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The low return distortion of the Sharpe ratio
Auer, Benjamin R. - In: Financial markets and portfolio management 27 (2013) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10009780275
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Spanning tests for assets with option-like payoffs : the case of hedge funds
Karehnke, Paul; Roon, Frans de - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5969-5989
Persistent link: https://www.econbiz.de/10012391489
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Do Funds-of-Funds Deserve Their Fees-on-Fees?
Ang, Andrew - 2008
Since the after-fee returns of funds-of-funds are, on average, lower than hedge fund returns, it is easy to conclude that funds-of-funds do not add value compared to hedge funds. However, funds-of-funds should not be evaluated relative to hedge fund returns in publicly reported databases....
Persistent link: https://www.econbiz.de/10012464705
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Playing favorites : conflicts of interest in mutual fund management
Del Guercio, Diane; Genç, Egemen; Tran, Hai - In: Journal of financial economics 128 (2018) 3, pp. 535-557
Persistent link: https://www.econbiz.de/10011981191
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The predictability of alternative UCITS fund returns
Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: The journal of alternative investments 22 (2019) 1, pp. 76-95
Persistent link: https://www.econbiz.de/10012106886
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Thriving in a disrupted market : a study of Chinese hedge fund performance
Huang, Ying; Yao, Juan; Zhu, Yu - In: Pacific-Basin finance journal 48 (2018), pp. 210-223
Persistent link: https://www.econbiz.de/10012028056
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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
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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
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Decreasing returns or mean-reversion of luck? : the case of private equity fund growth
Rossi, Andrea - 2017 - Current Draft November 2017
Persistent link: https://www.econbiz.de/10011968963
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Can investors benefit from the performance of alternative UCITS funds?
Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: Financial markets and portfolio management 31 (2017) 1, pp. 69-111
Persistent link: https://www.econbiz.de/10011944596