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Testing for random walk and structural breaks in hedge funds returns
Cerrato, Mario; Iannelli, Andrea - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003344293
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Asymmetric returns : the future of active asset management
Ineichen, Alexander; Ineichen, Alexander M. - 2007
Persistent link: https://www.econbiz.de/10003344571
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Hedge funds : risk and return
Malkiel, Burton G.; Saha, Atanu - 2004
Persistent link: https://www.econbiz.de/10003834800
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The hedge fund game : incentives, excess returns, and performance, mimics
Foster, Dean P.; Young, H. Peyton - 2008
Persistent link: https://www.econbiz.de/10003807054
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The hedge fund game : incentives, excess returns, and performance mimics
Foster, Dean P.; Young, H. Peyton - 2008
Persistent link: https://www.econbiz.de/10003807418
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Measurement biases in hedge fund performance data : an update
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 65 (2009) 3, pp. 36-38
Persistent link: https://www.econbiz.de/10003863865
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Are "market neutral" hedge funds really market neutral?
Patton, Andrew J. - In: The review of financial studies 22 (2009) 7, pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
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How smart are the smart guys? : a unique view from hedge fund stock holdings
Griffin, John M.; Xu, Jin - In: The review of financial studies 22 (2009) 7, pp. 2531-2570
Persistent link: https://www.econbiz.de/10003866776
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A dynamic model for the correlation of hedge fund and market returns
Pasin, Julián F. - 2007
Persistent link: https://www.econbiz.de/10003820514
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The gross truth about hedge fund performance and risk : the impact of incentive fees
Brooks, Chris; Clare, Andrew D.; Motson, Nick - In: Journal / The Capco Institute : journal of financial … 24 (2008), pp. 33-42
Persistent link: https://www.econbiz.de/10003825487