Persistence Analysis of Hedge Fund Returns

2010 ◽  
Author(s):  
Serge Patrick Amvella ◽  
Iwan Meier ◽  
Nicolas A. Papageorgiou
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

Hidden Survivorship in Hedge Fund Returns

2010 ◽  
Vol 66 (2) ◽  
Author(s):  
Rajesh K. Aggarwal ◽  
Philippe Jorion
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

Funding Risk and Expected Hedge Fund Returns

2009 ◽  
Author(s):  
Evan Dudley ◽  
Mahendrarajah Nimalendran
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns ◽  
Funding Risk

Idiosyncratic Risk and Cross Section of Hedge Fund Returns

2013 ◽  
Author(s):  
Dong Woo Lee ◽  
Tong Suk Kim
Keyword(s):  
Cross Section ◽  
Hedge Fund ◽  
Idiosyncratic Risk ◽  
Hedge Fund Returns

Performance Confiscation in Risky Portfolios: Evidence from Hedge Fund Returns

2017 ◽  
Author(s):  
Georges Hubner ◽  
Marie Lambert
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

Comparative Analysis of Hedge Fund Returns

2007 ◽  
Author(s):  
Daniel P.J. Capocci
Keyword(s):  
Comparative Analysis ◽  
Hedge Fund ◽  
Hedge Fund Returns

A note on statistical models for individual hedge fund returns

2008 ◽  
Vol 69 (3) ◽  
pp. 553-577 ◽  
Author(s):  
Ryozo Miura ◽  
Yoshimitsu Aoki ◽  
Daisuke Yokouchi
Keyword(s):  
Statistical Models ◽  
Hedge Fund ◽  
Hedge Fund Returns

scholarly journals Can Hedge-Fund Returns Be Replicated?: The Linear Case

2006 ◽  
Author(s):  
Jasmina Hasanhodzic ◽  
Andrew W. Lo
Keyword(s):  
Hedge Fund ◽  
Linear Case ◽  
Hedge Fund Returns

Hedge Fund Returns: Auditing and Accuracy

2007 ◽  
Author(s):  
Bing Liang
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

Modelling and Replicating Hedge Fund Returns

2010 ◽  
Author(s):  
Wang Chun Wei
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

Systematic risk and the cross section of hedge fund returns

2012 ◽  
Vol 106 (1) ◽  
pp. 114-131 ◽  
Author(s):  
Turan G. Bali ◽  
Stephen J. Brown ◽  
Mustafa Onur Caglayan
Keyword(s):  
Cross Section ◽  
Hedge Fund ◽  
Systematic Risk ◽  
The Cross ◽  
Hedge Fund Returns
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