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Hedge fund characteristics and performance persistence

Ammann, Manuel; Huber, Otto; Schmid, Markus M. - In: European financial management : the journal of the … 19 (2013) 2, pp. 209-250

Persistent link: https://www.econbiz.de/10009732091

Impact of fund size and fund flows on hedge fund performance

Ammann, Manuel; Moerth, Patrick - In: The journal of alternative investments 11 (2008/09) 1, pp. 78-96

Persistent link: https://www.econbiz.de/10003779259

Impact of fund size and fund flows on hedge fund performance

Ammann, Manuel; Moerth, Patrick - 2008

Persistent link: https://www.econbiz.de/10003906343

Performance of funds of hedge funds

Ammann, Manuel; Moerth, Patrick - 2008

Persistent link: https://www.econbiz.de/10003906348

Hedge fund characteristics and performance persistence

Ammann, Manuel; Huber, Otto; Schmid, Markus M. - 2010

In this paper, we investigate the performance persistence of hedge funds over time horizons between 6 and 36 months based on a merged sample from the Lipper/TASS and CISDM databases for the time period from 1994 to 2008. Unlike previous literature, we use a panel probit regression approach to...