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Risk and performance estimation in hedge funds revisited : evidence from errors in variables
Coën, Alain; Hübner, Georges - In: Journal of empirical finance 16 (2009) 1, pp. 112-125
Persistent link: https://www.econbiz.de/10003800544
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Hedge funds and their prime broker analysts
Chung, Sung Gon; Kulchania, Manoj; Teo, Melvyn - In: Journal of empirical finance 62 (2021), pp. 141-158
Persistent link: https://www.econbiz.de/10012693334
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Quantile regression analysis of hedge fund strategies
Meligkotsidou, Loukia; Vrontos, Ioannis D.; Vrontos, … - In: Journal of empirical finance 16 (2009) 2, pp. 264-279
Persistent link: https://www.econbiz.de/10003839319
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L-performance with an application to hedge funds
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - In: Journal of empirical finance 16 (2009) 4, pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
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Implicit incentives and reputational herding by hedge fund managers
Boyson, Nicole M. - In: Journal of empirical finance 17 (2010) 3, pp. 283-299
Persistent link: https://www.econbiz.de/10009267299
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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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Hedge fund contagion and risk-adjusted returns : a Markov-switching dynamic factor approach
Akay, Ozgur; Senyuz, Zeynep; Yoldas, Emre - In: Journal of empirical finance 22 (2013), pp. 16-29
Persistent link: https://www.econbiz.de/10009768436
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A tale of feedback trading by hedge funds
Schauten, Maximilien Bernard Joseph; Willemstein, Robin; … - In: Journal of empirical finance 34 (2015), pp. 239-259
Persistent link: https://www.econbiz.de/10011557138
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Analysis of hedge fund performance
Capocci, Daniel; Hübner, Georges - In: Journal of empirical finance 11 (2004) 1, pp. 55-89
Persistent link: https://www.econbiz.de/10001880995