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Hedge Funds versus Managed Futures as Asset Classes
13 references·8 citing·34 second hop
Hedge Funds versus Managed Futures as Asset Classes (1999)Hedge Funds versus Managed Futures as Ass…The Power of Past Stock Returns to Explain Future Stock Returns (2016)The Power of Past Stock Retur…Survivorship Bias and Investment Style in the Returns of CTAs (1997)Survivorship Bias and Investm…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Offshore 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 …Survivor bias in commodity trading advisor performance (1996)Survivor bias in commodity tr…Performance Persistence (1995)Performance PersistenceReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…For better performance (1988)For better performanceProfessionally Managed, Publicly Traded Commodity Funds (1987)Professionally Managed, Publi…Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…The relationship between return and market value of common stocks (1981)The relationship between retu…The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test (2016)The role of Islamic asset cla…Impact of Fund Size and Fund Flows on Hedge Fund Performance (2008)Impact of Fund Size and Fund …A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies (2008)A Bayesian Approach to Detect…The Answer to your Dreams? (2005)The Answer to your Dreams?Hedge Fund Index Investing Examined (2003)Hedge Fund Index Investing Ex…Asian Hedge Funds: Return Persistence, Style, and Fund Characteristics (2003)Asian Hedge Funds: Return Per…The Difficulties of Measuring the Benefits of Hedge Funds (2002)The Difficulties of Measuring…An Analysis of Hedge Fund Performance Using Loess Fit Regression (2002)An Analysis of Hedge Fund Per…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Funds and the Technology Bubble (2004)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Survivorship Bias in Performance Studies (1992)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Unobserved Actions of Mutual Funds (2006)Measuring the market impact of hedge funds (2000)The Accuracy of Hedge Fund Returns (2003)Higher risk, lower returns: What hedge fund investors really earn☆ (2011)Editor's Choice Digesting Anomalies: An Investment ApproachFurther Evidence On Investor Overreaction and Stock Market Seasonality (1987)Investor Psychology and Asset Pricing (2001)Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation. (2001)Portfolio Choice Problems (2010)Machine Learning and Portfolio Optimization (2016)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

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1995Performance Persistence946 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • 1988For better performance298 cited
  • 1997Survivorship Bias and Investment Style in the Returns of CTAs201 cited
  • 1987Professionally Managed, Publicly Traded Commodity Funds147 cited
  • 1996Survivor bias in commodity trading advisor performance96 cited
  • 2016The Power of Past Stock Returns to Explain Future Stock Returns70 cited

Cited by

  • 2002The Difficulties of Measuring the Benefits of Hedge Funds64 cited
  • 2003Asian Hedge Funds: Return Persistence, Style, and Fund Characteristics62 cited

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  • 2016The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test36 cited
  • 2003Hedge Fund Index Investing Examined30 cited
  • 2008A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies29 cited
  • 2002An Analysis of Hedge Fund Performance Using Loess Fit Regression23 cited
  • 2008Impact of Fund Size and Fund Flows on Hedge Fund Performance22 cited
  • 2005The Answer to your Dreams?20 cited