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Do hedge fund managers understand politics? : political sensitivity and investment skill

Chen, Honghui; Kumar, Alok; Lu, Yan; Singh, Ajai K. - In: Journal of banking & finance 135 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013401893

Evaluating the performance of hedge funds using two-stage pper group benchmarks

Wilkens, Marco; Yao, Juan; Oehler, Patrick J.; … - In: The journal of asset management 16 (2015) 4, pp. 272-291

Persistent link: https://www.econbiz.de/10011413386

The profiles of merged hedge funds, funds of hedge funds, and CTA

Gregoriou, Greg N.; Kooli, Maher - In: The journal of asset management 18 (2017) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10011592761

A model-free identification of relative risk

Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012228132

Chinese hedge funds : performance and risk exposures

Ling, Yun; Yao, Juan; Liu, Weidi - In: The Chinese economy 48 (2015) 5, pp. 330-350

Persistent link: https://www.econbiz.de/10011404583

Long/short equity hedge funds and systematic ambiguity

Gibson, Rajna; Ryabkov, Nikolay - 2014

This study presents a hedge fund portfolio choice model for an investor facing ambiguity. In the empirical section, we measure ambiguity as the cross-sectional dispersion in Industrial Production growth and in stock market return forecasts, and we construct the systematic ambiguity factors from...

Persistent link: https://www.econbiz.de/10010337996