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Trends everywhere? : the case of hedge fund styles

Chevalier, Charles; Darolles, Serge - In: The journal of asset management 20 (2019) 6, pp. 442-468

Persistent link: https://www.econbiz.de/10012125380

Emergent new finance : hedge funds and private equity funds in East Asia

Robertson, Justin - In: Journal of the Asia Pacific economy 22 (2017) 4, pp. 626-646

Persistent link: https://www.econbiz.de/10011747196

Tail risk in hedge funds : a unique view from portfolio holdings

Agarwal, Vikas; Ruenzi, Stefan; Weigert, Florian - In: Journal of financial economics 125 (2017) 3, pp. 610-636

Persistent link: https://www.econbiz.de/10011751864

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

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2199-2225

Persistent link: https://www.econbiz.de/10011959083

Liquidity provision and the cross section of hedge fund returns

Jame, Russell - In: Management science : journal of the Institute for … 64 (2018) 7, pp. 3288-3312

Persistent link: https://www.econbiz.de/10011899770

Efficiency and persistence of Spanish absolute Return Funds

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 186-214

well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of … the problems arising from the non-normality of their returns, since non-gaussian returns do not pose a problem in Data …

Persistent link: https://www.econbiz.de/10011870722

Persistent doubt : an examination of hedge fund performance

González, María dela O.; Papageorgiou, Nicolas A.; … - In: European financial management : the journal of the … 22 (2016) 4, pp. 613-639

Persistent link: https://www.econbiz.de/10011713053

Chapter 14. Investment Performance: A Review and Synthesis

Ferson, Wayne E. - 2013

This chapter provides a perspective on the rapidly developing literature on investment performance evaluation. I use the stochastic discount factor approach to present and critique current performance measurement techniques in a unified setting. I offer a number of suggestions to improve...

Persistent link: https://www.econbiz.de/10014025364

Beyond mean-variance : assessing hedge fund performance in a non-parametric world

Hassouni, Afrae; Pirotte, Hugues - In: Financial markets and portfolio management 36 (2022) 4, pp. 473-488

Persistent link: https://www.econbiz.de/10013431703

Hedge fund flows and performance streaks : how investors weigh information

Baquero, Guillermo; Verbeek, Marno - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4151-4172

Persistent link: https://www.econbiz.de/10013369033