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The market timing skills of long/short equity hedge fund managers
Li, Xin; Shawky, Hany A. - In: Research in finance 30 (2014), pp. 23-51
Persistent link: https://www.econbiz.de/10010406339
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The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik; Stefanova, Denitsa - 2014
Persistent link: https://www.econbiz.de/10010502913
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Cyclical dependence in market neutral hedge funds
Crego, Julio A.; Gálvez, Julio - 2021
Persistent link: https://www.econbiz.de/10012795658
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Can hedge funds time global equity markets? : evidence from emerging markets
Aiken, Adam L.; Kilic, Osman; Reid, Sean F. - In: Review of financial economics : RFE 29 (2016), pp. 2-11
Persistent link: https://www.econbiz.de/10011579703
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Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel; Van Vuuren, Gary - In: Applied economics 50 (2018) 9, pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
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The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik; Stefanov, Denitsa - In: Journal of empirical finance 44 (2017), pp. 286-303
Persistent link: https://www.econbiz.de/10011818033
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Do CFA charterholders make better hedge fund managers?
Zheng, Yao; Osmer, Eric - 2024
Persistent link: https://www.econbiz.de/10015047709