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The performance of currency hedge funds and the yen/USD carry trade
Peltomäki, Jarkko - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 103-113
Persistent link: https://www.econbiz.de/10009159831
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Illiquidity premia in asset returns : an empirical analysis of hedge funds, mutual funds, and US equity portfolios
Khandani, Amir E.; Lo, Andrew W. - In: The quarterly journal of finance 1 (2011) 2, pp. 205-264
Persistent link: https://www.econbiz.de/10009309753
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The returns to hedge fund activism in Germany
Bessler, Wolfgang; Drobetz, Wolfgang; Holler, Julian - In: European financial management : the journal of the … 21 (2015) 1, pp. 106-147
Persistent link: https://www.econbiz.de/10010516693
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Asymmetric risk exposures in hedge funds
Shao, Sandra Yi - 2007
Persistent link: https://www.econbiz.de/10009689758
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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
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Hedge funds versus private equity funds as shareholder activists in Germany : differences in value creation
Mietzner, Mark; Schweizer, Denis - In: Journal of economics and finance 38 (2014) 2, pp. 181-208
Persistent link: https://www.econbiz.de/10010490985
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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A dynamic analysis of higher-comoment risk premiums in hedge fund returns
Lambert, Marie - In: Journal of derivatives & hedge funds 18 (2012) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10009535195
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Illiquidity Premia in Asset Returns : An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios
Khandani, Amir - 2009
We establish a link between illiquidity and positive autocorrelation in asset returns among a sample of hedge funds, mutual funds, and various equity portfolios. For hedge funds, this link can be confirmed by comparing the return autocorrelations of funds with shorter vs. longer...
Persistent link: https://www.econbiz.de/10013158586
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Does secrecy signal skill? : own-investor secrecy and hedge fund performance
Gorovyy, Sergiy; Kelly, Patrick; Kuzʹmina, Olʹga - In: Journal of banking & finance 133 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013256712