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The peer performance ratios of hedge funds · Study

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ArticleThe peer performance ratios of hedge funds

David Ardia2017

OA

Articlebronze2017

The peer performance ratios of hedge funds

David Ardia · Kris Boudt

23 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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References

1997On Persistence in Mutual Fund Performance 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1988Herd Behavior and Investment 2004Mutual Fund Flows and Performance in Rational Markets 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization 2005A Test for Superior Predictive Ability

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Year2017

Typearticle

Published2017-10-27

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2017.10.014

openalex_workW3124206257

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