Similar Search Results

Do hedge funds outperform stocks and bonds?

Bali, Turan G.; Brown, Stephen J.; Demirtas, K. Ozgur - In: Management science : journal of the Institute for … 59 (2013) 8, pp. 1887-1903

Persistent link: https://www.econbiz.de/10009788943

Systematic risk and the cross section of hedge fund returns

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10009666668

Upside potential of hedge funds as a predictor of future performance

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of banking & finance 98 (2019), pp. 212-229

Persistent link: https://www.econbiz.de/10012162272

Hedge funds and the positive idiosyncratic volatility effect

Bali, Turan G.; Weigert, Florian - 2021

of idiosyncratic volatility in their equity portfolio holdings. Hedge funds select stocks wisely by picking high …-volatility stocks when they are undervalued and shying away from high-volatility stocks when they are overvalued or display lottery …

Persistent link: https://www.econbiz.de/10012416702

Alternative approaches to estimating VAR for hedge fund portfolios

Bali, Turan G.; Gokcan, Suleyman - In: Intelligent hedge fund investing, (pp. 253-277). 2004

Persistent link: https://www.econbiz.de/10003286901

Value at risk and the cross-section of hedge fund returns

Bali, Turan G.; Gokcan, Suleyman; Liang, Bing - In: Journal of banking & finance 31 (2007) 4, pp. 1135-1166

Persistent link: https://www.econbiz.de/10003459175

Do hedge funds exposures to risk factors predict their future returns?

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 101 (2011) 1, pp. 36-68

Persistent link: https://www.econbiz.de/10009242998

Systematic Risk and the Cross-Section of Hedge Fund Returns

Bali, Turan G. - 2012

This paper investigates the extent to which market risk, residual risk, and tail risk explain the cross sectional dispersion in hedge fund returns. The paper introduces a comprehensive measure of systematic risk (SR) for individual hedge funds by breaking up total risk into systematic and fund...

Persistent link: https://www.econbiz.de/10013113235

Systematic Risk and the Cross-Section of Hedge Fund Returns

Bali, Turan G. - 2012

Persistent link: https://www.econbiz.de/10013115093

Systematic Risk and the Cross-Section of Hedge Fund Returns

Bali, Turan G. - 2012

Persistent link: https://www.econbiz.de/10013115129