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The q-factor model and the redundancy of the value factor : an application to hedge funds
Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 17 (2016) 7, pp. 526-539
Persistent link: https://www.econbiz.de/10011648215
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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The profiles of merged hedge funds, funds of hedge funds, and CTA
Gregoriou, Greg N.; Kooli, Maher - In: The journal of asset management 18 (2017) 1, pp. 49-63
Persistent link: https://www.econbiz.de/10011592761
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Assessing hedge fund performance with institutional constraints : evidence from CTA funds
Molyboga, Marat; Baek, Seungho; Bilson, John F. - In: The journal of asset management 18 (2017) 7, pp. 547-565
Persistent link: https://www.econbiz.de/10011855224
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Trends everywhere? : the case of hedge fund styles
Chevalier, Charles; Darolles, Serge - In: The journal of asset management 20 (2019) 6, pp. 442-468
Persistent link: https://www.econbiz.de/10012125380
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Hedge funds risk and connectedness
Manicaro, Christian; Falzon, Joseph - In: The journal of asset management 18 (2017) 4, pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Monetary policy after the crisis : a threat to hedge funds' alphas?
Berglund, Alexander; Guidolin, Massimo; Pedio, Manuela - In: The journal of asset management 21 (2020) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10012292767
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Do European hedge fund managers time market liquidity?
Ben Khelifa, Soumaya; Hmaied, Dorra Mezzez - In: The journal of asset management 17 (2016) 6, pp. 393-407
Persistent link: https://www.econbiz.de/10011666249
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Evaluating the performance of hedge funds using two-stage pper group benchmarks
Wilkens, Marco; Yao, Juan; Oehler, Patrick J.; … - In: The journal of asset management 16 (2015) 4, pp. 272-291
Persistent link: https://www.econbiz.de/10011413386