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A cross-sectional machine learning approach for hedge fund return prediction and selection

Wu, Wenbo; Chen, Jiaqi; Yang, Zhibin; Tindall, Michael L. - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4577-4601

Persistent link: https://www.econbiz.de/10012624639

Hedge fund returns : an assessment of their statistical properties, predictability and exposures to economic risks

Wegener, Christian Alexander - 2011

Persistent link: https://www.econbiz.de/10008907293

An advanced perspective on the predictability in hedge fund returns

Wegener, Christian; Nitzsch, Rüdiger von; Cengiz, Cetin - In: Journal of banking & finance 34 (2010) 11, pp. 2694-2708

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Liquidity risk, return predictability, and hedge funds' performance : an empirical study

Gibson, Rajna; Wang, Songtao - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 219-244

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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

Hedge fund analysis : risk dynamics, performance, style and classification

Criton, Gilles - 2011

Cette thèse est composée de trois articles qui étudient les fonds alternatifs selon trois vue différentes: au niveau des fonds eux-mêmes, au niveau de la construction de portefeuilles et finalement au niveau du marché. 1. Au niveau des fonds alternatifs: Le premier article se concentre sur...

Persistent link: https://www.econbiz.de/10009666912