Identifying Performance Persistence in Hedge Funds Using a Measure of Manager Skill

The Journal of Portfolio Management ◽

10.3905/jpm.2020.1.139 ◽

2020 ◽

Vol 46 (5) ◽

pp. 63-78 ◽

Author(s):

Arik Ben Dor ◽

Jingling Guan ◽

Xiaming Zeng

Keyword(s):

Hedge Funds ◽

Performance Persistence ◽

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The Performance Persistence of Equity Long/Short Hedge Funds

SSRN Electronic Journal ◽

10.2139/ssrn.1168799 ◽

2008 ◽

Author(s):

Samuel Manser ◽

Markus M. Schmid

Keyword(s):

Hedge Funds ◽

Performance Persistence

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Which Characteristics of Hedge Funds Generate Persistence in Excess Returns? A Cross-Sectional Analysis of Performance Persistence in a Two-Period and Multi-Period Setting

SSRN Electronic Journal ◽

10.2139/ssrn.967730 ◽

2007 ◽

Author(s):

Pavitra K. Kumar

Keyword(s):

Hedge Funds ◽

Performance Persistence ◽

Excess Returns ◽

Cross Sectional ◽

Cross Sectional Analysis ◽

Sectional Analysis ◽

Analysis Of Performance

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An Overview of Hedge Funds Performance Persistence

SSRN Electronic Journal ◽

10.2139/ssrn.3826963 ◽

2021 ◽

Author(s):

Michel Guirguis

Keyword(s):

Hedge Funds ◽

Performance Persistence

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Hedge Funds: An Alternative Test of Manager Skill

SSRN Electronic Journal ◽

10.2139/ssrn.393380 ◽

2003 ◽

Author(s):

Ross Barry

Keyword(s):

Hedge Funds ◽

Alternative Test ◽

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Performance Persistence of Quasi-Hedge Funds on Polish Capital Market

Annales Universitatis Mariae Curie-Skłodowska sectio H Oeconomia ◽

10.17951/h.2016.50.4.11 ◽

2017 ◽

Vol 50 (4) ◽

pp. 11 ◽

Author(s):

Waldemar Aspadarec ◽

Sebastian Majewski

Keyword(s):

Capital Market ◽

Hedge Funds ◽

Performance Persistence

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The Short-Run Performance Persistence in Funds of Hedge Funds

Reconsidering Funds of Hedge Funds ◽

10.1016/b978-0-12-401699-6.00018-6 ◽

2013 ◽

pp. 289-301 ◽

Author(s):

David Ardia ◽

Kris Boudt

Keyword(s):

Hedge Funds ◽

Performance Persistence ◽

Funds Of Hedge Funds ◽

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Performance persistence in hedge funds: Australian evidence

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2010.03.004 ◽

2010 ◽

Vol 20 (4) ◽

pp. 346-362 ◽

Author(s):

Viet Do ◽

Robert Faff ◽

Madhu Veeraraghavan

Keyword(s):

Hedge Funds ◽

Performance Persistence

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Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors

International Review of Financial Analysis ◽

10.1016/j.irfa.2015.11.001 ◽

2016 ◽

Vol 43 ◽

pp. 48-61 ◽

Author(s):

Dimitrios Stafylas ◽

Keith Anderson ◽

Moshfique Uddin

Keyword(s):

Hedge Funds ◽

Performance Persistence ◽

Performance Attribution ◽

Recent Advances

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Literature review of hedge funds performance persistence.

SSRN Electronic Journal ◽

10.2139/ssrn.3773031 ◽

2021 ◽

Author(s):

Michel Guirguis

Keyword(s):

Literature Review ◽

Hedge Funds ◽

Performance Persistence

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An Examination of Hedge Funds Performance Persistence

SSRN Electronic Journal ◽

10.2139/ssrn.3868882 ◽

2021 ◽

Author(s):

Michel Guirguis

Keyword(s):

Hedge Funds ◽

Performance Persistence

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