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Recovering Delisting Returns of Hedge Funds
16 references·3 citing·40 second hop
Recovering Delisting Returns of Hedge Funds (2014)Recovering Delisting Returns of Hedge Fun…Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings (2013)Inferring Reporting-Related B…On the High‐Frequency Dynamics of Hedge Fund Risk Exposures (2012)On the High‐Frequency Dynamic…Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Role of Managerial Incentives…Hedge Fund Risk Dynamics: Implications for Performance Appraisal (2009)Hedge Fund Risk Dynamics: Imp…Hedge Funds: Performance, Risk, and Capital Formation (2008)Hedge Funds: Performance, Ris…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…An econometric model of serial correlation and illiquidity in hedge fund returns (2004)An econometric model of seria…Inferential Theory for Factor Models of Large Dimensions (2003)Inferential Theory for Factor…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)The Risk in Hedge Fund Strate…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, 1989–95 (1999)Offshore Hedge Funds: Surviva…Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Surviva…Unobserved Performance of Hedge Funds (2018)Unobserved Performance of Hed…The total benefit of alternative assets to pension fund portfolios (2016)The total benefit of alternat…Home Bias and Local Contagion: Evidence from Funds of Hedge Funds (2013)Home Bias and Local Contagion…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)New Indexes of Coincident and Leading Economic Indicators (1989)Transition Modeling and Econometric Convergence Tests (2007)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)The Cross-Section of Expected Stock Returns (1992)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)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)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)The Strategic and Tactical Value of Commodity Futures (2006)CONTINUOUS INSPECTION SCHEMES (1954)Costly Search and Mutual Fund Flows (1998)Mutual Fund Flows and Performance in Rational Markets (2004)The Gambler's and Hot-Hand Fallacies: Theory and Applications (2009)Misvaluing Innovation (2013)Scale and skill in active management (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)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)Separation of Ownership and Control (1983)Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund (2008)Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund (2010)Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Survey of Systemic Risk Analytics (2012)
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 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
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 2009Role of Managerial Incentives and Discretion in Hedge Fund Performance687 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
  • 2000Hedge Funds: The Living and the Dead621 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995597 cited
  • 1999Offshore Hedge Funds: Survival and Performance, 1989–95510 cited
  • 2009Hedge Fund Risk Dynamics: Implications for Performance Appraisal253 cited
  • 2012On the High‐Frequency Dynamics of Hedge Fund Risk Exposures217 cited

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  • 2013Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings196 cited
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    • 2016The total benefit of alternative assets to pension fund portfolios35 cited
    • 2013Home Bias and Local Contagion: Evidence from Funds of Hedge Funds32 cited
    • 2018Unobserved Performance of Hedge Funds31 cited