Only winners in tough times repeat : hedge fund performance persistence over different market conditions
Year of publication: |
October 2018
|
---|---|
Authors: | Sun, Zheng ; Wang, Ashley W. ; Lu, Zheng |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 5, p. 2199-2225
|
Subject: | Conditional performance | Hedge funds | Performance Persistence | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund |
-
Sun, Zheng, (2016)
-
Stafylas, Dimitrios, (2016)
-
Can investors benefit from the performance of alternative UCITS funds?
Busack, Michael, (2017)
- More ...
-
Sun, Zheng, (2016)
-
The road less traveled : strategy distinctiveness and hedge fund performance
Sun, Zheng, (2012)
-
Home bias and local contagion : evidence from funds of hedge funds
Sialm, Clemens, (2013)
- More ...