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Replication and evaluation of funds of hedge funds returns

7 references·2 citing·41 second hop

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References

2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
2002The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors426 cited
1991Smoothing in appraisal-based returns425 cited
2003Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?334 cited
2001The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors188 cited
2001Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value?126 cited
2005Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication69 cited

Cited by

2008The Impact of Non-normality Risks and Tactical Trading on Hedge Fund Alphas45 cited
2007New Financial Instruments and Institutions: Opportunities and Policy Challenges28 cited

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