi di discussione (Economic working papers).
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  16. Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements. (2010). Zaremba, Adam.
    In: Contemporary Economics.
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  17. Implicit incentives and reputational herding by hedge fund managers. (2010). Boyson, Nicole M..
    In: Journal of Empirical Finance.
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  18. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David .
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  19. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
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  20. Do hedge funds manage their reported returns?. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
    In: CFR Working Papers.
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  21. Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
    In: CFR Working Papers.
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  22. Hedge funds strategies -are they consistent?. (2009). Santos, Machado C. ; Ribeiro, Mafalda .
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  23. Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik. (2009). Deetz, Marcus ; Varmaz, Armin ; Poddig, Thorsten .
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  24. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
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  25. Quantile regression analysis of hedge fund strategies. (2009). Vrontos, Ioannis D. ; Meligkotsidou, Loukia.
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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..
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  32. On the use of data envelopment analysis in hedge fund performance appraisal. (2007). Nguyen, Thi Thanh Huyen.
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  36. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
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  37. Net Inflows and Time-Varying Alphas: The Case of Hedge Funds. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
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  38. Quantitative selection of hedge funds using data envelopment analysis. (2006). Nguyen, Thi Thanh Huyen.
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  39. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Getmansky, Mila ; Haas, Shane M. ; Chan, Nicholas .
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  42. Hedge fund behavior: An ex-post analysis. (2004). Nguyen, Thi Thanh Huyen ; Huyen Nguyen-Thi-Thanh, .
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  45. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. (2003). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
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  46. An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns. (2003). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
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  47. Further Evidence on Hedge Funds Performance.. (2003). Christiansen, Claus Bang ; Madsen, Peter Brink ; Christensen, Michael .
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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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