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Hedge funds, fund attributes and risk adjusted returns. (2014). Soydemir, Gokce ; Shin, Sangheon ; Smolarski, Jan.
In: Journal of Economics and Finance.
RePEc:spr:jecfin:v:38:y:2014:i:1:p:133-149.

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  1. Opacity, Risk, Performance and Inflows in Hedge Funds. (2020). Moreira, Fernando ; Bressan, Aureliano ; Januzzi, Flavia.
    In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
    RePEc:abg:anprac:v:24:y:2020:i:1:1374.

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  2. Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison. (2014). Katarzyna, Perez .
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:14:y:2014:i:2:p:179-197:n:16.

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References

References cited by this document

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
    In: CFR Working Papers.
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  2. Compensation schemes, liquidity provision, and asset prices: an experimental analysis. (2017). Massenot, Baptiste ; Gortner, Paul ; Baghestanian, Sascha.
    In: Experimental Economics.
    RePEc:kap:expeco:v:20:y:2017:i:2:d:10.1007_s10683-016-9493-0.

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  3. The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:1:p:36-53.

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  4. Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:610-636.

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  5. Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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  6. Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:80:y:2017:i:c:p:14-32.

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  7. Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon.
    In: Journal of Empirical Finance.
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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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  9. Limited attention, marital events and hedge funds. (2016). Ray, Sugata ; Teo, Melvyn ; Lu, Yan.
    In: Journal of Financial Economics.
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  10. Short selling meets hedge fund 13F: An anatomy of informed demand. (2016). Zhang, Hong ; Massa, Massimo ; Jiao, Yawen .
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  11. Capitalizing on Capitol Hill: Informed trading by hedge fund managers. (2016). Gao, Meng ; Huang, Jiekun.
    In: Journal of Financial Economics.
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  12. Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics. (2016). Hudson, Robert ; Azevedo, Alcino ; el Kalak, Izidin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:85-97.

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  13. Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:55-66.

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  14. Who Trades Against Mispricing?. (2016). Giannetti, Mariassunta ; Kahraman, Bige.
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  15. Funding liquidity risk of funds of hedge funds: Evidence from their holdings. (2015). Agarwal, Vikas ; Shi, Zhen ; Aragon, George O.
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  16. Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
    In: CFR Working Papers.
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  17. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
    In: CFR Working Papers.
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  18. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1503.

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  19. Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
    In: Working Papers on Finance.
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  20. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Getmansky, Mila ; Lee, Peter A.
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  21. Activist funds, leverage, and procyclicality. (2015). Burkart, Mike ; Dasgupta, Amil .
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  23. Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks. (2015). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
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  24. Are hedge funds registered in Delaware different?. (2015). Cumming, Douglas ; Johan, Sofia ; Dai, NA.
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  25. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Zhang, Hong ; Jiao, Yawen ; Massa, Massimo.
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  26. Hedge fund attributes and volatility around equity offerings. (2014). Kwak, Sungkyu ; Walker, Rosemary ; Hull, Robert.
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