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Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting; Yan, Cheng; Yan, Yayi - In: Journal of empirical finance 61 (2021), pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
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Mispricing chasing and hedge fund returns
Ma, Tianyi; Li, Baibing; Tee, Kaihong - In: Journal of empirical finance 68 (2022), pp. 34-49
Persistent link: https://www.econbiz.de/10013464413
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Limits to mutual funds' ability to rely on mean/variance optimization
Karagiannidis, Iordanis; Vozlyublennaia, Nadia - In: Journal of empirical finance 37 (2016), pp. 282-292
Persistent link: https://www.econbiz.de/10011663061
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The risk in hedge fund strategies : theory and evidence from long/short equity hedge funds
Fung, William; Hsieh, David A. - In: Journal of empirical finance 18 (2011) 4, pp. 547-569
Persistent link: https://www.econbiz.de/10009306544
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Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh - In: Journal of empirical finance 28 (2014), pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
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Comoment risk and stock returns
Lambert, M.; Hübner, G. - In: Journal of empirical finance 23 (2013), pp. 191-205
Persistent link: https://www.econbiz.de/10010221739
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Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
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Frictional diversification costs: Evidence from a panel of fund of hedge fund holdings
Joenväärä, Juha; Scherer, Bernd - In: Journal of empirical finance 52 (2019), pp. 92-111
Persistent link: https://www.econbiz.de/10012170643
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Timing is money : the factor timing ability of hedge fund managers
Osinga, Albert Jakob; Schauten, Maximilien Bernard Joseph; … - In: Journal of empirical finance 62 (2021), pp. 266-281
Persistent link: https://www.econbiz.de/10012693426
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Systemic risk and cross-sectional hedge fund returns
Hwang, Inchang; Xu, Simon; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 109-130
Persistent link: https://www.econbiz.de/10011808555