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ArticleUpside potential of hedge funds as a predictor of future performance

Turan G. Bali2018

Article2018

Upside potential of hedge funds as a predictor of future performance

Turan G. Bali · Stephen J. Brown · Mustafa Onur Çağlayan

26 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

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 2010Maxing out: Stocks as lotteries and the cross-section of expected returns 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

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2020Hedge Fund Alpha: Cycle or Sunset?

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2015The Economics and Finance of Hedge Funds: A Review of the Academic Literaturearticle · 25 shared references 2015Hedge Funds: A Dynamic Industry in Transitionreview · 22 shared references 2018Alpha or beta in the eye of the beholder: What drives hedge fund flows?article · 21 shared references 2013Emerging Market Exposures and the Predictability of Hedge Fund Returnsarticle · 21 shared references 2011Do hedge funds' exposures to risk factors predict their future returns?article · 19 shared references 2014Macroeconomic risk and hedge fund returnsarticle · 18 shared references

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Year2018

Typearticle

Published2018-11-15

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2018.11.003

openalex_workW3124536729

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