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The economics and finance of hedge funds : a review of the academic literature

Agarwal, Vikas; Mullally, Kevin A.; Naik, Narayan Y. - 2015

Persistent link: https://www.econbiz.de/10011416864

Hedge funds

Agarwal, Vikas; Naik, Narayan Y. - 2005

Persistent link: https://www.econbiz.de/10003306797

Volatility of aggregate volatility and hedge funds returns

Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: June 7, 2015

This paper investigates empirically whether uncertainty about volatility of the market portfolio can explain the performance of hedge funds both in the cross-section and over time. We measure uncertainty about volatility of the market portfolio via volatility of aggregate volatility (VOV) and...

Persistent link: https://www.econbiz.de/10011308590

Volatility of aggregate volatility and hedge fund returns

Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - In: Journal of financial economics 125 (2017) 3, pp. 491-510

Persistent link: https://www.econbiz.de/10011751857

Volatility of aggregate volatility and hedge funds returns

Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: January 31, 2015

This paper investigates empirically whether uncertainty about the expected returns on the market portfolio can explain the performance of hedge funds both in the cross-section and over time. We measure uncertainty via volatility of aggregate volatility (VOV) and construct an investable version...

Persistent link: https://www.econbiz.de/10010485488

Risks and portfolio decisions involving hedge funds

Agarwal, Vikas; Naik, Narayan Y. - In: The review of financial studies 17 (2004) 1, pp. 63-98

Persistent link: https://www.econbiz.de/10001907097

Risks and portfolio decisions involving hedge funds

Agarwal, Vikas (contributor); Naik, Narayan Y. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700390

Flows, performance, and managerial incentives in the hedge fund industry

Agarwal, Vikas (contributor); Daniel, Naveen D. (contributor) - 2003 - This version: September 1, 2003

Persistent link: https://www.econbiz.de/10001797889

Hedge funds for retail investors? : an examination of hedged mutual funds

Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 273-305

Persistent link: https://www.econbiz.de/10003865565

Role of managerial incentives and discretion in hedge fund performance

Agarwal, Vikas; Daniel, Naveen D.; Naik, Narayan Y. - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2221-2256

Persistent link: https://www.econbiz.de/10003899935