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Investing in Hedge Funds when Returns are Predictable · Study

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PreprintInvesting in Hedge Funds when Returns are Predictable

Doron Avramov2007

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Preprintgreen2007

Investing in Hedge Funds when Returns are Predictable

Doron Avramov · Robert L. Kosowski · Narayan Y. Naik · Melvyn Teo

26 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Private Equity and Venture Capital

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References

1993Common risk factors in the returns on stocks and bonds 1989Business conditions and expected returns on stocks and bonds 1986Predicting returns in the stock and bond markets 2000Investing for the Long Run when Returns Are Predictable 2003Risks and Portfolio Decisions Involving Hedge Funds 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers 1999The Performance of Hedge Funds: Risk, Return, and Incentives 2004Hedge Fund Benchmarks: A Risk-Based Approach

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2009Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution

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2006Investing in mutual funds when returns are predictable☆article · 19 shared references 2010Hedge funds, managerial skill, and macroeconomic variables☆article · 19 shared references 2011Do hedge funds' exposures to risk factors predict their future returns?article · 14 shared references 2010Bayesian Portfolio Analysisreview · 14 shared references 2010Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluationarticle · 13 shared references 2005Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluationpreprint · 13 shared references

Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.966321

openalex_workW1493742802

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