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The ABCs of Hedge Funds: Alphas, Betas, & Costs
12 references·6 citing·37 second hop
The ABCs of Hedge Funds: Alphas, Betas, & Costs (2010)The ABCs of Hedge Funds: Alphas, Betas, &…Hidden Survivorship in Hedge Fund Returns (2010)Hidden Survivorship in Hedge …Measurement Biases in Hedge Fund Performance Data: An Update (2009)Measurement Biases in Hedge F…Hedge Funds: An Analytic Perspective (2008)Hedge Funds: An Analytic Pers…Hedge Funds: Risk and Return (2005)Hedge Funds: Risk and ReturnFactor Modeling and Benchmarking of Hedge Funds (2005)Factor Modeling and Benchmark…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…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…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 1989-1995 (1997)Offshore Hedge Funds: Surviva…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …The Value of Funds of Hedge Funds: Evidence from Their Holdings (2012)The Value of Funds of Hedge F…The Cost of Capital for Alternative Investments (2012)The Cost of Capital for Alter…Revisiting 'Stylized Facts' About Hedge Funds (2012)Revisiting 'Stylized Facts' A…Competition Among University Endowments (2012)Competition Among University …WHY ARE FINANCIAL MARKETS SO INEFFICIENT AND EXPLOITATIVE, AND A SUGGESTED REMEDY (2010)WHY ARE FINANCIAL MARKETS SO …Impact of Size and Flows on Performance for Funds of Hedge Funds (2009)Impact of Size and Flows on P…Survivorship Bias in Performance Studies (1992)The ABCs of Hedge Funds: Alphas, Betas, and Costs (2010)The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds (2011)Out of the Dark: Hedge Fund Reporting Biases and Commercial Databases (2012)The Cross-Section of Expected Stock Returns (1992)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Funds: Performance, Risk, and Capital Formation (2008)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Climate Change Concerns and the Performance of Green vs. Brown Stocks (2022)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)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes? (2009)Hedge fund leverage (2011)Macroeconomic risk and hedge fund returns (2014)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 Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The journal of financial economics (1993)The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2002)Contrarian Investment, Extrapolation, and Risk (1994)On Persistence in Mutual Fund Performance (1997)Multi-Period Performance Persistence Analysis of Hedge Funds (2000)The economics of hedge funds (2013)Hedge Fund Holdings and Stock Market Efficiency (2015)Large data sets and machine learning: Applications to statistical arbitrage (2019)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
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 2000Hedge Funds: The Living and the Dead621 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • 2001Do Hedge Funds Hedge?523 cited
  • 2005Hedge Funds: Risk and Return428 cited
  • 2009Measurement Biases in Hedge Fund Performance Data: An Update132 cited
  • 2008Hedge Funds: An Analytic Perspective127 cited
  • 2005Factor Modeling and Benchmarking of Hedge Funds91 cited
  • 2010Hidden Survivorship in Hedge Fund Returns90 cited

Cited by

  • 2012Revisiting 'Stylized Facts' About Hedge Funds45 cited
  • 2012Competition Among University Endowments40 cited
  • 2009Impact of Size and Flows on Performance for Funds of Hedge Funds33 cited
  • 2010WHY ARE FINANCIAL MARKETS SO INEFFICIENT AND EXPLOITATIVE, AND A SUGGESTED REMEDY

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30 cited
  • 2012The Value of Funds of Hedge Funds: Evidence from Their Holdings27 cited
  • 2012The Cost of Capital for Alternative Investments22 cited