User profiles for Vikas Agarwal
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Risks and portfolio decisions involving hedge funds
V Agarwal, NY Naik - The Review of Financial Studies, 2004 - academic.oup.com
This article characterizes the systematic risk exposures of hedge funds using buy-and-hold
and option-based strategies. Our results show that a large number of equity-oriented hedge …
and option-based strategies. Our results show that a large number of equity-oriented hedge …
Uncovering hedge fund skill from the portfolio holdings they hide
This paper studies the “confidential holdings” of institutional investors, especially hedge funds,
where the quarter‐end equity holdings are disclosed with a delay through amendments to …
where the quarter‐end equity holdings are disclosed with a delay through amendments to …
Window dressing in mutual funds
We provide a rationale for window dressing wherein investors respond to conflicting signals
of managerial ability inferred from a fund's performance and disclosed portfolio holdings. We …
of managerial ability inferred from a fund's performance and disclosed portfolio holdings. We …
Tail risk in hedge funds: A unique view from portfolio holdings
We develop a new systematic tail risk measure for equity-oriented hedge funds to examine
the impact of tail risk on fund performance and to identify the sources of tail risk. We find that …
the impact of tail risk on fund performance and to identify the sources of tail risk. We find that …
Role of managerial incentives and discretion in hedge fund performance
Using a comprehensive hedge fund database, we examine the role of managerial incentives
and discretion in hedge fund performance. Hedge funds with greater managerial incentives…
and discretion in hedge fund performance. Hedge funds with greater managerial incentives…
On taking the “alternative” route
V Agarwal, NY Naik - The Journal of Alternative Investments, 2000 - pm-research.com
The risk–return characteristics, risk exposures, and performance persistence of various hedge
fund strategies remains an area of interest to alternative asset investors. Using a database …
fund strategies remains an area of interest to alternative asset investors. Using a database …
Clock rate versus IPC: The end of the road for conventional microarchitectures
V Agarwal, MS Hrishikesh, SW Keckler… - Proceedings of the 27th …, 2000 - dl.acm.org
The doubling of microprocessor performance every three years has been the result of two
factors: more transistors per chip and superlinear scali ng of the processor clock with …
factors: more transistors per chip and superlinear scali ng of the processor clock with …
Multi-period performance persistence analysis of hedge funds
V Agarwal, NY Naik - Journal of financial and quantitative analysis, 2000 - cambridge.org
Since hedge funds specify significant lock-up periods, we investigate persistence in the
performance of hedge funds using a multi-period framework in which the likelihood of observing …
performance of hedge funds using a multi-period framework in which the likelihood of observing …
Tocilizumab plus standard care versus standard care in patients in India with moderate to severe COVID-19-associated cytokine release syndrome (COVINTOC): an …
Background Global randomised controlled trials of the anti-IL-6 receptor antibody tocilizumab
in patients admitted to hospital with COVID-19 have shown conflicting results but potential …
in patients admitted to hospital with COVID-19 have shown conflicting results but potential …
Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
We examine the impact of mandatory portfolio disclosure by mutual funds on stock liquidity
and fund performance. We develop a model of informed trading with disclosure and test its …
and fund performance. We develop a model of informed trading with disclosure and test its …