SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Performance Evaluation and Conditioning Information: The case of Hedge Funds
16 references·5 citing·44 second hop
Performance Evaluation and Conditioning Information: The case of Hedge Funds (2002)Performance Evaluation and Conditioning I…The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…On the Performance of Hedge Funds (1999)On the Performance of Hedge F…Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance (1998)Conditioning Manager Alphas o…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …The Risk and Predictability of International Equity Returns (1993)The Risk and Predictability o…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…Time-varying conditional covariances in tests of asset pricing models (1989)Time-varying conditional cova…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…On the Contrarian Investment Strategy (1988)On the Contrarian Investment …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…An equilibrium model of the international capital market (1974)An equilibrium model of the i…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Multi-moment risk, hedging strategies, & the business cycle (2018)Multi-moment risk, hedging st…The performance persistence of equity long/short hedge funds (2009)The performance persistence o…Conditionally fitted Sharpe performance with an application to hedge fund rating (2009)Conditionally fitted Sharpe p…A Survey of the Literature on Hedge Fund Performance (2004)A Survey of the Literature on…Evaluating Hedge Fund Performance (2003)Evaluating Hedge Fund Perform…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)A Note on Uncertainty and Indifference Curves (1969)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)The Performance of Mutual Funds in the Period 1945-1964 (1968)The Pricing of Options and Corporate Liabilities (1973)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Fund Benchmarks: A Risk-Based Approach (2004)The Strategic and Tactical Value of Commodity Futures (2006)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Hedge Funds and the Technology Bubble (2004)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)A Theory of the Term Structure of Interest Rates (1985)Market Integration and Contagion (2005)Common Risk Factors in Currency Markets (2011)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
  • 1974An equilibrium model of the international capital market1,130 cited
  • 1993The Risk and Predictability of International Equity Returns1,065 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1989Time-varying conditional covariances in tests of asset pricing models851 cited
  • 1991Financial Investment Opportunities and the Macroeconomy844 cited
  • 1999On the Performance of Hedge Funds547 cited
  • 1988On the Contrarian Investment Strategy540 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1998
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
430 cited

Cited by

  • 2009Conditionally fitted Sharpe performance with an application to hedge fund rating27 cited
  • 2003Evaluating Hedge Fund Performance26 cited
  • 2018Multi-moment risk, hedging strategies, & the business cycle26 cited
  • 2004A Survey of the Literature on Hedge Fund Performance23 cited
  • 2009The performance persistence of equity long/short hedge funds22 cited