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Hedge funds and stock price formation
Cao, Charles Q.; Chen, Yong; Goetzmann, William N.; … - In: Financial analysts' journal : FAJ 74 (2018) 3, pp. 54-68
Persistent link: https://www.econbiz.de/10011972762
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Estimating operational risk for hedge funds : the w-score
Brown, Stephen J.; Goetzmann, William N.; Liang, Bing; … - In: Financial analysts' journal : FAJ 65 (2009) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10003811212
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RISK MEASUREMENT AND MANAGEMENT - Estimating Operational Risk for Hedge Funds: The ω-Score
Brown, Stephen; Goetzmann, William; Liang, Bing; … - In: Financial analysts' journal : FAJ 65 (2009) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10008261827
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PORTFOLIO MANAGEMENT - Hedge Fund Performance: 1990-1999 - Hedge funds produced a higher reward-to-risk ratio than the market in the 1990s, but 1998 was deadly.
Liang, Bing - In: Financial analysts' journal : FAJ 57 (2001) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10006279389
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PERFORMANCE - Do All-Stars Shine? Evaluation of Analyst Recommendations - Returns to a buy-and-hold strategy of investing in the stocks picked by the Wall Street Journal all-stars...
Desai, Hemang; Liang, Bing; Singh, Ajai K. - In: Financial analysts' journal : FAJ 56 (2000) 3, pp. 20-29
Persistent link: https://www.econbiz.de/10006287307
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PERFORMANCE - On the Performance of Hedge Funds - Hedge funds allow dynamic trading strategies and use incentive plans designed to produce superior manager performance, and indeed,...
Liang, Bing - In: Financial analysts' journal : FAJ 55 (1999) 4, pp. 72-85
Persistent link: https://www.econbiz.de/10006296503