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Evaluating hedge fund performance

Tran, Vinh Q. - 2005

Persistent link: https://www.econbiz.de/10002573029

Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds

Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106

Persistent link: https://www.econbiz.de/10012117724

Mutual fund performance when parent firms simultaneously manage hedge funds

Cici, Gjergji; Gibson, Scott; Moussawi, Rabih - In: Journal of financial intermediation 19 (2010) 2, pp. 169-187

Persistent link: https://www.econbiz.de/10003992772

The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US : an empirical investigation

Rahman, Shafiqur; Lee, Cheng F.; Xiao, Yaqing - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 91-116

Persistent link: https://www.econbiz.de/10011797024

Performance evaluation of hedge funds

Gregoriou, Greg N. (ed.); Rouah, Fabrice (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001789952

Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The journal of asset management 20 (2019) 1, pp. 15-30

Persistent link: https://www.econbiz.de/10012059737

The Impact of Benchmark Choice on US Mutual Fund Benchmark-Adjusted Performance and Ranking

B. Mateus, Irina - 2017

This study re-visits the question of benchmark mismatch among 1281 US equity mutual funds and its impact on benchmark-adjusted fund performance and ranking. All funds report S&P500 index as a prospectus benchmark, yet 2/3 of those are placed in the Morningstar category with risk and objectives...

Persistent link: https://www.econbiz.de/10012950444

Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group

Mateus, Cesario; Mateus, Irina Bezhentseva; Todorovic, … - In: Applied economics 56 (2024) 11, pp. 1268-1282

Persistent link: https://www.econbiz.de/10014470970

An econometric model of serial correlation and illiquidity in hedge fund returns

Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - In: Journal of financial economics 74 (2004) 3, pp. 529-609

Persistent link: https://www.econbiz.de/10002439293

Hedge fund performance 1990 - 2000 : do the "money machines" really add value?

Amin, Gaurav S.; Kat, Harry M. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 251-274

Persistent link: https://www.econbiz.de/10001766850

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