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Investing in Hedge Funds when Returns are Predictable

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References

1993Common risk factors in the returns on stocks and bonds26,615 cited
1989Business conditions and expected returns on stocks and bonds3,934 cited
1986Predicting returns in the stock and bond markets1,715 cited
2000Investing for the Long Run when Returns Are Predictable1,372 cited
2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
1996On the Predictability of Stock Returns: An Asset-Allocation Perspective786 cited
2001Characteristics of Risk and Return in Risk Arbitrage765 cited
2009Role of Managerial Incentives and Discretion in Hedge Fund Performance687 cited
2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
2002Stock return predictability and model uncertainty636 cited
2000Portfolio Selection and Asset Pricing Models611 cited

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2000Multi-Period Performance Persistence Analysis of Hedge Funds600 cited

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2009Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution334 cited