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Evaluating hedge funds with pooled benchmarks

O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 69-89

Persistent link: https://www.econbiz.de/10011432924

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

A new efficiency test for ranking investments : application to hedge fund performance

Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: Economics letters 181 (2019), pp. 203-207

Persistent link: https://www.econbiz.de/10012121794

Beta active hedge fund management

Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558

Persistent link: https://www.econbiz.de/10012128051

Recent advances in hedge funds' performance attribution : performance persistence and fundamental factors

Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 43 (2016), pp. 48-61

Persistent link: https://www.econbiz.de/10011623711

The profiles of merged hedge funds, funds of hedge funds, and CTA

Gregoriou, Greg N.; Kooli, Maher - In: The journal of asset management 18 (2017) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10011592761

Hedge fund performance using scaled Sharpe and Treynor measures

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300

Persistent link: https://www.econbiz.de/10011279837

Long/short equity hedge funds and systematic ambiguity

Gibson, Rajna; Ryabkov, Nikolay - 2014

This study presents a hedge fund portfolio choice model for an investor facing ambiguity. In the empirical section, we measure ambiguity as the cross-sectional dispersion in Industrial Production growth and in stock market return forecasts, and we construct the systematic ambiguity factors from...

Persistent link: https://www.econbiz.de/10010337996

The performance evaluation of hedge funds : a comparison of different approaches

Carretta, Alessandro; Mattarocci, Gianluca - In: New drivers of performance in a changing financial world, (pp. 14-29). 2009

Persistent link: https://www.econbiz.de/10003811130

The persistence in hedge fund performance : extended analysis

Capocci, Daniel - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 233-255

Persistent link: https://www.econbiz.de/10003901056

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