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Do (Some) University Endowments Earn Alpha?
16 references·7 citing·40 second hop
Do (Some) University Endowments Earn Alpha? (2013)Do (Some) University Endowments Earn Alph…Private Equity Performance and Liquidity Risk (2012)Private Equity Performance an…Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation (2010)Do Hot Hands Exist among Hedg…The Performance of Private Equity Funds (2008)The Performance of Private Eq…Hedge Funds: Performance, Risk, and Capital Formation (2008)Hedge Funds: Performance, Ris…Smart Institutions, Foolish Choices: The Limited Partner Performance Puzzle (2007)Smart Institutions, Foolish C…Hedge Funds: Past, Present, and Future (2007)Hedge Funds: Past, Present, a…Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆ (2007)Do hedge funds deliver alpha?…Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Hedge Fund Benchmarks: A Risk-Based Approach (2004)Hedge Fund Benchmarks: A Risk…The cash flow, return and risk characteristics of private equity (2003)The cash flow, return and ris…Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Perform…Do Hedge Funds Hedge? (2001)Do Hedge Funds Hedge?Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Determinants of Portfolio Performance (1986)Determinants of Portfolio Per…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…The Endowment Model and Modern Portfolio Theory (2023)The Endowment Model and Moder…Seventy-Five Years of Investing for Future Generations (2020)Seventy-Five Years of Investi…Seventy-Five Years of Investing for Future Generations (2020)Seventy-Five Years of Investi…Information Asymmetries in Private Equity: Reporting Frequency, Endowments, and Governance (2020)Information Asymmetries in Pr…Investment Returns and Distribution Policies of Non-Profit Endowment Funds (2018)Investment Returns and Distri…Is there a low-risk anomaly across countries? (2015)Is there a low-risk anomaly a…A Survey of University Endowment Management Research (2013)A Survey of University Endowm…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Climate Change Concerns and the Performance of Green vs. Brown Stocks (2022)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)CONTINUOUS INSPECTION SCHEMES (1954)Costly Search and Mutual Fund Flows (1998)The Gambler's and Hot-Hand Fallacies: Theory and Applications (2009)Misvaluing Innovation (2013)Scale and skill in active management (2014)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)The Financing of R&D and Innovation (2010)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings (2009)Learning in Financial Markets (2009)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)A Survey of Venture Capital Research (2011)Corporate Governance and Value Creation: Evidence from Private Equity (2012)Editor's Choice The Importance of Trust for Investment: Evidence from Venture Capital (2016)The Structure and Performance of the Money Management Industry (1992)The Behavior of Stock Prices Around Institutional Trades (1995)Beyond Greed and Fear (2002)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Just How Much Do Individual Investors Lose by Trading? (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,951 cited
  • 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
  • 1986Determinants of Portfolio Performance1,031 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
  • 2007Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆594 cited
  • 2008The Performance of Private Equity Funds556 cited
  • 2001Do Hedge Funds Hedge?523 cited
  • 2007Smart Institutions, Foolish Choices: The Limited Partner Performance Puzzle428 cited
  • 2003The cash flow, return and risk characteristics of private equity412 cited
  • 2010Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation315 cited
  • 2007Hedge Funds: Past, Present, and Future267 cited
  • 2012Private Equity Performance and Liquidity Risk

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260 cited

Cited by

  • 2020Seventy-Five Years of Investing for Future Generations44 cited
  • 2020Information Asymmetries in Private Equity: Reporting Frequency, Endowments, and Governance38 cited
  • 2023The Endowment Model and Modern Portfolio Theory32 cited
  • 2015Is there a low-risk anomaly across countries?30 cited
  • 2020Seventy-Five Years of Investing for Future Generations29 cited
  • 2018Investment Returns and Distribution Policies of Non-Profit Endowment Funds28 cited
  • 2013A Survey of University Endowment Management Research27 cited