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Nonlinear hedge fund index clones?

Walden, Mikhail; Lajbcygier, Paul - In: Australian journal of management 48 (2023) 1, pp. 147-170

Persistent link: https://www.econbiz.de/10014246082

Hedge funds and the Asian currency crisis of 1997

Brown, Stephen J.; Goetzmann, William N.; Park, James - 1998

Persistent link: https://www.econbiz.de/10000658453

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

Convertibles and hedge funds as distributors of equity exposure

Brown, Stephen J.; Grundy, Bruce D.; Lewis, Craig M.; … - In: The review of financial studies 25 (2012) 10, pp. 3077-3112

Persistent link: https://www.econbiz.de/10009630176

Hedge fund involvement in convertible securities

Brown, Stephen J.; Grundy, Bruce D.; Lewis, Craig M.; … - In: Journal of applied corporate finance : JACF 25 (2013) 4, pp. 60-73

Persistent link: https://www.econbiz.de/10010247692

Do hedge funds outperform stocks and bonds?

Bali, Turan G.; Brown, Stephen J.; Demirtas, K. Ozgur - In: Management science : journal of the Institute for … 59 (2013) 8, pp. 1887-1903

Persistent link: https://www.econbiz.de/10009788943

Hedge funds: omniscient or just plain wrong

Brown, Stephen J. - In: Pacific-Basin finance journal 9 (2001) 4, pp. 301-311

Persistent link: https://www.econbiz.de/10001611709

Careers and survival : competition and risk in the hedge fund and CTA industry

Brown, Stephen J.; Goetzmann, William N.; Park, James - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1869-1886

Persistent link: https://www.econbiz.de/10001615433

Hedge funds with style

Brown, Stephen J.; Goetzmann, William N. - 2001

Persistent link: https://www.econbiz.de/10001567349

Macroeconomic Risk and Hedge Fund Returns

Bali, Turan G. - 2014

This paper estimates hedge fund and mutual fund exposure to newly proposed measures of macroeconomic risk that are interpreted as measures of economic uncertainty. We find that the resulting uncertainty betas explain a significant proportion of the cross-sectional dispersion in hedge fund...

Persistent link: https://www.econbiz.de/10013062452