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Hedge Funds: The Good, the Bad, and the Lucky
16 references·13 citing·33 second hop
Hedge Funds: The Good, the Bad, and the Lucky (2017)Hedge Funds: The Good, the Bad, and the L…… and the Cross-Section of Expected Returns (2015)… and the Cross-Section of Ex…Mutual Fund Incubation (2010)Mutual Fund IncubationLuck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)False Discoveries in Mutual F…Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Role of Managerial Incentives…Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Can Mutual Fund “Stars” Reall…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…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…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…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Growing the efficient frontier on panel trees (2025)Growing the efficient frontie…Mutual fund performance persistence: Factor models and portfolio size (2022)Mutual fund performance persi…Hedge Funds and Public Information Acquisition (2022)Hedge Funds and Public Inform…Skill, Scale, and Value Creation in the Mutual Fund Industry (2021)Skill, Scale, and Value Creat…Sentiment Trading and Hedge Fund Returns (2021)Sentiment Trading and Hedge F…A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection (2020)A Cross-Sectional Machine Lea…Do corporate site visits impact hedge fund performance? (2019)Do corporate site visits impa…Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment (2018)Sophisticated Investors and M…How Skilled Are Security Analysts? (2018)How Skilled Are Security Anal…Detecting Repeatable Performance (2018)Detecting Repeatable Performa…The peer performance ratios of hedge funds (2017)The peer performance ratios o…Decreasing Returns to Scale, Fund Flows, and Performance (2017)Decreasing Returns to Scale, …Revisiting 'Stylized Facts' About Hedge Funds (2012)Revisiting 'Stylized Facts' A…An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. (1982)International evidence on ethical mutual fund performance and investment style (2004)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)Illiquidity and stock returns: cross-section and time-series effects (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)The Performance of Mutual Funds in the Period 1945-1964 (1968)The Strategic and Tactical Value of Commodity Futures (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)The Behavior of Stock-Market Prices (1965)On Persistence in Mutual Fund Performance (1997)Measuring skill in the mutual fund industry (2015)International tests of a five-factor asset pricing model (2016)Choosing factors (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)Herding and Feedback Trading by Institutional and Individual Investors (1999)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)Unobserved Actions of Mutual Funds (2006)Replicating Anomalies (2018)Empirical Asset Pricing via Machine Learning (2020)
this work references cited by second hop

References

  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 2015… and the Cross-Section of Expected Returns2,112 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis1,058 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
  • 2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas825 cited
  • 2000Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases796 cited
  • 2010Mutual Fund Incubation709 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2009Role of Managerial Incentives and Discretion in Hedge Fund Performance687 cited
  • Cited by

    • 2020A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection104 cited
    • 2021Skill, Scale, and Value Creation in the Mutual Fund Industry81 cited
    • 2018Detecting Repeatable Performance74 cited
    • 2021Sentiment Trading and Hedge Fund Returns66 cited
    • 2022Hedge Funds and Public Information Acquisition63 cited
    • 2018How Skilled Are Security Analysts?52 cited
    • 2012Revisiting 'Stylized Facts' About Hedge Funds45 cited
    • 2018Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment42 cited
    • 2019Do corporate site visits impact hedge fund performance?36 cited
    • 2022Mutual fund performance persistence: Factor models and portfolio size26 cited
    • 2025Growing the efficient frontier on panel trees25 cited
    • 2017Decreasing Returns to Scale, Fund Flows, and Performance25 cited
    • 2017The peer performance ratios of hedge funds23 cited