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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

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

Beyond mean-variance : assessing hedge fund performance in a non-parametric world

Hassouni, Afrae; Pirotte, Hugues - In: Financial markets and portfolio management 36 (2022) 4, pp. 473-488

Persistent link: https://www.econbiz.de/10013431703

Do fund managers time momentum? : evidence from mutual fund and hedge fund returns

Wang, Feifei; Zheng, Lingling - In: European financial management : the journal of the … 30 (2024) 1, pp. 55-91

Persistent link: https://www.econbiz.de/10014470412

Return Based Style Analysis of Equity Market Neutral Hedge Funds

Guirguis, Michel - 2020

weights of taking a short position in different assets can be positive or negative. A market neutral strategy combines both … long and short positions. The net exposure is equal to zero. The purpose of using such strategy is to eliminate the market … the correlation structure of different segment or industries and accordingly aligns his/her investment strategy to buy or …

Persistent link: https://www.econbiz.de/10012833472

Hedge fund incentives, management commitment and survivorship

Qiu, Judy; Tang, Leilei; Walter, Ingo - In: Financial markets and portfolio management 32 (2018) 2, pp. 115-142

Persistent link: https://www.econbiz.de/10011951936

Evaluating investments using higher moments

Diro Ejara, Demissew - In: Modern economy 7 (2016) 3, pp. 320-326

Persistent link: https://www.econbiz.de/10011548758

Algorithmic trading : Analyse von computergesteuerten Prozessen im Wertpapierhandel unter Verwendung der Multifaktorenregression

Gomolka, Johannes - 2011

Persistent link: https://www.econbiz.de/10009151996

Benchmarkorientierte Portfolio-Strategien

Braun, Thomas; Reiß, Ariane - 2001

Persistent link: https://www.econbiz.de/10001682904

Hedge funds for retail investors? : an examination of hedged mutual funds

Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - 2007 - First version: March 10, 2006, Current version: May 9, 2007

Recently there has been a rapid growth in the assets managed by "hedged mutual funds" - mutual funds mimicking hedge funds strategies. In this paper, we examine the performance of these funds relative to hedge funds and traditional mutual funds. We find that despite their use of similar trading...

Persistent link: https://www.econbiz.de/10009525975