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The Effect of Investment Constraints on Hedge Fund Investor Returns
Joenväärä, Juha - 2018
This paper examines the effect of investor-level real-world investment constraints, including several which had not been studied before, on hedge fund performance and its persistence. Using a large consolidated database, we demonstrate that hedge fund performance persistence is significantly...
Persistent link: https://www.econbiz.de/10012938196
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Liquid alternative mutual funds versus hedge funds : returns, risk factors, and diversification
Hartley, Jonathan S. - In: The journal of alternative investments 22 (2019) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10012106879
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Hedge fund performance attribution under various market conditions
Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 56 (2018), pp. 221-237
Persistent link: https://www.econbiz.de/10012006267
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The effect of investment constraints on hedge fund investor returns
Joenväärä, Juha; Kosowski, Robert L.; Tolonen, Pekka - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1539-1571
Persistent link: https://www.econbiz.de/10012139933
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Do hedge funds bet against beta?
Malachov, Aleksej; Riley, Timothy B.; Yan, Qing - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
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Revisiting The Myopic-Activists Claim of Short-Termism : Assessing The Long-Term Effects of Hedge Fund Activists on Firm Operational Performance
Malka, Shalom Charles; Tran, Tuan - 2022
This paper revisits the short-termism argument by focusing on the long-term effects of hedge fund activists on firm operational performance. We find evidence that hedge fund effects are positively related to firm performance and are long-term. Moreover, such effects continue well into the...
Persistent link: https://www.econbiz.de/10014238232
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Three Essays on Hedge Funds
Slavutskaya, Anna - 2014
Persistent link: https://www.econbiz.de/10010502978
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A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo; Chen, Jiaqi; Yang, Zhibin; Tindall, Michael L. - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
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Nichtlineare Modellierung von Hedge-Fonds-Renditen : Eine empirische Untersuchung mit Hilfe des Bayesschen Strukturbruchmodells
Thies, Sven - 2018 - 1. Auflage
Persistent link: https://www.econbiz.de/10012522771
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Investigating hedge fund performance
Huber, Otto - 2011
-adjustierten Performance von Hedgefonds befassen. Eine mögliche Konsequenz des veränderten Umfeldes ist eine Reduktion der risikoadjustierten … Performance (Alpha) von Hedgefonds. Entgegen dieser Hypothese zeigen die Resultate des ersten Aufsatzes ein positives historisches … empirische Bestätigung für Kapazitätsbeschränkungen. Der zweite Aufsatz befasst sich mit der Performancepersistenz von Hedgefonds …
Persistent link: https://www.econbiz.de/10008989038