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Do Funds-of-Funds Deserve Their Fees-on-Fees?
16 references·9 citing·34 second hop
Do Funds-of-Funds Deserve Their Fees-on-Fees? (2008)Do Funds-of-Funds Deserve Their Fees-on-F…Information and the Cost of Capital (2004)Information and the Cost of C…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…An econometric model of serial correlation and illiquidity in hedge fund returns (2004)An econometric model of seria…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…International Asset Allocation With Regime Shifts (2002)International Asset Allocatio…The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)Performance Characteristics o…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)Consumption and Portfolio Dec…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …On the Predictability of Stock Returns: An Asset‐Allocation Perspective (1996)On the Predictability of Stoc…Global Portfolio Optimization (1992)Global Portfolio OptimizationA Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…The Subsidy to Infrastructure as an Asset Class (2018)The Subsidy to Infrastructure…Efficiently Inefficient Markets for Assets and Asset Management (2015)Efficiently Inefficient Marke…Institutional Investment and Intermediation in the Hedge Fund Industry (2013)Institutional Investment and …Home Bias and Local Contagion: Evidence from Funds of Hedge Funds (2013)Home Bias and Local Contagion…The Value of Funds of Hedge Funds: Evidence from Their Holdings (2012)The Value of Funds of Hedge F…Hedge Fund Leverage (2010)Hedge Fund LeverageAgency Problems in Target-Date Funds (2010)Agency Problems in Target-Dat…Performance of Funds of Hedge Funds (2008)Performance of Funds of Hedge…High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice (2004)High-Water Marks: High Risk A…Optimum consumption and portfolio rules in a continuous-time model (1971)A Theory of the Term Structure of Interest Rates (1985)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to Measuring Financial Contagion (2003)Market Integration and Contagion (2005)How Sovereign Is Sovereign Credit Risk? (2011)Disappointment in Decision Making Under Uncertainty (1985)Prospect theory: An analysis of decision under risk (1988)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Strategic and Tactical Value of Commodity Futures (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Continuous Auctions and Insider Trading (1985)The Cross-Section of Expected Stock Returns (1992)Information Uncertainty and Stock Returns (2006)Liquidity and Asset Prices (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)
this work references cited by second hop

References

  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 1992Global Portfolio Optimization1,846 cited
  • 2002International Asset Allocation With Regime Shifts1,779 cited
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 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
  • 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
  • 1989An Econometric Analysis of Nonsynchronous Trading798 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited

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  • 1996On the Predictability of Stock Returns: An Asset‐Allocation Perspective730 cited
  • Cited by

    • 2004High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice58 cited
    • 2010Hedge Fund Leverage36 cited
    • 2013Home Bias and Local Contagion: Evidence from Funds of Hedge Funds32 cited
    • 2008Performance of Funds of Hedge Funds30 cited
    • 2012The Value of Funds of Hedge Funds: Evidence from Their Holdings27 cited
    • 2015Efficiently Inefficient Markets for Assets and Asset Management25 cited
    • 2013Institutional Investment and Intermediation in the Hedge Fund Industry21 cited
    • 2010Agency Problems in Target-Date Funds18 cited
    • 2018The Subsidy to Infrastructure as an Asset Class13 cited