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On the Role of Hedge Funds in Institutional Portfolios
16 references·0 citing·40 second hop
On the Role of Hedge Funds in Institutional Portfolios (2004)On the Role of Hedge Funds in Institution…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…Hedge Funds with Style (2003)Hedge Funds with StyleRisk in Fixed-Income Hedge Fund Styles (2002)Risk in Fixed-Income Hedge Fu…Portfolio Optimization and Hedge Fund Style Allocation Decisions (2002)Portfolio Optimization and He…Hedge-Fund Benchmarks: Information Content and Biases (2002)Hedge-Fund Benchmarks: Inform…Style Timing (2000)Style TimingDoes Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? (2000)Does Asset Allocation Policy …Crisis and Risk Management (2000)Crisis and Risk ManagementThe Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Portfolio Advice for a Multifactor World (1999)Portfolio Advice for a Multif…A primer on hedge funds (1999)A primer on hedge fundsPairs Trading: Performance of a Relative Value Arbitrage Rule (1998)Pairs Trading: Performance of…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …The Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Determinants of Portfolio Performance (1986)Determinants of Portfolio Per…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Performance Persistence (1995)Career Concerns of Mutual Fund Managers (1999)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Risk Measures for Hedge Funds: a Cross‐sectional Approach (2007)Investing in Talents: Manager Characteristics and Hedge Fund Performances (2010)Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings (2013)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)Hedge Fund Benchmarks: A Risk-Based Approach (2004)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)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)The Performance of Mutual Funds in the Period 1945-1964 (1968)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Determinants of Portfolio Performance II: An Update (1991)The Arithmetic of Active Management (1991)Portfolio Theory: As I Still See It (2010)How should individual investors diversify? An empirical evaluation of alternative asset allocation policies (2013)The Golden Dilemma (2013)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Contrarian Investment, Extrapolation, and Risk (1994)Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance (2004)What Matters for Financial Development? Capital Controls, Institutions, and Interactions (2005)Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration (2008)Do Market Timing Hedge Funds Time the Market? (2007)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Do the Best Hedge Funds Hedge? (2010)The Structure and Performance of the Money Management Industry (1992)The Behavior of Stock Prices Around Institutional Trades (1995)Beyond Greed and Fear (2002)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1986Determinants of Portfolio Performance1,031 cited
  • 2000Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?387 cited
  • 1999A primer on hedge funds354 cited
  • 2003Hedge Funds with Style279 cited
  • 2002Hedge-Fund Benchmarks: Information Content and Biases212 cited
  • 2000Crisis and Risk Management204 cited
  • 1998Pairs Trading: Performance of a Relative Value Arbitrage Rule203 cited
  • 2000Style Timing159 cited
  • 2002Risk in Fixed-Income Hedge Fund Styles154 cited
  • 1999Portfolio Advice for a Multifactor World152 cited
  • 2002Portfolio Optimization and Hedge Fund Style Allocation Decisions107 cited

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