Narrow search
Showing 1 - 10 of 81
Cover Image
Optimal instrumental variables generators based on improved Hausman regression, with an application to hedge fund returns
Racicot, François-Éric; Théoret, Raymond - In: The journal of wealth management 13 (2010) 1, pp. 103-123
Persistent link: https://www.econbiz.de/10003981786
Cover Image
The effect of S&P 500 correlation on hedge fund alpha
Baesel, Jerome B.; González-Heres, José F.; Chen, Ping; … - In: The journal of wealth management 14 (2011/12) 4, pp. 93-104
Persistent link: https://www.econbiz.de/10009507051
Cover Image
Conditional financial models and the alpha puzzle : a panel study of hedge fund returns
Racicot, François-Éric; Théoret, Raymond - In: The journal of wealth management 11 (2008/09) 2, pp. 59-77
Persistent link: https://www.econbiz.de/10003816000
Cover Image
Hedge fund strategies and time-varying alphas and betas
Frydenberg, Stein; Hrafnkelsson, Kjartan; Brometh, … - In: The journal of wealth management 19 (2017) 4, pp. 44-60
Persistent link: https://www.econbiz.de/10011636611
Cover Image
Yale's endowment returns : manager skill or risk exposure?
Mladina, Peter; Coyle, Jeffery - In: The journal of wealth management 13 (2010) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10003981757
Cover Image
Do persistent fund alphas indicate manager skill?
Bu, Qiang - In: The journal of wealth management 20 (2017) 2, pp. 82-93
Persistent link: https://www.econbiz.de/10011750718
Cover Image
The risk of funds of hedge funds : an empirical analysis of the maximum drawdown
Heidorn, Thomas; Kaiser, Dieter G.; Roder, Christoph - In: The journal of wealth management 12 (2009/10) 2, pp. 89-100
Persistent link: https://www.econbiz.de/10003883216
Cover Image
Performance measurement of hedge funds portfolios in a downside risk framework
Mamoghli, Chokri; Daboussi, Sami - In: The journal of wealth management 12 (2009/10) 2, pp. 101-112
Persistent link: https://www.econbiz.de/10003883217
Cover Image
Will hedge fund investors start asking for tax alpha? : can hedge fund managers deliver it?
Kimmel, Robert; Dougherty, Edward H.; Klein, Miriam - In: The journal of wealth management 13 (2010/11) 4, pp. 44-50
Persistent link: https://www.econbiz.de/10008901882
Cover Image
Selecting prior year's top fund of hedge funds as this year's choice
Gregoriou, Greg N.; Pascalau, Razvan - In: The journal of wealth management 13 (2010) 2, pp. 61-68
Persistent link: https://www.econbiz.de/10008651223