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Liquid alternative mutual funds versus hedge funds : returns, risk factors, and diversification
Hartley, Jonathan S. - In: The journal of alternative investments 22 (2019) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10012106879
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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
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The effect of investment constraints on hedge fund investor returns
Joenväärä, Juha; Kosowski, Robert L.; Tolonen, Pekka - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1539-1571
Persistent link: https://www.econbiz.de/10012139933
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Do hedge funds bet against beta?
Malachov, Aleksej; Riley, Timothy B.; Yan, Qing - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
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A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo; Chen, Jiaqi; Yang, Zhibin; Tindall, Michael L. - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
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The real effects of hedge fund activism : productivity, risk, and product market competition
Brav, Alon; Jiang, Wei; Kim, Hyunseob - 2011
Persistent link: https://www.econbiz.de/10009373894
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Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds
Joenväärä, Juha; Kosowski, Robert L. - 2015
Persistent link: https://www.econbiz.de/10011289235
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Hedge funds : a dynamic industry in transition
Getmansky, Mila; Lee, Peter A.; Lo, Andrew W. - 2015
Persistent link: https://www.econbiz.de/10011334621
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Sentiment risk, sentiment timing, and hedge fund returns
Chen, Yong; Han, Bing; Pan, Jing - 2016 - This draft: January 12, 2016
In the presence of sentiment fluctuations, arbitrageurs may engage in different strategies leading to dispersed sentiment exposures. We find that hedge funds in the top decile ranked by sentiment beta outperform those in the bottom decile by 0.59% per month on a risk-adjusted basis, with the...
Persistent link: https://www.econbiz.de/10011442931
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The returns to hedge fund activism : .an international study
Becht, Marco; Franks, Julian R.; Grant, Jeremy; Wagner, … - 2015
Persistent link: https://www.econbiz.de/10010509444