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A style-based market risk model for hedge fund portfolios
Zhou, Xuelong; Litke, Adam; McLaughlin, Michael - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 124-131
Persistent link: https://www.econbiz.de/10008652141
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Hedging equity market risk in hedge fund investing : a new approach
Hartmann, Daniel; Kaiser, Dieter G. - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 138-151
Persistent link: https://www.econbiz.de/10009273867
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Illuminating hedge fund returns to improve portfolio construction
Mladina, Peter - In: The journal of portfolio management : a publication of … 41 (2015) 3, pp. 127-139
Persistent link: https://www.econbiz.de/10011294674
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Are there benefits from dynamic asset allocation strategies across hedge funds?
Switzer, Lorne N.; Omelchak, Andrey - In: The journal of portfolio management : a publication of … 37 (2010/11) 3, pp. 116-120
Persistent link: https://www.econbiz.de/10009129541
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Persistence of hedge fund returns and fee-aware portfolio construction
Rudin, Alexander - In: The journal of portfolio management : a publication of … 44 (2018) 5, pp. 103-112
Persistent link: https://www.econbiz.de/10011879530
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Impact of size and flows on performance for funds of hedge funds
Xiong, James X.; Idzorek, Thomas; Chen, Peng; Ibbotson, … - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 118-130
Persistent link: https://www.econbiz.de/10003859369
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The moral hazard problem in hedge funds : a study of commodity trading advisors
Cai, Li; Jiang, Chris Cheng; Molyboga, Marat - In: The journal of portfolio management : a publication of … 43 (2017) 2, pp. 77-89
Persistent link: https://www.econbiz.de/10011687260
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Man vs. machine : comparing discretionary and systematic hedge fund performance
Harvey, Campbell R.; Rattray, Sandy; Sinclair, Andrew; … - In: The journal of portfolio management : a publication of … 43 (2017) 4, pp. 55-69
Persistent link: https://www.econbiz.de/10011804461
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Being honest in backtest reporting : a template for disclosing multiple tests
Fabozzi, Frank J.; López de Prado, Marcos M. - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 141-147
Persistent link: https://www.econbiz.de/10011980764
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Portfolio investing with EVA
Zaima, Janis K. - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 34-40
Persistent link: https://www.econbiz.de/10003727641