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The risk of informationless investing: hedge fund performance measurement bias

Weisman, Andrew B. - In: The Handbook of risk, (pp. 247-264). 2003

Persistent link: https://www.econbiz.de/10001739154

Funds of hedge funds : performance, risk and capital formation 2005 to 2010

Edelman, Daniel; Fung, William; Hsieh, David A.; Naik, … - In: Financial markets and portfolio management 26 (2012) 1, pp. 87-108

Persistent link: https://www.econbiz.de/10009553665

Risk and return in hedge funds and funds-of-Hedge funds : a cross-sectional approach

Lee, Hee Soo - In: Australasian accounting business and finance journal : AABF 6 (2012) 3, pp. 43-64

Persistent link: https://www.econbiz.de/10010244265

Hedge funds, fund attributes and risk adjusted returns

Soydemir, Gökçe A.; Smolarski, Jan; Shin, Sangheon - In: Journal of economics and finance 38 (2014) 1, pp. 133-149

Persistent link: https://www.econbiz.de/10010387955

Hedge Funds, Fund Attributes and Risk Adjusted Returns

Soydemir, Gokce - 2011

hedge fund performance based on risk adjusted returns. Using data from 3,571 hedge funds over a 15 year period, we find that … risk adjusted returns should not focus on hurdle rates …

Persistent link: https://www.econbiz.de/10013122045

Evaluating hedge fund performance

Tran, Vinh Q. - 2005

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

The prospective low risk hedge fund capital allocation line model : evidence from the debt market

Vukovic, Darko B.; Prosin, Victor - In: Oeconomia Copernicana 9 (2018) 3, pp. 419-439

Persistent link: https://www.econbiz.de/10012230204

On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics

Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15

Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in … such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from … the imperfect correlation between the underlying fund and its corresponding hedging instruments. The current work …

Persistent link: https://www.econbiz.de/10011890772

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

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