SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Do Hedge Fund Managers Display Skill?
16 references·1 citing·39 second hop
Do Hedge Fund Managers Display Skill? (2004)Do Hedge Fund Managers Display Skill?The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…Hedge Fund Performance and Manager Skill (2001)Hedge Fund Performance and Ma…Do Hedge Funds Hedge? (2001)Do Hedge Funds Hedge?Characteristics of Risk and Return in Risk Arbitrage (2001)Characteristics of Risk and R…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…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…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 …Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…The Fundamental Theorem of Parameter-Preference Security Valuation (1973)The Fundamental Theorem of Pa…The Challenge of Hedge Fund Performance Measurement: A Toolbox Rather Than a Pandora's Box (2006)The Challenge of Hedge Fund P…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)An Econometric Analysis of Nonsynchronous Trading (1989)An ordered probit analysis of transaction stock prices (1990)The Econometrics of Financial Markets (1998)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Fund Benchmarks: A Risk-Based Approach (2004)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)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)What matters for financial development? Capital controls, institutions, and interactions (2005)Time Series Momentum (2011)… and the Cross-Section of Expected Returns (2015)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)The Limits of Arbitrage (1995)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Presidential Address: Discount Rates (2011)Contrarian Investment, Extrapolation, and Risk (1994)On Persistence in Mutual Fund Performance (1997)The Statistics of Sharpe Ratios (2002)Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Option pricing: A simplified approach (1979)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,889 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 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
  • 2001Characteristics of Risk and Return in Risk Arbitrage765 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
  • 1999On the Performance of Hedge Funds547 cited
  • 2001Do Hedge Funds Hedge?523 cited
  • 1999Offshore Hedge Funds: Survival and Performance, 1989–95510 cited
  • 1973The Fundamental Theorem of Parameter-Preference Security Valuation447 cited

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

2001
Hedge Fund Performance and Manager Skill
400 cited

Cited by

  • 2006The Challenge of Hedge Fund Performance Measurement: A Toolbox Rather Than a Pandora's Box19 cited