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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

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

Generalized runs tests to detect randomness in hedge funds returns

Hentati-Kaffel, Rania; De Peretti, Philippe - In: Journal of banking & finance 50 (2015), pp. 608-615

Persistent link: https://www.econbiz.de/10010510178

Detecting performance persistence of hedge funds

Hentati-Kaffel, Rania; De Peretti, Philippe - In: Economic modelling 47 (2015), pp. 185-192

Persistent link: https://www.econbiz.de/10011439064

Hedge fund return, volatility asymmetry, and systemic effects : a higher-moment factor-EGARCH model

Elyasiani, Elyas; Mansur, Iqbal - In: Journal of financial stability 28 (2017), pp. 49-65

Persistent link: https://www.econbiz.de/10011825507

Testing the skill of mutual fund managers : evidence from India

Sharma, Prateek; Paul, Samit - In: Managerial finance 41 (2015) 8, pp. 806-824

Persistent link: https://www.econbiz.de/10011336598

Skill differences in corporate acquisitions

Jaffe, Jeffrey F.; Pedersen, David; Voetmann, Torben - In: The journal of corporate finance : contracting, … 23 (2013), pp. 166-181

Persistent link: https://www.econbiz.de/10010239035

Short-term hedge fund performance

Slavutskaya, Anna - In: Journal of banking & finance 37 (2013) 11, pp. 4404-4431

Persistent link: https://www.econbiz.de/10010247030

Entrepreneurship persistence with and without personnel : the role of human capital and previous unemployment

Millán Morera de la Vall, José María; Congregado, Emilio - In: International entrepreneurship and management journal 10 (2014) 1, pp. 187-206

Persistent link: https://www.econbiz.de/10010437099

Experience, skill composition, and the persistence of unemployment fluctuations

Gorry, Aspen; Munro, David; Vom Lehn, Christian - In: Labour economics : official journal of the European … 63 (2020), pp. 28-42

Persistent link: https://www.econbiz.de/10012238989