SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Does Size Matter in the Hedge Fund Industry?
16 references·8 citing·39 second hopsampled
Does Size Matter in the Hedge Fund Industry? (2009)Does Size Matter in the Hedge Fund Indust…Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Role of Managerial Incentives…Hedge Funds: Performance, Risk, and Capital Formation (2008)Hedge Funds: Performance, Ris…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Does function follow organiza…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Information Production and Capital Allocation: Decentralized versus Hierarchical Firms (2002)Information Production and Ca…When genius failed: the rise and fall of Long-Term Capital Management (2001)When genius failed: the rise …Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)Performance Characteristics o…Formal and Real Authority in Organizations (1997)Formal and Real Authority in …Firms, Contracts, and Financial Structure (1995)Firms, Contracts, and Financi…Property Rights and the Nature of the Firm (1990)Property Rights and the Natur…The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration (1986)The Costs and Benefits of Own…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…A Bias-Free Assessment of the Hedge Fund Industry: A New Evaluation of Total Assets, Alphas, and the Flow-Performance Relation (2020)A Bias-Free Assessment of the…Skin or Skim? Inside Investment and Hedge Fund Performance (2019)Skin or Skim? Inside Investme…Unobserved Performance of Hedge Funds (2018)Unobserved Performance of Hed…The Effect of Investment Constraints on Hedge Fund Investor Returns (2018)The Effect of Investment Cons…Dissecting Short-Sale Performance: Evidence from Large Position Disclosures (2015)Dissecting Short-Sale Perform…Fundos multimercados: desempenho, determinantes do desempenho e efeito moderador (2014)Fundos multimercados: desempe…Indirect Incentives of Hedge Fund Managers (2013)Indirect Incentives of Hedge …Do the Best Hedge Funds Hedge? (2010)Do the Best Hedge Funds Hedge?The Problem of Social Cost (1960)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)A Survey of Corporate Governance (1997)Law and Finance (1998)Investor protection and corporate governance (2000)The Nature of the Firm (1937)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Production, Information Costs and Economic Organization (1996)Unbundling Institutions (2005)Towards a Theory of Ecosystems (2018)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)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Presidential Address: Discount Rates (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**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Vertical Integration, Appropriable Rents, and the Competitive Contracting Process (1978)Comparative Economic Organization: The Analysis of Discrete Structural Alternatives (1991)Multitask Principal–Agent Analyses: Incentive Contracts, Asset Ownership, and Job Design (1991)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Common Errors: How to (and Not to) Control for Unobserved Heterogeneity (2012)Corporate Immunity to the COVID-19 Pandemic (2020)Inequality and Economic Growth: The Perspective of the New Growth Theories (1999)Economy and Society: An Outline of Interpretive Sociology (2002)Intrinsic and Extrinsic Motivation (2003)Discretionary disclosure (1983)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)A more complete conceptual framework for SME finance (2006)How does capital affect bank performance during financial crises? (2013)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1986The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration9,369 cited
  • 1990Property Rights and the Nature of the Firm5,407 cited
  • 1995Firms, Contracts, and Financial Structure4,671 cited
  • 1997Formal and Real Authority in Organizations3,119 cited
  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches2,559 cited
  • 2002Information Production and Capital Allocation: Decentralized versus Hierarchical Firms2,426 cited
  • 2005Does function follow organizational form? Evidence from the lending practices of large and small banks2,090 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,159 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 2001When genius failed: the rise and fall of Long-Term Capital Management718 cited
  • 2009Role of Managerial Incentives and Discretion in Hedge Fund Performance

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

687 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
  • Cited by

    • 2010Do the Best Hedge Funds Hedge?318 cited
    • 2013Indirect Incentives of Hedge Fund Managers41 cited
    • 2018Unobserved Performance of Hedge Funds31 cited
    • 2018The Effect of Investment Constraints on Hedge Fund Investor Returns31 cited
    • 2014Fundos multimercados: desempenho, determinantes do desempenho e efeito moderador29 cited
    • 2015Dissecting Short-Sale Performance: Evidence from Large Position Disclosures26 cited
    • 2020A Bias-Free Assessment of the Hedge Fund Industry: A New Evaluation of Total Assets, Alphas, and the Flow-Performance Relation20 cited
    • 2019Skin or Skim? Inside Investment and Hedge Fund Performance17 cited