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Emerging market hedge funds: Do they perform like regular hedge funds?
16 references·1 citing·34 second hop
Emerging market hedge funds: Do they perform like regular hedge funds? (2009)Emerging market hedge funds: Do they perf…Does the choice of performance measure influence the evaluation of hedge funds? (2007)Does the choice of performanc…Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value? (2003)Hedge Fund Performance 1990-2…The Statistics of Sharpe Ratios (2002)The Statistics of Sharpe Rati…The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2002)The Statistical Properties of…Risk Management for Hedge Funds: Introduction and Overview (2001)Risk Management for Hedge Fun…Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)Performance Characteristics o…On the Performance of Hedge Funds (2000)On the Performance of Hedge F…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…On the Performance of Hedge Funds (1999)On the Performance of Hedge F…Offshore Hedge Funds: Survival and Performance, 1989–95 (1999)Offshore Hedge Funds: Surviva…A primer on hedge funds (1999)A primer on hedge fundsRisk-Adjusted Performance (1997)Risk-Adjusted PerformanceOffshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Surviva…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Performance Hypothesis Testin…Mutual Fund Performance (1966)Mutual Fund PerformanceGeographical focus in emerging markets and hedge fund performance (2011)Geographical focus in emergin…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrapolation, and Risk (1994)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Risks and Portfolio Decisions Involving Hedge Funds (2003)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Just How Much Do Individual Investors Lose by Trading? (2008)On estimating the expected return on the market (1980)The Econometrics of Financial Markets (1997)Robust performance hypothesis testing with the Sharpe ratio (2008)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Econometrics of Financial Markets (2012)An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Hedge Fund Benchmarks: A Risk-Based Approach (2004)Performance Persistence (1995)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Common risk factors in the returns on stocks and bonds (1993)Hedge Funds and the Technology Bubble (2004)The Performance of Mutual Funds in the Period 1945-1964 (1968)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)… and the Cross-Section of Expected Returns (2015)Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)On Persistence in Mutual Fund Performance (1997)Socially Responsible Mutual Funds (corrected) (2000)Portfolio Performance Manipulation and Manipulation-proof Performance Measures (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1966Mutual Fund Performance4,089 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited
  • 2002The Statistics of Sharpe Ratios856 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • 1997Risk-Adjusted Performance581 cited
  • 1999On the Performance of Hedge Funds547 cited
  • 1999Offshore Hedge Funds: Survival and Performance, 1989–95510 cited
  • 2002The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors458 cited
  • 2007Does the choice of performance measure influence the evaluation of hedge funds?424 cited
  • 2001Risk Management for Hedge Funds: Introduction and Overview379 cited
  • 1999A primer on hedge funds354 cited
  • 2003Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?334 cited

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On the Performance of Hedge Funds
284 cited

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  • 2011Geographical focus in emerging markets and hedge fund performance15 cited