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Market volatility and hedge fund returns in emerging markets

Cao, B.; Jayasuriya, Shamila A. - In: Applied financial economics 21 (2011) 22/24, pp. 1691-1701

Persistent link: https://www.econbiz.de/10009385052

Do alternative UCITS deliver what they promise? : a comparison of alternative UCITS and hedge funds

Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: Applied financial economics 24 (2014) 13/15, pp. 949-965

Persistent link: https://www.econbiz.de/10010415991

Hedge funds and the housing bubble

Giannikos, Christos; Guirguis, Hany S.; Schizas, Panagiotis - In: Applied financial economics 24 (2014) 16/18, pp. 1063-1073

Persistent link: https://www.econbiz.de/10010419039

Do Australian hedge fund managers possess timing abilities?

Do, Viet; Faff, Robert W.; Veeraraghavan, Madhu - In: Applied financial economics 19 (2009) 1/3, pp. 27-38

timing and volatility timing skills of fund managers. Our findings show that Australian hedge fund managers do not possess … managers do not have market volatility timing skills, their US counterparts do exhibit such skills. …

Persistent link: https://www.econbiz.de/10003825796

Style consistency of hedge fund indexes across providers

Kugler, Peter; Henn-Overbeck, Jacqueline; Zimmermann, Heinz - In: Applied financial economics 20 (2010) 4/6, pp. 355-369

This article investigates the consistency of style returns of hedge funds across eight providers of style indexes. We select 10 style categories which are defined in a relatively consistent way across the various providers, so that the natural null hypothesis is that the returns should behave...

Persistent link: https://www.econbiz.de/10003963180