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Beta Active Hedge Fund Management
Duanmu, Jun - 2017
deliver superior long term out-of-sample performance compared to top alpha active managers. Beta Activity successfully …
Persistent link: https://www.econbiz.de/10012975391
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Beta active hedge fund management
Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
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Factors that affect the performance of distressed securities hedge funds
Bontschev, Georgi; Eling, Martin - In: Journal of derivatives & hedge funds 19 (2013) 3, pp. 159-180
Persistent link: https://www.econbiz.de/10010259439
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Hedge fund performance in Japan
Kanuri, Srinidhi - In: Review of Pacific Basin financial markets and policies 23 (2020) 3, pp. 2050023-1-2050023-18
Persistent link: https://www.econbiz.de/10012422516
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Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
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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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Where have all the alphas gone? : a meta-analysis of hedge fund performance
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2024
We examine the factors influencing published estimates of hedge fund performance. Using a sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the "alphas") collected from 74 studies, we document a strong downward trend in the reported alphas. The trend...
Persistent link: https://www.econbiz.de/10014521048
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Where have all the alphas gone? : a meta-analysis of hedge fund performance
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2024
Persistent link: https://www.econbiz.de/10014520910
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Alternative investments : is it a solution to the funding shortage of US public pension plans?
Peng, Jun; Wang, Qiushi - In: Journal of pension economics and finance : JPEF 19 (2020) 4, pp. 491-510
Persistent link: https://www.econbiz.de/10012307231
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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