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The performance and diversification benefits of funds of hedge funds
16 references·2 citing·36 second hop
The performance and diversification benefits of funds of hedge funds (2005)The performance and diversification benef…Analysis of hedge funds performance (2004)Analysis of hedge funds perfo…Hedge Funds with Style (2003)Hedge Funds with StyleHedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value? (2003)Hedge Fund Performance 1990-2…The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2002)The Statistical Properties of…Asset-Based Style Factors for Hedge Funds (2002)Asset-Based Style Factors for…The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…Risk Management for Hedge Funds: Introduction and Overview (2001)Risk Management for Hedge Fun…Do Hedge Funds Hedge? (2001)Do Hedge Funds Hedge?Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)Performance Characteristics o…Multi-Period Performance Persistence Analysis of Hedge Funds (2000)Multi-Period Performance Pers…Hedge Funds: The Living and the Dead (2000)Hedge Funds: The Living and t…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Offshore Hedge Funds: Survival and Performance, 1989–95 (1999)Offshore Hedge Funds: Surviva…A primer on hedge funds (1999)A primer on hedge fundsOffshore 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 …Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods (2019)Determinants of hedge fund pe…Hedge fund performance attribution under various market conditions (2018)Hedge fund performance attrib…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Characteristics of Risk and Return in Risk Arbitrage (2001)Hedge Funds: Performance, Risk, and Capital Formation (2008)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 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)Performance Persistence (1995)Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry (2001)Hedge Fund Performance and Manager Skill (2001)Hedge Funds: Risk and Return (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)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)The journal of financial economics (1993)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Mutual Fund Performance (1966)Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller? (2006)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Contrarian Investment, Extrapolation, and Risk (1994)On Persistence in Mutual Fund Performance (1997)Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Misvaluing Innovation (2013)High‐Water Marks and Hedge Fund Management Contracts (2003)Share restrictions and asset pricing: Evidence from the hedge fund industry☆ (2006)Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆ (2007)
this work references cited by second hop

References

  • 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
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 2000Hedge Funds: The Living and the Dead621 cited
  • 2000Multi-Period Performance Persistence Analysis of Hedge Funds600 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • 2001Do Hedge Funds Hedge?523 cited
  • 1999Offshore Hedge Funds: Survival and Performance, 1989–95510 cited
  • 2002The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors426 cited
  • 2001Risk Management for Hedge Funds: Introduction and Overview379 cited
  • 1999A primer on hedge funds354 cited
  • 2004Analysis of hedge funds performance348 cited
  • 2003Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?334 cited
  • 2002Asset-Based Style Factors for Hedge Funds283 cited

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2003
Hedge Funds with Style
279 cited

Cited by

  • 2018Hedge fund performance attribution under various market conditions23 cited
  • 2019Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods21 cited