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An Alternative Future
4 references·4 citing·32 second hop
An Alternative Future (2004)An Alternative FutureAn Alternative Future (2004)An Alternative FutureDo Hedge Funds Hedge? (2001)Do Hedge Funds Hedge?Is Your Alpha Big Enough To Cover Its Taxes? (1993)Is Your Alpha Big Enough To C…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Foreign Institutional Investors, Shareholding Change, and Corporate Governance (2015)Foreign Institutional Investo…The Right Place for Alternative Betas in Hedge Fund Performance (2006)The Right Place for Alternati…Measuring the True Cost of Active Management by Mutual Funds (2005)Measuring the True Cost of Ac…Factor Modelling and Benchmarking of Hedge Funds: Can Passive Investments in Hedge Fund Strategies Deliver? (2005)Factor Modelling and Benchmar…Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)The Challenge of Hedge Fund Performance Measurement: A Toolbox Rather Than a Pandora's Box (2006)An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. (1982)Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Costly Search and Mutual Fund Flows (1998)On Timing and Selectivity (1986)The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2002)Higher moment diversification benefits of hedge fund strategy allocation (2010)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Towards a national default option for low‐cost superannuation (2009)The financial analysts journal (1960)The journal of financial economics (1993)Characteristics of Risk and Return in Risk Arbitrage (2001)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The market for corporate control (1983)Higher market valuation of companies with a small board of directors (1996)Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors’ Behavior in China (2018)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Risks and Portfolio Decisions Involving Hedge Funds (2003)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Presidential Address: Discount Rates (2011)Do After-Tax Returns Affect Mutual Fund Inflows? (2000)How Well Have Taxable Investors Been Served in the 1980s and 1990s? (2000)Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada (2005)
this work references cited by second hop

References

  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 2001Do Hedge Funds Hedge?523 cited
  • 1993Is Your Alpha Big Enough To Cover Its Taxes?99 cited
  • 2004An Alternative Future30 cited

Cited by

  • 2005Measuring the True Cost of Active Management by Mutual Funds21 cited
  • 2005Factor Modelling and Benchmarking of Hedge Funds: Can Passive Investments in Hedge Fund Strategies Deliver?20 cited
  • 2006The Right Place for Alternative Betas in Hedge Fund Performance19 cited
  • 2015Foreign Institutional Investors, Shareholding Change, and Corporate Governance14 cited

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