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The effect of regulatory constraints on fund performance : new evidence from UCITS hedge funds

Joenväärä, Juha; Kosowski, Robert L. - In: Review of finance : journal of the European Finance … 25 (2021) 1, pp. 189-233

Persistent link: https://www.econbiz.de/10012434693

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

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

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

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

On Estimating the Failure Probability of Hedge Funds

Lahiri, Kajal; Shawky, Hany A.; Zhao, Yongchen - In: Research in finance : Volume 27, (pp. 85-119). 2011

The main purpose of this chapter is to estimate a model for hedge fund returns that will endogenously generate failure probabilities using panel data where sample attrition due to fund failures is a dominant feature. We use the Lipper (TASS) hedge fund database, which includes all live and...

Persistent link: https://www.econbiz.de/10015380083

Hedge fund activism and corporate M&A decisions

Wu, Szu-Yin; Chung, Kee H. - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1378-1403

Persistent link: https://www.econbiz.de/10012887602

Arbitrage trading : the long and the short of it

Chen, Yong; Da, Zhi; Huang, Dayong - In: The review of financial studies 32 (2019) 4, pp. 1608-1646

Persistent link: https://www.econbiz.de/10012033731

Adding alternative assets : return enhancement, diversification or hedging?

Scherer, Bernd - In: Journal of asset management : a major new, … 22 (2021) 6, pp. 437-442

Persistent link: https://www.econbiz.de/10012659815

Alternative investment operations : hedge funds, private equity, and fund of funds

Scharfman, Jason A. - 2020

1. Introduction to Alternative Investment Operations -- 2. Trade Operations: Execution, Settlement, and Reconciliation -- 3. Cash Management, Oversight, and Movement -- 4. Compliance Operations and Governance Considerations -- 5. The Role of Service Providers in Alternative Investment Operations...

Persistent link: https://www.econbiz.de/10012399647