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Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds

Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106

Persistent link: https://www.econbiz.de/10012117724

Emergent new finance : hedge funds and private equity funds in East Asia

Robertson, Justin - In: Journal of the Asia Pacific economy 22 (2017) 4, pp. 626-646

Persistent link: https://www.econbiz.de/10011747196

Persistent doubt : an examination of hedge fund performance

González, María dela O.; Papageorgiou, Nicolas A.; … - In: European financial management : the journal of the … 22 (2016) 4, pp. 613-639

Persistent link: https://www.econbiz.de/10011713053

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

Efficiency and persistence of Spanish absolute Return Funds

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 186-214

Performance measurement is an area of crucial interest in asset valuation and investment management. High volatility as well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of performance. In this work, we study the performance of...

Persistent link: https://www.econbiz.de/10011870722

What drives the high moments of hedge fund returns?

Baker, H. Kent; Chkir, Imed Eddine; Saadi, Samir; … - In: Applied economics 49 (2017) 8, pp. 738-755

Persistent link: https://www.econbiz.de/10011810885

Liquidity provision and the cross section of hedge fund returns

Jame, Russell - In: Management science : journal of the Institute for … 64 (2018) 7, pp. 3288-3312

Persistent link: https://www.econbiz.de/10011899770

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2199-2225

Persistent link: https://www.econbiz.de/10011959083

The peer performance ratios of hedge funds

Ardia, David; Boudt, Kris - In: Journal of banking & finance 87 (2018), pp. 351-368

Persistent link: https://www.econbiz.de/10011962560

Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect

Caglayan, Mustafa O.; Celiker, Umut; Sonaer, Gokhan - In: Journal of banking & finance 92 (2018), pp. 51-66

Persistent link: https://www.econbiz.de/10011964530