Similar Search Results

Volatility of aggregate volatility and hedge funds returns

Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: June 7, 2015

This paper investigates empirically whether uncertainty about volatility of the market portfolio can explain the performance of hedge funds both in the cross-section and over time. We measure uncertainty about volatility of the market portfolio via volatility of aggregate volatility (VOV) and...

Persistent link: https://www.econbiz.de/10011308590

Fooling some of the people all of the time : the inefficient performance and persistence of commodity trading advisors

Bhardwaj, Geetesh; Gorton, Gary; Rouwenhorst, K. Geert - In: The review of financial studies 27 (2014) 11, pp. 3099-3132

Persistent link: https://www.econbiz.de/10010530184

A performance evaluation model for global macro funds

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 161-172

Persistent link: https://www.econbiz.de/10010532770

Hedge fund performance using scaled Sharpe and Treynor measures

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300

Persistent link: https://www.econbiz.de/10011279837

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

The relation between manager description and fund performance : evidence from emerging market hedge funds

Peltomäki, Jarkko - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 52-70

Persistent link: https://www.econbiz.de/10010463005

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

Illuminating hedge fund returns to improve portfolio construction

Mladina, Peter - In: The journal of portfolio management : a publication of … 41 (2015) 3, pp. 127-139

Persistent link: https://www.econbiz.de/10011294674

Flows, price pressure, and hedge fund returns

Ahoniemi, Katja; Jylhä, Petri - In: Financial analysts' journal : FAJ 70 (2014) 5, pp. 73-93

Persistent link: https://www.econbiz.de/10010529027

Hedge fund return higher moments over the business cycle

Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97

Persistent link: https://www.econbiz.de/10012198849