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Do hedge funds reduce idiosyncratic risk?

Kang, Namho; Kondor, Péter; Sadka, Ronnie - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 4, pp. 843-877

Persistent link: https://www.econbiz.de/10010486542

The effects of drawdown risk reduction on the US hedge funds

Tavakoli Baghdadabad, Mohammad Reza - In: Journal of derivatives & hedge funds 19 (2013) 1, pp. 50-73

Persistent link: https://www.econbiz.de/10009782529

Tournament behavior in hedge funds : high-water marks, fund liquidation, and mangerial stake

Aragon, George O.; Nanda, Vikram - In: The review of financial studies 25 (2012) 3, pp. 937-974

Persistent link: https://www.econbiz.de/10009515764

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

Economic policy uncertainty and stock return momentum

Goel, Garima; Dash, Saumya Ranjan; Mata, Mário Nuno; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-17

This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper coverage of policy-related issues, and momentum profits. Momentum remains an unexplained anomaly. Our findings reveal a statistically negative association between EPU and hedge...

Persistent link: https://www.econbiz.de/10012520194