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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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The role of sovereign wealth funds as activist or passive fund managers
Mietzner, Mark; Schiereck, Dirk; Schweizer, Denis - In: The journal of asset management 16 (2015) 5, pp. 303-315
Persistent link: https://www.econbiz.de/10011416602
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Investment flows : retail versus institutional mutual funds
Salganik-Shoshan, Galla - In: The journal of asset management 17 (2016) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10011485129
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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
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A simulation-based methodology for evaluating hedge fund investments
Molyboga, Marat; L'Ahelec, Christophe - In: The journal of asset management 17 (2016) 6, pp. 434-452
Persistent link: https://www.econbiz.de/10011648197
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Time-varying flow-performance sensitivity and investor sophistication
Nenninger, Steve; Rakowski, David - In: The journal of asset management 15 (2014) 5, pp. 333-345
Persistent link: https://www.econbiz.de/10010476235
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Socially responsible investing in hedge funds
Filbeck, Greg; Krause, Timothy A.; Reis, Lauren - In: The journal of asset management 17 (2016) 6, pp. 408-421
Persistent link: https://www.econbiz.de/10011666250
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Herds on green meadows : the decarbonization of institutional portfolios
Benz, Lukas; Jacob, Andrea; Paulus, Stefan; Wilkens, Marco - In: The journal of asset management 21 (2020) 1, pp. 13-31
Persistent link: https://www.econbiz.de/10012292747
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Asset allocation by using the Sharpe rule: how to improve an existing portfolio by adding some new assets?
Yu, Kwok Wai; Yang, Xiao Qi; Wong, Heung - In: The journal of asset management 8 (2007/08) 2, pp. 133-145
Persistent link: https://www.econbiz.de/10003502662