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The option CAPM and the performance of hedge funds

Díez de los Ríos, Antonio; Garcia, René - In: Review of derivatives research 14 (2011) 2, pp. 137-167

Persistent link: https://www.econbiz.de/10009272484

The bias ratio as a hedge fund fraud indicator : an empirical performance study under different economic conditions

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 4, pp. 867-896

Persistent link: https://www.econbiz.de/10010393444

Investing in hedge funds : risks, returns, and performance measurement

Koh, Francis C. C.; Koh, Winston T. H.; Lee, David Kuo Chuen - In: Hedge funds : insights in performance measurement, risk …, (pp. 341-364). 2005

Persistent link: https://www.econbiz.de/10003138025

The performance of hedge funds in the presence of errors in variables

Coën, Alain; Desfleurs, Aurélie; Hübner, Georges; … - In: Hedge funds : insights in performance measurement, risk …, (pp. 381-401). 2005

Persistent link: https://www.econbiz.de/10003138068

The effects of management and provision accounts on hedge fund returns

Darolles, Serge; Gouriéroux, Christian - 2013

Persistent link: https://www.econbiz.de/10010342675

Important Hedge Fund Strategies

Jain, Sameer - 2013

Hedge fund investment strategies tend to be quite different from the strategies followed by traditional money managers. Moreover, in principle every hedge fund follows its own proprietary strategy. This means that hedge funds are a very heterogeneous group. There are, however, a number of...

Persistent link: https://www.econbiz.de/10013093795

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

CEO Hedging Opportunities and the Weighting of Performance Measures in Compensation Contracts

Hung, Shengmin - 2019

This study examines the rather controversial practice of managerial hedging, which allows CEOs to delink their …, we find that in the presence of managerial hedging opportunities, accounting-based performance measures receive more … results are more pronounced when managerial hedging needs are high. Regarding the effects of earnings management resulting …

Persistent link: https://www.econbiz.de/10012869728

Risk and Return of Equity Index Collar Strategies

Israelov, Roni - 2017

Equity index collar strategies are often perceived as a way for investors, at little to no cost, to exchange some upside exposure for reduced losses on the downside. That perception may be accurate if one considers only the net dollar cost of the strategy's initial option trades, but it fails to...

Persistent link: https://www.econbiz.de/10012970450

Beta Hedging : Performance Measures, Momentum Weighting, and Rebalancing Effects

Nadler, Daniel - 2018

We discuss various performance measures of beta hedging and offer a new synthetic criterion that accounts for both risk … high-growth technology stocks. For these portfolios, beta hedging always outperforms market-neutral hedging. We find that …, though, beta hedging with equal weighting of long assets has a better performance …

Persistent link: https://www.econbiz.de/10012920957