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The Effect of Investment Constraints on Hedge Fund Investor Returns
Joenväärä, Juha - 2018
This paper examines the effect of investor-level real-world investment constraints, including several which had not been studied before, on hedge fund performance and its persistence. Using a large consolidated database, we demonstrate that hedge fund performance persistence is significantly...
Persistent link: https://www.econbiz.de/10012938196
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Hedge fund performance attribution under various market conditions
Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 56 (2018), pp. 221-237
Persistent link: https://www.econbiz.de/10012006267
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The effect of investment constraints on hedge fund investor returns
Joenväärä, Juha; Kosowski, Robert L.; Tolonen, Pekka - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1539-1571
Persistent link: https://www.econbiz.de/10012139933
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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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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
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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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Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds
Joenväärä, Juha; Kosowski, Robert L. - 2015
Persistent link: https://www.econbiz.de/10011289235
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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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The impact of quantitative methods on hedge fund performance
Chincarini, Ludwig Boris - In: European financial management : the journal of the … 20 (2014) 5, pp. 857-890
Persistent link: https://www.econbiz.de/10010504235
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Does factor timing explain hedge fund alpha?
Park, Hyuna - In: Journal of investment management : JOIM 12 (2014) 2, pp. 40-64
Persistent link: https://www.econbiz.de/10010388908