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The Performance of Hedge Funds: Risk, Return, and Incentives. (1999). Ackermann, Carl.
In: Journal of Finance.
RePEc:bla:jfinan:v:54:y:1999:i:3:p:833-874.

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    In: EconStor Preprints.
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  2. Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Yang, Fan.
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  3. Capital-market effects of tipper-tippee insider trading law: Evidence from the Newman ruling. (2024). Pierce, Andrew T.
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  4. Investor traps: Funds launched during booms. (2024). Qin, Qirui ; Liu, Xinxin ; Xu, Quanyi.
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  5. Hedge fund fee structure and risk exposure. (2024). Roche, Herve ; Riutort, Julio ; Braun, Matias.
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  6. Social trading: do signal providers trigger gambling?. (2023). Schneider, Julian ; Oehler, Andreas.
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  7. Who should choose the money managers? Institutional sponsors equity manager performance. (2023). Kang, Hyoung-Goo ; Jimmy, Ji Yeol ; Jun, Sang-Gyung ; Han, Min-Yeon.
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  9. Decreasing returns to scale and skill in hedge funds. (2023). Yao, Juan ; Satchell, Stephen ; Ling, Yun.
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  11. Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios.
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  12. Hedge Fund Performance: A Quantitative Survey. (2022). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan.
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  13. What Does the Cross?Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments. (2022). Maio, Paulo ; Cooper, Ilan.
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  14. Beyond mean–variance: assessing hedge fund performance in a non-parametric world. (2022). Pirotte, Hugues ; Hassouni, Afrae.
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  15. Hedge Fund Flows and Performance Streaks: How Investors Weigh Information. (2022). Verbeek, Marno ; Baquero, Guillermo.
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  16. Hedge Fund Manager Skill and Style-Shifting. (2022). Zhang, Huacheng ; Liang, Bing ; Jiang, George J.
    In: Management Science.
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  17. Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion. (2022). Lai, Anh Ngoc ; Mellios, Constantin.
    In: Post-Print.
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  18. Volatility Spillovers between Stock Market and Hedge Funds: Evidence from Asia Pacific Region. (2022). Hu, Baiding ; Gan, Christopher ; Fatima, Sameen.
    In: JRFM.
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  19. Outside ownership in the hedge fund industry. (2022). Mullally, Kevin A.
    In: Journal of Banking & Finance.
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  20. Return adjusted charge ratios: What drives fees and costs of pension schemes?. (2022). Širaňová, Mária ; Lyócsa, Štefan ; Lyocsa, Tefan ; Luivjanska, Katarina ; Radvansk, Marek ; Iraova, Maria.
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  21. Does individualism matter for hedge funds? A cross-country examination. (2022). Brauner, Aaron ; Nahata, Rajarishi ; Dai, NA.
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  22. Does amortization matter? Evidence from the syndicated loan market. (2022). Nguyen, CA.
    In: Journal of Financial Research.
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  23. COVID?19 and hedge fund equity ownership. (2022). Singh, Amanjot ; Samarbakhsh, Laleh.
    In: International Review of Finance.
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  24. Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model. (2021). Ikram, Amir ; Mahmood, Asif ; Afzal, Farman ; Haiying, Pan.
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  25. On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects.. (2021). Klubinski, William ; Verousis, Thanos.
    In: MPRA Paper.
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  26. A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection. (2021). Tindall, Michael L ; Yang, Zhibin ; Chen, Jiaqi ; Wu, Wenbo.
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  27. Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data. (2021). von Beschwitz, Bastian ; Schmidt, Daniel ; Lunghi, Sandro.
    In: Finance and Economics Discussion Series.
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  28. High risk, low return (and vice versa): the effect of product innovation on firm performance in a transition economy. (2021). Vermeulen, Freek ; Li, XU.
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  29. Reputation and investor activism: A structural approach. (2021). Swem, Nathan ; Johnson, Travis L.
    In: Journal of Financial Economics.
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  30. Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry. (2021). Munjal, Surender ; Aulakh, Preet S ; Basu, Shubhabrata.
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  31. Hedge fund portfolio selection with fund characteristics. (2021). Kahra, Hannu ; Kauppila, Mikko ; Joenvaara, Juha.
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  32. Are hedge fund managers skilled?. (2021). Stetsyuk, Ivan ; Kooli, Maher.
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  33. Death and the life hereafter: A study of the subsequent hedge funds. (2021). Gao, Yang ; Wu, Bochen ; Yao, Juan.
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  34. Government Affiliation and Peer-To-Peer Lending Platforms in China. (2021). Zhang, Xiaoyan ; Wang, Zhengwei ; Liao, LI ; Jiang, Jinglin.
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  35. Timing is money: The factor timing ability of hedge fund managers. (2021). , Remco ; Osinga, Albert Jakob.
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  36. Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia.
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  37. Sentiment Trading and Hedge Fund Returns. (2021). han, bing ; Chen, Yong ; Pan, Jing.
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  38. The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles.
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  39. .

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  40. Hedge fund ownership and voluntary disclosure. (2020). Patro, Sukesh ; Kim, Kyonghee ; Baik, Bok.
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  41. Higher Co-Moment CAPM and Hedge Fund Returns. (2020). Koutmos, Gregory ; Knif, Johan.
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  42. Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets. (2020). Ray, Sugata ; Musto, David ; Mitra, Debanjan ; Lu, Yan.
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  43. Funds of hedge funds: Are they really the high society for little guys?. (2020). Yao, Juan ; Cui, Wei.
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  44. UK investment trust portfolio strategies before the First World War. (2020). Rutterford, Janette ; Sotiropoulos, Dimitris P ; Keber, Carolyn.
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  45. Skin or Skim? Inside Investment and Hedge Fund Performance. (2019). Sachdeva, Kunal ; Gupta, Arpit.
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  46. Institutional Trading Around M&A Announcements. (2019). Sialm, Clemens ; Lantushenko, Viktoriya ; Fich, Eliezer.
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  47. The impact of hedge fund indices on portfolio performance. (2019). Garcia, Maria Teresa ; Liberal, Gonalo ; Medeiros, Maria Teresa.
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  48. Hedge Fund Performance during and after the Crisis: A Comparative Analysis of Strategies 2007–2017. (2019). Shenai, Vijay ; Metzger, Nicola.
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  49. Do corporate site visits impact hedge fund performance?. (2019). Kang, DI ; Zhuang, Zhuang ; Hong, Xin ; Wang, Zhibin.
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  50. Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2019). Broeders, Dirk ; Rijsbergen, David R ; van Oord, Arco .
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  51. Upside potential of hedge funds as a predictor of future performance. (2019). Bali, Turan G ; Caglayan, Mustafa O ; Brown, Stephen J.
    In: Journal of Banking & Finance.
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  52. A new efficiency test for ranking investments: Application to hedge fund performance. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole.
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  53. Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil.
    In: The British Accounting Review.
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  54. Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13618.

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  55. Hedge fund attributes, insider behavior, and IPO volatility. (2018). Walker, Rosemary ; Kwak, Sungkyu ; Hull, Robert M.
    In: Journal of Economics and Finance.
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  56. Hedge fund incentives, management commitment and survivorship. (2018). Walter, Ingo ; Tang, Leilei ; Qiu, Judy.
    In: Financial Markets and Portfolio Management.
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  57. Liquidity Provision and the Cross Section of Hedge Fund Returns. (2018). Jame, Russell .
    In: Management Science.
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  58. The failure of hedge funds: An analysis of the impact of different risk classes. (2018). di Tommaso, Caterina ; Piluso, Fabio .
    In: Research in International Business and Finance.
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  59. The customer knows best: The investment value of consumer opinions. (2018). Huang, Jiekun.
    In: Journal of Financial Economics.
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  60. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
    In: Journal of Financial Economics.
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  61. A strategic fund family business decision: The pension fund liquidation. (2018). Alda, Mercedes.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:91:y:2018:i:c:p:248-265.

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  62. Investment beliefs of endowments. (2018). Ang, Andrew ; Goetzmann, William N ; Ayala, Andrs.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33.

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  63. 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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  64. Essays in financial intermediation and political economy. (2017). Luo, Mancy .
    In: Other publications TiSEM.
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  65. Does growing wealth influence hedge funds’ development? An empirical analysis. (2017). Sokoowska, Ewelina.
    In: Applied Economics.
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  66. Assessing hedge fund performance with institutional constraints: evidence from CTA funds. (2017). Bilson, John ; Baek, Seungho ; John , ; Molyboga, Marat.
    In: Journal of Asset Management.
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  67. Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Working Papers.
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  68. Optimal Regulation of Financial Intermediaries. (2017). di Tella, Sebastian.
    In: NBER Working Papers.
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  69. Hedge Fund Return Dynamics: Long Memory and Regime Switching. (2017). Limam, M A ; Terraza, M.
    In: International Journal of Financial Research.
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  70. Reputation and Investor Activism. (2017). Swem, Nathan ; Johnson, Travis L.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-36.

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  71. Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Finance and Economics Discussion Series.
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  72. Hedge fund returns under crisis scenarios: A holistic approach. (2017). Degiannakis, Stavros ; Stoforos, Chrysostomos E ; Palaskas, Theodosios B.
    In: Research in International Business and Finance.
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  73. Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance. (2017). Huang, Ying Sophie ; Kato, Isamu ; Chen, Carl R.
    In: International Review of Economics & Finance.
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  74. Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, JI ; Li, Baibing ; Tee, Kai-Hong .
    In: Journal of Multinational Financial Management.
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  75. Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
    In: Journal of Financial Economics.
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  76. 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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  77. Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:561.

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  78. Investment Fund Risk: The Tale in the Tails. (2017). Dunne, Peter ; Shaw, Frances .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:01/rt/17.

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  79. The Market Liquidity Timing Skills of Debt†oriented Hedge Funds. (2017). Li, Baibing ; Tee, Kaia Hong ; Luo, JI.
    In: European Financial Management.
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  80. Can hedge funds time global equity markets? Evidence from emerging markets. (2016). Reid, Sean ; Kilic, Osman ; Aiken, Adam L.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:29:y:2016:i:1:p:2-11.

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  81. Hedge Fund Returns under Crisis Scenarios: A Holistic Approach. (2016). Degiannakis, Stavros ; Palaskas, Theodosios ; Stoforos, Chrysostomos .
    In: MPRA Paper.
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  82. Activist Hedge Funds: Evidence from the Recent Financial Crisis. (2016). Khan, Zazy.
    In: MPRA Paper.
    RePEc:pra:mprapa:72025.

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  83. Socially responsible investing in hedge funds. (2016). Filbeck, Greg ; Reis, Lauren ; Krause, Timothy A.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:6:d:10.1057_s41260-016-0022-7.

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  84. A simulation-based methodology for evaluating hedge fund investments. (2016). Molyboga, Marat ; Ahelec, Christophe L.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:6:d:10.1057_jam.2016.3.

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  85. Pure return persistence, Hurst exponents and hedge fund selection – A practical note. (2016). Auer, Benjamin R.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.7.

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  86. Can hedge funds time global equity markets? Evidence from emerging markets. (2016). Aiken, Adam ; Kilic, Osman ; Reid, Sean .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:29:y:2016:i:c:p:2-11.

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  87. Short selling meets hedge fund 13F: An anatomy of informed demand. (2016). Zhang, Hong ; Massa, Massimo ; Jiao, Yawen .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:544-567.

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  88. Capitalizing on Capitol Hill: Informed trading by hedge fund managers. (2016). Gao, Meng ; Huang, Jiekun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:3:p:521-545.

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  89. The total benefit of alternative assets to pension fund portfolios. (2016). Jackwerth, Jens Carsten ; Slavutskaya, Anna .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:31:y:2016:i:c:p:25-42.

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  90. A note on why doesnt the choice of performance measure matter?. (2016). guo, biao ; Xiao, Yugu .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:16:y:2016:i:c:p:248-254.

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  91. 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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  92. 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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  93. Managerial ability, risk preferences and the incentives for active management. (2016). Lopez, Ramiro Losada.
    In: CNMV Working Papers.
    RePEc:cnv:wpaper:dt_62en.

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  94. Persistent Doubt: An Examination of Hedge Fund Performance. (2016). Dela, Mara ; Skinner, Frank S ; Papageorgiou, Nicolas A.
    In: European Financial Management.
    RePEc:bla:eufman:v:22:y:2016:i:4:p:613-639.

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  95. Hedgeové fondy a akciové trhy. (2015). Jeabek, Toma ; Musilek, Petr.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2015:y:2015:i:1:id:990:p:91-107.

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  96. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Getmansky, Mila ; Lee, Peter A.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21449.

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  97. Alpha–beta–churn of equity picks by institutional investors and the robust superiority of hedge funds. (2015). Patel, Jayendu ; Fung, Scott ; Chung, Richard.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:2:p:363-405.

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  98. Hedge fund flows and performance streaks: How investors weigh information. (2015). Verbeek, Marno ; Baquero, Guillermo .
    In: ESMT Research Working Papers.
    RePEc:esm:wpaper:esmt-15-01.

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  99. How do acquirers choose between mergers and tender offers?. (2015). Offenberg, David ; Pirinsky, Christo .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:2:p:331-348.

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  100. Hedge fund return predictability; To combine forecasts or combine information?. (2015). Panopoulou, Ekaterini ; Vrontos, Spyridon .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:103-122.

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  101. Commonality in hedge fund returns: Driving factors and implications. (2015). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:54:y:2015:i:c:p:266-280.

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  102. Emerging market hedge funds in the United States. (2015). Park, Hyuna .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:22:y:2015:i:c:p:25-42.

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  103. Detecting performance persistence of hedge funds. (2015). HENTATI KAFFEL, Rania ; Hentati-Kaffel, Rania ; de Peretti, Philippe.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:185-192.

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  104. Are hedge funds registered in Delaware different?. (2015). Cumming, Douglas ; Johan, Sofia ; Dai, NA.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:35:y:2015:i:c:p:232-246.

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  105. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Zhang, Hong ; Jiao, Yawen ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10471.

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  106. Higher†moment Risk Exposures in Hedge Funds. (2015). Hübner, Georges ; Papageorgiou, N ; Lambert, M ; Hbner, G.
    In: European Financial Management.
    RePEc:bla:eufman:v:21:y:2015:i:2:p:236-264.

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  107. 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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  108. Hedge fund attributes and volatility around equity offerings. (2014). Kwak, Sungkyu ; Walker, Rosemary ; Hull, Robert.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:3:p:359-382.

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  109. Bad Bets: Excessive Risk Taking, Convex Incentives, and Performance. (2014). Rawley, Evan ; de Figueiredo, Rui ; Shelef, Orie .
    In: Discussion Papers.
    RePEc:sip:dpaper:13-002.

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  110. Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds. (2014). Proelss, Juliane ; Schweizer, Denis.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:28:y:2014:i:1:p:1-28.

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  111. Onshore and Offshore Hedge Funds: Are They Twins?. (2014). Aragon, George ; Liang, Bing ; Park, Hyuna .
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:1:p:74-91.

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  112. Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis. (2014). Kaffel, Rania Hentati ; de Peretti, Philippe.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00984777.

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  113. 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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  114. CoVaR. (2014). Brunnermeier, Markus ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:348.

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  115. Returns to Active Management: The Case of Hedge Funds. (2014). Kazemi, Maziar ; Islamaj, Ergys.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1112.

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  116. Enhanced Funds Seeking Higher Returns. (2014). Badics, Tamas ; Szikszai, Szabolcs .
    In: Working papers.
    RePEc:fes:wpaper:wpaper43.

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  117. Should hedge funds be cautious reporting high returns?. (2014). Auer, Benjamin R..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:30:y:2014:i:c:p:195-201.

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  118. Macroeconomic risk and hedge fund returns. (2014). Brown, Stephen ; Caglayan, Mustafa O. ; Bali, Turan G..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:1:p:1-19.

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  119. Dynamic prediction of hedge fund survival in crisis-prone financial markets. (2014). Lee, Hee Soo ; Kim, Tae Yoon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:57-67.

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  120. Modeling hedge fund lifetimes: A dependent competing risks framework with latent exit types. (2014). Haghani, Shermineh .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:291-320.

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  121. Commonality in hedge fund returns: driving factors and implications. (2014). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141658.

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  122. Differential Effects of Law, Culture and Political Risk on Performance and Risk-taking Behavior of Fund Managers. (2014). Mehri, Meryem .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/13772.

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  123. Hedge Fund Innovation. (2014). Zamojski, Marcin ; Stefanova, Denitsa ; Siegmann, Arjen.
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:14-13.

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  124. A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES. (2014). Maillet, Bertrand ; Jannin, Gregory ; Caporin, Massimiliano ; Lisi, Francesco.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:28:y:2014:i:5:p:917-942.

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  125. The Impact of Quantitative Methods on Hedge Fund Performance. (2014). Chincarini, Ludwig .
    In: European Financial Management.
    RePEc:bla:eufman:v:20:y:2014:i:5:p:857-890.

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  126. Strategic Asset Allocation and the Role of Alternative Investments. (2014). Cumming, Douglas ; Schweizer, Denis ; Ha, Lars Helge .
    In: European Financial Management.
    RePEc:bla:eufman:v:20:y:2014:i:3:p:521-547.

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  127. Measuring the performance of hedge funds using two-stage peer group benchmarks. (2013). Yao, Juan ; Oehler, Patrick ; JEYASREEDHARAN, NAGARATNAM ; Wilkens, Marco.
    In: Working Papers.
    RePEc:tas:wpaper:17315.

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  128. Forecasting hedge fund volatility: a Markov regime-switching approach. (2013). Downarowicz, Anna ; Blazsek, Szabolcs.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:19:y:2013:i:4:p:243-275.

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  129. Leverage and Alpha: The Case of Funds of Hedge Funds. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149175.

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  130. Portfolio Optimization for Hedge Funds through Time-Varying Coefficients. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149174.

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  131. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds. (2013). Zheng, Lu ; Sialm, Clemens ; Sun, Zheng.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19570.

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  132. High-Water Marks and Hedge Fund Management Contracts with Partial Information. (2013). Yang, Zhaojun ; Song, Dandan.
    In: Computational Economics.
    RePEc:kap:compec:v:42:y:2013:i:3:p:327-350.

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  133. Do Hedge Funds Outperform Stocks and Bonds?. (2013). Brown, Stephen ; Bali, Turan G ; Demirtas, Ozgur K.
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:8:p:1887-1903.

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  134. Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings. (2013). Agarwal, Vikas ; Jiang, Wei ; Fos, Vyacheslav.
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:6:p:1271-1289.

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  135. Pension funds’allocations to hedge funds: an empirical analysis of US and Canadian defined benefit plans. (2013). Rigot, Sandra ; Bouvatier, Vincent.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141220.

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  136. Masters of the universe: How power and accountability influence self-serving decisions under moral hazard. (2013). Thau, Stefan ; Pitesa, Marko.
    In: Post-Print.
    RePEc:hal:journl:hal-00814565.

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  137. Masters of the universe: How power and accountability influence self-serving decisions under moral hazard. (2013). Pitesa, Marko ; Thau, Stefan .
    In: Grenoble Ecole de Management (Post-Print).
    RePEc:hal:gemptp:hal-00814565.

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  138. Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms. (2013). Edelman, Daniel ; Fung, William ; Hsieh, David A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:734-758.

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  139. Can hedge funds time market liquidity?. (2013). Lo, Andrew ; liang, bing ; Cao, Charles ; Chen, Yong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:2:p:493-516.

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  140. Capacity constraints, investor information, and hedge fund returns. (2013). Ramadorai, Tarun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:2:p:401-416.

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  141. Are mutual funds sitting ducks?. (2013). Yun, Hayong ; Shive, Sophie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:220-237.

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  142. Hedge fund liquidity and performance: Evidence from the financial crisis. (2013). Schmid, Markus ; Schaub, Nic.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:671-692.

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  143. 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.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:153-165.

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  144. Performance hypothesis testing with the Sharpe ratio: The case of hedge funds. (2013). Auer, Benjamin R. ; Schuhmacher, Frank .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:10:y:2013:i:4:p:196-208.

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  145. Hedge Funds. (2013). Funga, William ; Hsiehb, David A.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1063-1125.

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  146. 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.
    RePEc:drm:wpaper:2013-4.

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  147. Zero-R 2Hedge Funds and Market Neutrality. (2013). Bollen, Nicolas P. B., .
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:48:y:2013:i:02:p:519-547_00.

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  148. The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II : The Loss Carry Forward Scheme. (2013). gourieroux, christian ; darolles, serge.
    In: Working Papers.
    RePEc:crs:wpaper:2013-23.

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  149. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2012). Agarwal, Vikas ; Jiang, Wei ; Fos, Vyacheslav.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1008r.

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  150. Investment strategies beating the market. What can we squeeze from the market?. (2012). Sakowski, Pawel ; Åšlepaczuk, Robert ; Zakrzewski, Grzegorz .
    In: Working Papers.
    RePEc:war:wpaper:2012-04.

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  151. Systematic risk and the cross section of hedge fund returns. (2012). Brown, Stephen ; Caglayan, Mustafa Onur ; Bali, Turan G..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:1:p:114-131.

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  152. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:18:y:2012:i:1:p:166-178.

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  153. The International Evidence on Discouraged Small Businesses. (2012). Chakravarty, Sugato ; Deb, Saikat Sovan .
    In: Working Papers.
    RePEc:csr:wpaper:1013.

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  154. Survival of Hedge Funds : Frailty vs Contagion. (2012). gourieroux, christian ; Gagliardini, Patrick ; darolles, serge.
    In: Working Papers.
    RePEc:crs:wpaper:2012-36.

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  155. Change You Can Believe In? Hedge Fund Data Revisions. (2012). Ramadorai, Tarun ; Patton, Andrew ; Streatfield, Michael .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8898.

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  156. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
    In: Working papers.
    RePEc:bfr:banfra:373.

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  157. Determinants and implications of fee changes in the hedge fund industry. (2011). Ray, Sugata ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1109.

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  158. The valuation of hedge funds equity positions. (2011). Kempf, Alexander ; Cici, Gjergji ; Putz, Alexander .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1015r.

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  159. The effect of monetary policy on investors’ risk perception: Evidence from the UK and Germany. (2011). Luo, Dan ; Howells, Peter ; Mariscal, Iris Biefang-Frisancho .
    In: Working Papers.
    RePEc:uwe:wpaper:1107.

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  160. Risk Measures for Autocorrelated Hedge Fund Returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110084.

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  161. Optimal hedge fund portfolios under liquidation risk. (2011). Brandon, Gibson R. ; Gyger, S..
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:1:p:53-67.

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  162. 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.
    RePEc:rom:bemann:v:1:y:2011:i:1:p:19-36.

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  163. Manager fee contracts and managerial incentives. (2011). Zhan, Gong .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:205-239.

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  164. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:169-204.

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  165. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:117-135.

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  166. Style analysis and Value-at-Risk of Asia-focused hedge funds. (2011). Trueck, Stefan ; Weng, Haijie ; Truck, Stefan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:19:y:2011:i:5:p:491-510.

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  167. Performance analysis of Brazilian hedge funds. (2011). Moura, Marcelo ; Jordo, Gustavo A. ; de Moura, Marcelo L..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:21:y:2011:i:3:p:165-176.

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  168. Hedge funds, managerial skill, and macroeconomic variables. (2011). Avramov, Doron ; Kosowski, Robert ; Naik, Narayan Y. ; Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:3:p:672-692.

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  169. Short-term termination without deterring long-term investment: A theory of debt and buyouts. (2011). Edmans, Alex.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:81-101.

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  170. Hedge fund leverage. (2011). Ang, Andrew ; Gorovyy, Sergiy ; van Inwegen, Gregory B..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126.

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  171. Do hedge funds exposures to risk factors predict their future returns?. (2011). Brown, Stephen ; Caglayan, Mustafa Onur ; Bali, Turan G..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:36-68.

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  172. Higher risk, lower returns: What hedge fund investors really earn. (2011). Yu, Gwen ; Dichev, Ilia D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:248-263.

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  173. Strategic behavior within families of hedge funds. (2011). Kolokolova, Olga .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:7:p:1645-1662.

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  174. Assessing the impact of heteroskedasticity for evaluating hedge fund performance. (2011). Marshall, Andrew ; Tang, Leilei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:1:p:12-19.

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  175. 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.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:547-569.

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  176. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

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  177. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_831_11.

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  178. Caught in the act: How hedge funds manipulate their equity positions. (2010). Kempf, Alexander ; Cici, Gjergji ; Putz, Alexander .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1015.

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  179. Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Agarwal, Vikas ; Fos, Vyacheslav.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1008.

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  180. Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements. (2010). Zaremba, Adam.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:197.

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  181. Nonparametric Analysis of Hedge Funds Lifetimes. (2010). darolles, serge ; Simon, Guillaume ; FLORENS, Jean-Pierre.
    In: TSE Working Papers.
    RePEc:tse:wpaper:22881.

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  182. Incentives in Hedge Funds. (2010). Matsushima, Hitoshi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf714.

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  183. Portfolio Risk Analysis. (2010). Connor, Gregory ; Korajczyk, Robert A ; Goldberg, Lisa R.
    In: Economics Books.
    RePEc:pup:pbooks:9224.

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  184. Locked Up by a Lockup: Valuing Liquidity as a Real Option. (2010). Ang, Andrew ; Nicolas P. B. Bollen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15937.

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  185. Econometric Models and the Evolution of Post-Offices Network. (2010). FEVE, Frédérique ; FLORENS, Jean-Pierre ; Boldron, Franois ; Valognes, C. ; Panet-Amaro, C..
    In: IDEI Working Papers.
    RePEc:ide:wpaper:22807.

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  186. Nonparametric Analysis of Hedge Funds Lifetimes. (2010). darolles, serge ; Simon, Guillaume ; FLORENS, Jean-Pierre.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:22804.

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  187. The performance of emerging hedge funds and managers. (2010). Jorion, Philippe ; Aggarwal, Rajesh.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:2:p:238-256.

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  188. The performance of hedge funds and mutual funds in emerging markets. (2010). Eling, Martin ; Faust, Roger .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1993-2009.

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  189. Exchange rate forecasting, order flow and macroeconomic information. (2010). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:72-88.

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  190. Performance of separately managed international equity accounts: How important are country momentum effects?. (2010). Gallo, John G. ; Bhargava, Rahul ; Lockwood, Larry J..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:3:p:239-252.

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  191. Implicit incentives and reputational herding by hedge fund managers. (2010). Boyson, Nicole M..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:283-299.

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  192. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101166.

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  193. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7780.

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  194. Incentives in Hedge Funds. (2010). Matsushima, Hitoshi.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf205.

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  195. Hedge Fund Contagion and Liquidity Shocks. (2010). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:65:y:2010:i:5:p:1789-1816.

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  196. Convertible Bond Arbitrage: Risk and Return. (2010). Gallagher, Liam ; Hutchinson, Mark C.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010:i:1-2:p:206-241.

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  197. Convertible Bond Arbitrage: Risk and Return. (2010). Gallagher, Liam ; Hutchinson, Mark C..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010-01:i:1-2:p:206-241.

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  198. A Law and Finance Analysis of Hedge Funds. (2010). Dai, Na ; Cumming, Douglas.
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:3:p:997-1026.

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  199. Locked Up by a Lockup: Valuing Liquidity as a Real Option. (2010). Ang, Andrew ; Nicolas P. B. Bollen, .
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:3:p:1069-1096.

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  200. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener.
    In: BIS Working Papers.
    RePEc:bis:biswps:298.

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  201. Do hedge funds manage their reported returns?. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0709.

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  202. Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0404.

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  203. Capital Flows and Hedge Fund Regulation. (2009). Dai, NA ; Cumming, Douglas.
    In: Journal of Empirical Legal Studies.
    RePEc:wly:empleg:v:6:y:2009:i:4:p:848-873.

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  204. Hedge funds strategies -are they consistent?. (2009). Santos, Machado C. ; Ribeiro, Mafalda .
    In: Working Papers.
    RePEc:ris:cigewp:2009_010.

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  205. Hedge Funds and Their Performance Between 1994 and 2008. (2009). Jeabek, Toma .
    In: Český finanční a účetní časopis.
    RePEc:prg:jnlcfu:v:2009:y:2009:i:1:id:19:p:51-65.

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  206. 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 .
    In: MPRA Paper.
    RePEc:pra:mprapa:16939.

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  207. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n2000109.pdf.

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  208. The persistence in hedge fund performance: extended analysis. (2009). Capocci, Daniel ; Daniel P. J. Capocci, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:233-255.

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  209. The Italian hedge funds industry: An empirical analysis of performance and persistence. (2009). Viviani, Diego ; Steri, Roberto ; Giorgino, Marco .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:19:y:2009:i:1:p:75-91.

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  210. Liquidity shocks, size and the relative performance of hedge fund strategies. (2009). Ding, Bill ; Tian, Jianbo ; Shawky, Hany A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:5:p:883-891.

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  211. Emerging market hedge funds: Do they perform like regular hedge funds?. (2009). Abugri, Benjamin A. ; Dutta, Sandip .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:5:p:834-849.

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  212. Quantile regression analysis of hedge fund strategies. (2009). Vrontos, Ioannis D. ; Meligkotsidou, Loukia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:264-279.

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  213. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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  214. Does Hedge Fund Performance Persist? Overview and New Empirical Evidence. (2009). Eling, Martin.
    In: European Financial Management.
    RePEc:bla:eufman:v:15:y:2009:i:2:p:362-401.

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  215. Recovering delisting returns of hedge funds. (2008). Kolokolova, Olga ; Jackwerth, Jens Carsten ; Hodder, James E.
    In: CoFE Discussion Papers.
    RePEc:zbw:cofedp:0809.

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  216. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. (2008). Rouwenhorst, K. ; Gorton, Gary ; Bhardwaj, Geetesh .
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2429.

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  217. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
    In: Economics Papers.
    RePEc:nuf:econwp:0801.

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  218. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. (2008). Rouwenhorst, K. ; Gorton, Gary ; Bhardwaj, Geetesh.
    In: NBER Working Papers.
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  219. Do Hedge Funds Profit From Mutual-Fund Distress?. (2008). Stein, Jeremy ; Hong, Harrison ; Hanson, Samuel ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13786.

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  220. Hedge fund pricing and model uncertainty. (2008). Giamouridis, Daniel ; Vrontos, Spyridon D..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:5:p:741-753.

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  221. Strategic asset allocation with liabilities: Beyond stocks and bonds. (2008). Hoevenaars, Roy ; Molenaar, Roderick D. J., ; Steenkamp, Tom B. M., ; Schotman, Peter C..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2939-2970.

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  222. On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0711.

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  223. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Naik, Narayan Y. ; Agarwal, Vikas ; Boyson, Nicole M..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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  224. Portfolio performance: factors or benchmarks?. (2007). Matallin-Saez, Juan .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:14:p:1167-1178.

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  225. Does the hedge fund industry deliver alpha?. (2007). Wagenvoort, Rien .
    In: Economic and Financial Reports.
    RePEc:ris:eibefr:2006_002.

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  226. Systemic Risk and Hedge Funds. (2007). Lo, Andrew W. ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
    In: NBER Chapters.
    RePEc:nbr:nberch:9611.

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  227. On the use of data envelopment analysis in hedge fund performance appraisal. (2007). Nguyen, Thi Thanh Huyen.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:131.

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  228. Hedge funds, financial intermediation, and systemic risk. (2007). Stiroh, Kevin ; Schuermann, Til ; Kambhu, John .
    In: Staff Reports.
    RePEc:fip:fednsr:291.

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  229. Do hedge funds deliver alpha? A Bayesian and bootstrap analysis. (2007). Teo, Melvyn ; Kosowski, Robert ; Naik, Narayan Y..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:84:y:2007:i:1:p:229-264.

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  230. Does the choice of performance measure influence the evaluation of hedge funds?. (2007). Eling, Martin ; Schuhmacher, Frank .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2632-2647.

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  231. Value at risk and the cross-section of hedge fund returns. (2007). liang, bing ; Bali, Turan G. ; Gokcan, Suleyman .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:4:p:1135-1166.

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  232. Hedge fund portfolio construction: A comparison of static and dynamic approaches. (2007). Vrontos, Ioannis ; Giamouridis, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:1:p:199-217.

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  233. Incentives and risk taking in hedge funds. (2007). Kouwenberg, Roy ; Ziemba, William T..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:11:p:3291-3310.

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  234. Hedge Funds: Past, Present, and Future. (2007). Stulz, René.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2007-3.

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  235. Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Working Paper.
    RePEc:bno:worpap:2007_02.

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  236. Risk Measures for Hedge Funds: a Cross-sectional Approach. (2007). liang, bing ; Park, Hyuna .
    In: European Financial Management.
    RePEc:bla:eufman:v:13:y:2007:i:2:p:333-370.

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  237. The Style Consistency of Hedge Funds. (2007). Gibson, Rajna ; Gyger, Sebastien .
    In: European Financial Management.
    RePEc:bla:eufman:v:13:y:2007:i:2:p:287-308.

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  238. Capacity Constraints and Hedge Fund Strategy Returns. (2007). Ramadorai, Tarun ; Stromqvist, Maria ; Naik, Narayan Y..
    In: European Financial Management.
    RePEc:bla:eufman:v:13:y:2007:i:2:p:239-256.

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  239. Hedge Funds: Past, Present, and Future. (2007). Stulz, René ; René M. Stulz, .
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:175-194.

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  240. Changing investment styles: style creep and style gaming in the hedge fund industry. (2006). Schwaiger, Markus ; Klocker, Stefan ; Elberry, Rami ; Baghaiwadji, Ramin.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:14:y:2006:i:4:p:157-177.

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  241. Phase-Locking and Switching Volatility in Hedge Funds. (2006). Pelizzon, Loriana ; Billio, Monica ; Getmansky, Mila.
    In: Working Papers.
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  242. 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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  243. Why Do Hedge Funds Stop Reporting Their Performance?. (2006). Grecu, Alex ; Malkiel, Burton G. ; Saha, Atanu .
    In: Working Papers.
    RePEc:pri:cepsud:124malkiel.

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

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  245. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12090.

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  246. Relative importance of hedge fund characteristics. (2006). Savaria, Patrick ; Moigne, Cecile.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:20:y:2006:i:4:p:419-441.

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  247. Net Inflows and Time-Varying Alphas: The Case of Hedge Funds. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers.
    RePEc:icr:wpicer:30-2006.

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  248. Quantitative selection of hedge funds using data envelopment analysis. (2006). Nguyen, Thi Thanh Huyen.
    In: Post-Print.
    RePEc:hal:journl:halshs-00067742.

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  249. Hedge funds: an industry in its adolescence. (2006). Hsieh, David A. ; William K. H. Fung, .
    In: Economic Review.
    RePEc:fip:fedaer:y:2006:i:q4:p:1-34:n:v.91no.4.

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  250. Diversification benefits and persistence of US-based global bond funds. (2006). Tawatnuntachai, Oranee ; Polwitoon, Sirapat.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:10:p:2767-2786.

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  251. The performance and diversification benefits of funds of hedge funds. (2006). Hutson, Elaine ; Denvir, Emily.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:1:p:4-22.

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  252. Neutrality of market neutral funds. (2006). Capocci, Daniel.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:2:p:309-333.

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  253. Survival Analysis of Hedge Funds. (2006). Goko, Hiromichi ; Baba, Naohiko .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:06-e-5.

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  254. Seasonality, Market Timing and Performance Amongst Benchmarks and Mutual Fund Evaluation. (2006). Matallinsaez, Juan C.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:33:y:2006:i:9-10:p:1484-1507.

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  255. A comparison of machine‐learning classifiers for selecting money managers. (2005). Piovoso, Michael J ; Ludwig, Robert S.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:13:y:2005:i:3:p:151-164.

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  256. The Consistency of Self-Declared Hedge Fund Styles — A Return-Based Analysis with Self-Organizing Maps. (2005). Schwaiger, Markus ; Klocker, Stefan ; Baghai-Wadj, Ramin ; El-Berry, Rami.
    In: Working Papers.
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  257. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Getmansky, Mila ; Haas, Shane M. ; Chan, Nicholas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

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  258. A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money. (2005). Verbeek, Marno ; Baquero, G. ; Verbeek, M. J. C. M., .
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:7096.

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  259. On bank disclosure and subordinated debt. (2005). Hortala-Vallve, Rafael .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:28650.

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  260. An empirical analysis of hedge fund performance: The case of Australian hedge funds industry. (2005). Wickramanayake, Jayasinghe ; faff, robert ; Do, Viet.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:15:y:2005:i:4-5:p:377-393.

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  261. Do hedge funds have enough capital? A value-at-risk approach. (2005). liang, bing ; Gupta, Anurag.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:77:y:2005:i:1:p:219-253.

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  262. Hedge fund performance appraisal using data envelopment analysis. (2005). Gregoriou, Greg N. ; Sedzro, Komlan ; Zhu, Joe.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:164:y:2005:i:2:p:555-571.

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  263. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Yu, Fan ; Duarte, Jefferson ; Longstaff, Francis A..
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6zx6m7fp.

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  264. Performance Analysis of Hedge Fonds. (2005). Meier, Iwan ; Henn-Overbeck, Jacqueline .
    In: Working papers.
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  265. Hedge Funds: Die „Königsdisziplin“ der Kapitalanlage. (2005). Henn-Overbeck, Jacqueline ; Drobetz, Wolfgang ; Bessler, Wolfgang.
    In: Working papers.
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  266. PIPE Dreams? The Performance of Companies Issuing Equity Privately. (2004). Sialm, Clemens ; Brophy, David J. ; Ouimet, Paige P..
    In: NBER Working Papers.
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  267. Hedge fund behavior: An ex-post analysis. (2004). Nguyen, Thi Thanh Huyen ; Huyen Nguyen-Thi-Thanh, .
    In: Working Papers.
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  268. (IAM Series No 002) An Intro to Hedge Funds. (2004). Connor, Gregory ; Woo, Mason.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp477.

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  269. Fund liquidation, self-selection and look-ahead bias in the hedge fund industry. (2004). Verbeek, Marno ; ter Horst, J. R., ; Verbeek, M. J. C. M., .
    In: ERIM Report Series Research in Management.
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  270. Are market neutral hedge funds really market neutral?. (2004). Patton, Andrew.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24819.

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  271. An Introduction to hedge funds. (2004). Connor, Gregory ; Woo, Mason.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24675.

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  272. Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds. (2004). Deaves, Richard .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:673-694.

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  273. Analysis of hedge fund performance. (2004). Hübner, Georges ; Capocci, Daniel ; Hubner, Georges .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:1:p:55-89.

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  274. Legal constraints, transaction costs and the evaluation of mutual funds. (2003). Martinez Sedano, Miguel.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:9:y:2003:i:3:p:199-218.

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  275. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. (2003). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9571.

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  276. An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns. (2003). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
    In: Working papers.
    RePEc:mit:sloanp:1838.

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  277. Further Evidence on Hedge Funds Performance.. (2003). Christiansen, Claus Bang ; Madsen, Peter Brink ; Christensen, Michael .
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_005.

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  278. Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach. (2003). Vander Vennet, Rudi ; Annaert, Jan ; van den Broeck, Julien .
    In: European Journal of Operational Research.
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  279. Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance. (2002). Verbeek, M. J. C. M., ; Ter, J R ; Baquero, G.
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  280. Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance. (2002). Verbeek, Marno ; ter Horst, Jenke ; Baquero, G. ; Verbeek, M. J. C. M., ; ter Horst, J. R., .
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  281. Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Menexe, Faye ; Harry. M Kat, .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-13.

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  282. Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001. (2002). Kat, Harry ; Amin, Gaurav S..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-02.

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  283. Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance. (2002). Verbeek, Marno ; Baquero, G. ; Verbeek, M. J. C. M., ; ter Horst, J. R., .
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  284. Hedge Fund Performance 1990-2000- Do the Money Machines Really Add Value?. (2001). Kat, Harry ; Amin, Gaurav ; Harry. M Kat, .
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  285. Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities. (2000). LIU, JUN ; Longstaff, Francis A.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  286. Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?. (2000). Franke, Günter.
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  287. Investor flows and the assessed performance of open-end mutual funds. (1999). Edelen Roger M., .
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