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Do hedge funds bet against beta?
Malachov, Aleksej; Riley, Timothy B.; Yan, Qing - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
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Should hedge funds deviate from the benchmark?
Panopoulou, Ekaterini; Voukelatos, Nikolaos - In: Financial management : FM 51 (2022) 3, pp. 767-795
Persistent link: https://www.econbiz.de/10013468460
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Evaluating Hedge Funds with Pooled Benchmarks
O'Doherty, Michael S. - 2014
The evaluation of hedge fund performance is challenging given the flexible nature of hedge funds' strategies and their lack of operational transparency. As a result inference about skill is inevitably contaminated by the error in the benchmark model. To address this concern, we propose a model...
Persistent link: https://www.econbiz.de/10013064917
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Evaluating the performance of hedge funds using two-stage pper group benchmarks
Wilkens, Marco; Yao, Juan; Oehler, Patrick J.; … - In: The journal of asset management 16 (2015) 4, pp. 272-291
Persistent link: https://www.econbiz.de/10011413386
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Should we give hedge funds clones a chance?
Kooli, Maher; Sharma, Sameer - In: Managerial finance 38 (2012) 1, pp. 44-66
Persistent link: https://www.econbiz.de/10009488361
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Mutual fund performance benchmarking using a quadratic directional distance function approach
Pendaraki, Konstantina - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 30-47
Persistent link: https://www.econbiz.de/10011344303
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Hedge fund benchmarks and asset allocation
Anson, Mark - In: Active index investing : maximizing portfolio …, (pp. 179-208). 2004
Persistent link: https://www.econbiz.de/10003333508
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New evidence on mutual fund performance : a comparison of alternative bootstrap methods
Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - 2014
Persistent link: https://www.econbiz.de/10010362861
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Private equity benchmarking for asset owners and investment managers
Belev, Emilian; Di Bartolomeo, Dan - In: The journal of index investing : ETFs, ETPs, & indexing 12 (2021) 2, pp. 6-27
Persistent link: https://www.econbiz.de/10012613700
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Benchmarking the performance of private equity portfolios of the world's largest institutional investors : a view from CEM benchmarking
Beath, Alexander; Flynn, Christopher - In: The journal of investing : JOI 30 (2020) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10013179544