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11
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
Saved in:
12
Introducing the normal equivalent to evaluate hedge fund performance
Hood, Matthew
-
2006
Persistent link: https://www.econbiz.de/10008648528
Saved in:
13
Fooling some of the people all of the time : the inefficient performance and persistence of commodity trading advisors
Bhardwaj, Geetesh
;
Gorton, Gary
;
Rouwenhorst, K. Geert
- In:
The review of financial studies
27
(
2014
)
11
,
pp. 3099-3132
Persistent link: https://www.econbiz.de/10010530184
Saved in:
14
The impact of non-normality risks and tactical trading on hedge fund alphas
Kat, Harry M.
;
Miffre, Joe͏̈lle
- In:
The journal of alternative investments
10
(
2007/08
)
4
,
pp. 8-22
Persistent link: https://www.econbiz.de/10003720761
Saved in:
15
Are there benefits from dynamic asset allocation strategies across hedge funds?
Switzer, Lorne N.
;
Omelchak, Andrey
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
3
,
pp. 116-120
Persistent link: https://www.econbiz.de/10009129541
Saved in:
16
Alternative investments : is it a solution to the funding shortage of US public pension plans?
Peng, Jun
;
Wang, Qiushi
- In:
Journal of pension economics and finance : JPEF
19
(
2020
)
4
,
pp. 491-510
Persistent link: https://www.econbiz.de/10012307231
Saved in:
17
Beating buffet with hedge funds
Johnston, Ken
;
Hatem, John J.
;
Gross, Jessica
;
Sharpe, Jamie
- In:
Journal of business and economic perspectives
49
(
2022
)
1
,
pp. 10-34
Persistent link: https://www.econbiz.de/10013438440
Saved in:
18
Optimal hedge fund style allocation under higher moments
Bacmann, Jean-François
;
Pache, Sébastien
- In:
Intelligent hedge fund investing
,
(pp. 393-421)
.
2004
Persistent link: https://www.econbiz.de/10003286940
Saved in:
19
Market neutral hedge funds strategies : are they really neutral?
Ribeiro, Mafalda M.
;
Machado-Santos, C.
- In:
European journal of finance and banking research
4
(
2011
)
4
,
pp. 11-22
Persistent link: https://www.econbiz.de/10009510949
Saved in:
20
Portfolio optimization in hedge funds by OGARCH and Markov switching model
Luo, Cuicui
;
Seco, Luis
;
Wu, Lin-Liang Bill
- In:
Omega : the international journal of management science
57
(
2015
),
pp. 34-39
Persistent link: https://www.econbiz.de/10011416043
Saved in:
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