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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 financial crisis and hedge funds returns

Bollen, Nicolas P. B. - In: Review of derivatives research 14 (2011) 2, pp. 117-135

Persistent link: https://www.econbiz.de/10009272486

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - 2016 - This draft: March 2016

We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets, but is not persistent following strong markets. Specifically, we construct two performance measures, DownsideReturns and UpsideReturns, conditioned on the level of overall hedge fund sector...

Persistent link: https://www.econbiz.de/10011500226

Smart money, dumb money, and capital market anomalies

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10011480515

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

Hedge funds and stock market efficiency

Kokkonen, Joni; Suominen, Matti - In: Management science : journal of the Institute for … 61 (2015) 12, pp. 2890-2904

Persistent link: https://www.econbiz.de/10011413502

Risk and beta anatomy in the hedge fund industry

Savona, Roberto - In: The European journal of finance 20 (2014) 1/3, pp. 1-32

Persistent link: https://www.econbiz.de/10010462222

Should hedge funds be cautious reporting high returns?

Auer, Benjamin R. - In: Research in international business and finance 30 (2014), pp. 195-201

Persistent link: https://www.econbiz.de/10010390267

Hedge funds and market anomalies

Lawson, Daniel T.; Boldin, Robert J.; Økland, Tore - In: International journal of economics and finance 7 (2015) 6, pp. 17-24

Persistent link: https://www.econbiz.de/10011292408

Death and the life hereafter : a study of the subsequent hedge funds

Yao, Juan; Wu, Bochen; Gao, Yang - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819380