Narrow search
Showing 1 - 10 of 27,300
Cover Image
Hedge funds : performance, risk and capital formation
Fung, William; Hsieh, David A.; Naik, Narayan Y.; … - 2006
Persistent link: https://www.econbiz.de/10003310554
Cover Image
Performance characteristics of hedge fund indices
Kapil, Sheeba; Gupta, Jayesh - In: Theoretical economics letters 9 (2019) 6, pp. 2176-2197
Persistent link: https://www.econbiz.de/10012241398
Cover Image
A model-free identification of relative risk
Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
Cover Image
Hedge fund performance attribution under various market conditions
Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 56 (2018), pp. 221-237
Persistent link: https://www.econbiz.de/10012006267
Cover Image
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Cover Image
Long/short equity hedge funds and systematic ambiguity
Gibson, Rajna; Ryabkov, Nikolay - 2014
This study presents a hedge fund portfolio choice model for an investor facing ambiguity. In the empirical section, we measure ambiguity as the cross-sectional dispersion in Industrial Production growth and in stock market return forecasts, and we construct the systematic ambiguity factors from...
Persistent link: https://www.econbiz.de/10010337996
Cover Image
Evaluating the performance of hedge funds using two-stage pper group benchmarks
Wilkens, Marco; Yao, Juan; Oehler, Patrick J.; … - In: The journal of asset management 16 (2015) 4, pp. 272-291
Persistent link: https://www.econbiz.de/10011413386
Cover Image
Beta active hedge fund management
Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
Cover Image
Hedge fund alpha : cycle or sunset?
Sullivan, Rodney N. - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 55-79
Persistent link: https://www.econbiz.de/10012423014
Cover Image
Chapter 16. Hedge Funds
Fung, William; Hsieh, David A. - 2013
the risk-adjusted performance of hedge funds during these decades of changing investor clientele. An important attraction … of the hedge fund industry to portfolio investors is the rich tapestry of strategies with widely divergent risk … performance as well as their inherent risk factors. Armed with these analytical tools and the empirical evidence on the capital …
Persistent link: https://www.econbiz.de/10014025362