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The ABCs of Hedge Funds: Alphas, Betas, & Costs · Study

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PreprintThe ABCs of Hedge Funds: Alphas, Betas, & Costs

Roger G. Ibbotson2010

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Preprintgreen2010

The ABCs of Hedge Funds: Alphas, Betas, & Costs

Roger G. Ibbotson · Peng Chen · Kevin Zhu

48 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Private Equity and Venture Capital

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References

1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds 1999The Performance of Hedge Funds: Risk, Return, and Incentives 2004Hedge Fund Benchmarks: A Risk-Based Approach 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases 2000Hedge Funds: The Living and the Dead 1997Offshore Hedge Funds: Survival and Performance 1989-1995 2001Do Hedge Funds Hedge?2005Hedge Funds: Risk and Return

Cited by

2012Revisiting 'Stylized Facts' About Hedge Funds 2012Competition Among University Endowments 2009Impact of Size and Flows on Performance for Funds of Hedge Funds 2010WHY ARE FINANCIAL MARKETS SO INEFFICIENT AND EXPLOITATIVE, AND A SUGGESTED REMEDY 2012The Value of Funds of Hedge Funds: Evidence from Their Holdings 2012The Cost of Capital for Alternative Investments

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015Hedge Funds: A Dynamic Industry in Transitionreview · 10 shared references 2013Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdingsarticle · 8 shared references 2010The ABCs of Hedge Funds: Alphas, Betas, and Costsarticle · 8 shared references 2008Does Hedge Fund Performance Persist? Overview and New Empirical Evidencearticle · 8 shared references 2015The Economics and Finance of Hedge Funds: A Review of the Academic Literaturearticle · 8 shared references 2017The Fix Is In: Properly Backing out Backfill Biasarticle · 8 shared references

Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations48

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1581559

openalex_workW2135280772

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