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Cited by

• 2005Just How Much Do Individual Investors Lose By Trading?248 cited
• 2005Systemic Risk and Hedge Funds224 cited
• 2011Do hedge funds' exposures to risk factors predict their future returns?208 cited
• 2013Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings196 cited
• 2014Risk Measures for Autocorrelated Hedge Fund Returns193 cited
• 2011Higher risk, lower returns: What hedge fund investors really earn☆161 cited
• 2008Does the Measure Matter in the Mutual Fund Industry?155 cited
• 2003The Stochastic Programming Approach to Asset, Liability, and Wealth Management155 cited
• 2007Systemic Risk and Hedge Funds110 cited
• 2005Hedge fund performance and persistence in bull and bear markets109 cited
• 2019Home Bias and Local Contagion: Evidence from Funds of Hedge Funds103 cited
• 2009Fund of hedge funds portfolio selection: A multiple-objective approach100 cited
• 2011Sufficient conditions for expected utility to imply drawdown-based performance rankings99 cited
• 2010Assessing and valuing the nonlinear structure of hedge fund returns92 cited
• 2005