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The Life Cycle of Hedge Funds: Fund Flows, Size and Performance
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The Life Cycle of Hedge Funds: Fund Flows, Size and Performance (2005)The Life Cycle of Hedge Funds: Fund Flows…Difference in interim performance and risk taking with short-sale constraints (2011)Difference in interim perform…On the Dynamics of Hedge Fund Risk Exposures (2010)On the Dynamics of Hedge Fund…Hedge Fund Return Misreporting: Incentives and Effects (2010)Hedge Fund Return Misreportin…A Law and Finance Analysis of Hedge Funds (2010)A Law and Finance Analysis of…The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown (2009)The Risk of Funds of Hedge Fu…Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter? (2009)Measuring Funds of Hedge Fund…Impact of Size and Flows on Performance for Funds of Hedge Funds (2009)Impact of Size and Flows on P…Hedge Funds and Prime Brokers: The Role of Funding Risk (2009)Hedge Funds and Prime Brokers…Capital Flows and Hedge Fund Regulation (2009)Capital Flows and Hedge Fund …The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Mutual Fund Flows and Performance in Rational Markets (2002)Mutual Fund Flows and Performance in Rational Markets (2004)A comparative performance of conventional and Islamic unit trusts: Market timing and persistence evidence (2013)Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Law and Finance (1998)Regulatory induced performance persistence: Evidence from hedge funds (2012)Dodd-Franking the Hedge Funds (2014)Costly Search and Mutual Fund Flows (1998)Investor Protection and Corporate Valuation (2002)Gone Global: The International Diffusion of Hedge Fund Activism (2021)Portfolio Selection (1952)Survivorship Bias in Performance Studies (1992)Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Common risk factors in the returns on stocks and bonds (1993)Earnings management to avoid earnings decreases and losses (1997)The Valuation of Hedge Funds' Equity Positions (2010)Regulatory Oversight and Return Misreporting by Hedge Funds (2015)Ratings Quality and Borrowing Choice (2019)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)Factors affecting equity mutual fund performance: evidence from Indonesia (2018)Rank-Order Tournaments as Optimum Labor Contracts (1979)Rank-Order Tournaments as Optimum Labor Contracts (1981)On Persistence in Mutual Fund Performance (1997)How prior realized outcomes affect portfolio decisions (2012)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Market Liquidity and Funding Liquidity (2008)
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  • 2010Hedge Fund Return Misreporting: Incentives and Effects43 cited
  • 2009Capital Flows and Hedge Fund Regulation38 cited
  • 2010A Law and Finance Analysis of Hedge Funds34 cited
  • 2009Impact of Size and Flows on Performance for Funds of Hedge Funds33 cited
  • 2011Difference in interim performance and risk taking with short-sale constraints30 cited
  • 2010On the Dynamics of Hedge Fund Risk Exposures30 cited
  • 2009Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?25 cited
  • 2009Hedge Funds and Prime Brokers: The Role of Funding Risk24 cited
  • 2009The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown21 cited

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