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Thousands of alpha tests
Giglio, Stefano; Liao, Yuan; Xiu, Dacheng - In: The review of financial studies 34 (2021) 7, pp. 3456-3496
Persistent link: https://www.econbiz.de/10012546389
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Man vs. machine : comparing discretionary and systematic hedge fund performance
Harvey, Campbell R.; Rattray, Sandy; Sinclair, Andrew; … - In: The journal of portfolio management : a publication of … 43 (2017) 4, pp. 55-69
Persistent link: https://www.econbiz.de/10011804461
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How the performance measures influence the evaluation of hedge funds' strategies?
Mzoughi, Hela - In: The empirical economics letters : a monthly … 18 (2019) 10, pp. 1063-1076
Persistent link: https://www.econbiz.de/10012318570
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Hedge fund alpha : cycle or sunset?
Sullivan, Rodney N. - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 55-79
Persistent link: https://www.econbiz.de/10012423014
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Hedge fund performance during and after the crisis : a comparative analysis of strategies 2007-2017
Metzger, Nicola; Shenai, Vijay - In: International Journal of Financial Studies : open … 7 (2019) 1/15, pp. 1-31
The performance of hedge funds is of interest to investors looking for ways of generating value over passive strategies, particularly in bad times. This study used the Hedge Index database with over 9500 hedge funds to analyse, in depth, the performance of ten major strategies, during and after...
Persistent link: https://www.econbiz.de/10012038535
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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
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Different strokes by different folks : the dynamics of hedge fund systematic risk exposure and performance
Huang, Ying; Chen, Carl R.; Kato, Isamu - In: International review of economics & finance : IREF 48 (2017), pp. 367-388
Persistent link: https://www.econbiz.de/10011747317
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Assessing hedge fund performance with institutional constraints : evidence from CTA funds
Molyboga, Marat; Baek, Seungho; Bilson, John F. - In: The journal of asset management 18 (2017) 7, pp. 547-565
Persistent link: https://www.econbiz.de/10011855224
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Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama; Fabozzi, Frank J. - In: Applied economics 49 (2017) 7, pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
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Skewness in hedge funds returns : classical skewness coefficients vs Azzalini's skewness parameter
Eling, Martin; Farinelli, Simone; Rossello, Damiano; … - In: International journal of managerial finance : IJMF 6 (2010) 4, pp. 290-304
Persistent link: https://www.econbiz.de/10008696271