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Share restrictions and asset pricing: Evidence from the hedge fund industry. (2007). Aragon, George O..
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:83:y:2007:i:1:p:33-58.

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  1. Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Yang, Fan.
    In: EconStor Preprints.
    RePEc:zbw:esprep:289497.

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  2. Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Yang, Fan.
    In: MetaArXiv.
    RePEc:osf:metaar:ps2yn.

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  3. Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x.

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  4. The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi.
    In: Papers.
    RePEc:arx:papers:2405.02302.

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  5. Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?. (2023). Uk, Byoung ; Chung, Ji-Woong ; Aragon, George O.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4932-4952.

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  6. Flight to Earnings: The Role of Earnings in Periods of Capital Scarcity. (2023). So, Eric ; Kothari, S P ; Guest, Nick.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4908-4931.

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  7. Hedge Funds and Public Information Acquisition. (2023). Umar, Tarik ; Crotty, Kevin ; Crane, Alan.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3241-3262.

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  8. Hedge Fund Performance: A Quantitative Survey. (2022). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan.
    In: EconStor Preprints.
    RePEc:zbw:esprep:260612.

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  9. Responsible Hedge Funds*. (2022). Teo, Melvyn ; Sun, Lin ; Liang, Hao.
    In: Review of Finance.
    RePEc:oup:revfin:v:26:y:2022:i:6:p:1585-1633..

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  10. Hedge Fund Flows and Performance Streaks: How Investors Weigh Information. (2022). Verbeek, Marno ; Baquero, Guillermo.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4151-4172.

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  11. Stop-loss early termination clause and hedge fund performance. (2022). Wang, Zhibin ; Pang, Ningjing ; Hong, Xin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x2200155x.

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  12. The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks. (2022). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:3:p:965-988.

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  13. Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill. (2022). Singh, Ajai ; Lu, Yan ; Kumar, Alok ; Chen, Honghui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003228.

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  14. Political risk, hedge fund strategies, and returns: Evidence from G7 countries. (2022). Lu, Qinye ; Ahiabor, Frederick ; Boateng, Agyenim ; Rungmaitree, Pattamon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001500.

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  15. Value-at-risk and the cross section of emerging market hedge fund returns. (2022). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:52:y:2022:i:c:s1044028321000910.

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  16. Recovery from fast crashes: Role of mutual funds. (2022). Yuferova, Darya ; Sherman, Mila Getmansky ; Schaumburg, Ernst ; Pelizzon, Loriana ; Jagannathan, Ravi.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000288.

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  17. Non-marketability and one-day selling lockup. (2022). Wang, Jun ; Su, Tie ; Bian, Jiangze.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:65:y:2022:i:c:p:1-23.

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  18. Does individualism matter for hedge funds? A cross-country examination. (2022). Brauner, Aaron ; Nahata, Rajarishi ; Dai, NA.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002777.

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  19. .

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  20. Hedge funds and the positive idiosyncratic volatility effect. (2021). Weigert, Florian ; Bali, Turan G.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2101.

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  21. When it pays to follow the crowd: Strategy conformity and CTA performance. (2021). O'Brien, John ; Hutchinson, Mark C.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:6:p:875-894.

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  22. A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection. (2021). Tindall, Michael L ; Yang, Zhibin ; Chen, Jiaqi ; Wu, Wenbo.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:7:p:4577-4601.

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  23. Hedge Fund Franchises. (2021). Hsieh, David ; Fung, William ; Teo, Melvyn ; Naik, Narayan.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1199-1226.

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  24. Financial Industry Affiliation and Hedge Fund Performance. (2021). Yan, Xuemin ; Zheng, Lingling.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:12:p:7844-7865.

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  25. Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-38.

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  26. Investor horizon and managerial short-termism. (2021). Tepe, Mete ; Lel, Ugur.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:1-20.

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  27. The economics of PIPEs. (2021). Weisbach, Michael ; Schwert, Michael ; Lim, Jongha.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:45:y:2021:i:c:s1042957319300488.

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  28. What’s wrong with Pittsburgh? Delegated investors and liquidity concentration. (2021). Ghent, Andra.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:2:p:337-358.

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  29. Trading off accuracy for speed: Hedge funds decision-making under uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Tsionas, Mike G ; Philippas, Dionisis.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000715.

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  30. Can hedge funds benefit from corporate social responsibility investment?. (2021). Li, Yongjia ; Huang, Qiping ; Duanmu, Jun ; McBrayer, Garrett A.
    In: The Financial Review.
    RePEc:bla:finrev:v:56:y:2021:i:2:p:251-278.

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  31. Unobserved performance of hedge funds. (2020). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2007.

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  32. Arbitrage opportunities, liquidity provision, and trader types in an index option market. (2020). Chiu, Junmao ; Chen, ChinHo ; Chung, Huimin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:3:p:279-307.

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  33. Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Monin, Phillip ; Barth, Daniel.
    In: Working Papers.
    RePEc:ofr:wpaper:20-03.

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  34. Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds. (2020). Karehnke, Paul ; de Roon, Frans.
    In: Management Science.
    RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5969-5989.

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  35. Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets. (2020). Ray, Sugata ; Musto, David ; Mitra, Debanjan ; Lu, Yan.
    In: Marketing Science.
    RePEc:inm:ormksc:v:39:y:2020:i:1:p:71-91.

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  36. Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. (2020). Andrikopoulos, Athanasios ; Stafylas, Dimitrios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930563x.

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  37. Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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  38. Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain. (2020). peress, joel ; Kang, Namho ; Dong, XI.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15235.

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  39. Predicting hedge fund performance when fund returns are skewed. (2020). Kumar, Alok ; Hutchinson, Mark C ; Heuson, Andrea J.
    In: Financial Management.
    RePEc:bla:finmgt:v:49:y:2020:i:4:p:877-896.

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  40. Risk Analysis of a Hedge Fund Oriented on Sustainable and Responsible Investments for Emerging Markets. (2020). Prelipcean, Gabriela ; Boscoianu, Mircea .
    In: The AMFITEATRU ECONOMIC journal.
    RePEc:aes:amfeco:v:22:y:2020:i:55:p:653.

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  41. HEDGE-FUND MANAGEMENT WITH LIQUIDITY CONSTRAINT. (2019). Howell, Sydney ; Johnson, Paul V ; Duck, Peter ; Ramirez, Hugo E.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:22:y:2019:i:06:n:s0219024919500262.

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  42. Hedge Fund Strategies: A non-Parametric Analysis.. (2019). Canepa, Alessandra ; Skinner, Frank S ; De, Maria.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201902.

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  43. Whats Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration. (2019). Ghent, Andra.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25966.

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  44. The Endowment Model and Modern Portfolio Theory. (2019). Wang, Neng ; Dimmock, Stephen ; Yang, Jinqiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25559.

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  45. Do corporate site visits impact hedge fund performance?. (2019). Kang, DI ; Zhuang, Zhuang ; Hong, Xin ; Wang, Zhibin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:56:y:2019:i:c:p:113-128.

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  46. Who benefits in a crisis? Evidence from hedge fund stock and option holdings. (2019). Shi, Zhen ; Martin, Spencer J ; Aragon, George O.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:2:p:345-361.

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  47. Public hedge funds. (2019). Sun, Lin ; Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:1:p:44-60.

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  48. Did connected hedge funds benefit from bank bailouts during the financial crisis?. (2019). Tan, Kian ; faff, robert ; Parwada, Jerry T.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:15.

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  49. Duration of poor performance and risk shifting by hedge fund managers. (2019). Kazemi, Hossein B ; Holland, Steven A ; Li, Ying.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:40:y:2019:i:c:p:35-47.

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  50. Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13618.

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  51. Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?. (2018). Weigert, Florian ; Bali, Turan G.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:27.

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  52. Unobserved Performance of Hedge Funds. (2018). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:25.

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  53. Risk measurement distortion: an improved model of return smoothing. (2018). Wu, Wenbo ; Tindall, Michael L ; Chen, Jiaqi.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0316-5.

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  54. Valuing Thinly Traded Assets. (2018). Longstaff, Francis A.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:8:p:3868-3878.

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  55. Liquidity Provision and the Cross Section of Hedge Fund Returns. (2018). Jame, Russell .
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:7:p:3288-3312.

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  56. Investor–Stock Decoupling in Mutual Funds. (2018). Matos, Pedro ; Massa, Massimo ; Ferreira, Miguel A.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:5:p:2144-2163.

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  57. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:127:y:2018:i:3:p:417-434.

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  58. Liquidity Restrictions on Investment Funds: Are they a Response to Behavioral Bias?. (2018). Malaquias, Rodrigo Fernandes ; de Abreu, Gleison.
    In: Brazilian Business Review.
    RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p382-390.

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  59. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1508.

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  60. Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?. (2017). Shawky, Hany A ; Wang, Ying.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500021.

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  61. Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Working Papers.
    RePEc:ofr:wpaper:17-07.

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  62. Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform. (2017). Lo, Andrew W ; Liang, Bing ; Farnsworth, Grant ; Cao, Charles .
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:7:p:2233-2250.

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  63. Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-121.

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  64. Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance. (2017). Huang, Ying Sophie ; Kato, Isamu ; Chen, Carl R.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:367-388.

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  65. The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:1:p:36-53.

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  66. Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:610-636.

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  67. Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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  68. Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130.

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  69. Fund selection in target date funds. (2017). Lai, Christine W ; Hsuan, YU ; Chen, Hsuan-Chi ; Chan, Chia-Ying .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:197-209.

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  70. Can hedge funds time global equity markets? Evidence from emerging markets. (2016). Reid, Sean ; Kilic, Osman ; Aiken, Adam L.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:29:y:2016:i:1:p:2-11.

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  71. Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions. (2016). Zheng, LU ; Wang, Ashley W ; Sun, Zheng.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-30.

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  72. Can hedge funds time global equity markets? Evidence from emerging markets. (2016). Aiken, Adam ; Kilic, Osman ; Reid, Sean .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:29:y:2016:i:c:p:2-11.

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  73. Limited attention, marital events and hedge funds. (2016). Ray, Sugata ; Teo, Melvyn ; Lu, Yan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:607-624.

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  74. Capitalizing on Capitol Hill: Informed trading by hedge fund managers. (2016). Gao, Meng ; Huang, Jiekun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:3:p:521-545.

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  75. An index-based measure of liquidity. (2016). Chacko, George ; Fan, Rong ; Das, Sanjiv .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:68:y:2016:i:c:p:162-178.

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  76. Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics. (2016). Hudson, Robert ; Azevedo, Alcino ; el Kalak, Izidin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:85-97.

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  77. Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:55-66.

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  78. The cost of equity for private firms. (2016). Abudy, Menachem ; Shust, Efrat ; Benninga, Simon.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:37:y:2016:i:c:p:431-443.

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  79. Investor-Stock Decoupling in Mutual Funds. (2016). Ferreira, Miguel ; Matos, Pedro Pinto ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11476.

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  80. Who Trades Against Mispricing?. (2016). Giannetti, Mariassunta ; Kahraman, Bige.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11156.

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  81. Funding liquidity risk of funds of hedge funds: Evidence from their holdings. (2015). Agarwal, Vikas ; Shi, Zhen ; Aragon, George O.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1512.

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  82. Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1507.

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  83. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1503r.

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  84. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1503.

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  85. Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2015:08.

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  86. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Getmansky, Mila ; Lee, Peter A.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21449.

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  87. The Value of Funds of Hedge Funds: Evidence from Their Holdings. (2015). Aiken, Adam ; Ellis, Jesse ; Clifford, Christopher P.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:10:p:2415-2429.

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  88. Should the Fed Have a Financial Stability Mandate? Lessons from the Feds First 100 Years. (2015). Lacker, Jeffrey ; Haltom, Renee Courtois.
    In: Economic Quarterly.
    RePEc:fip:fedreq:00028.

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  89. Hedge fund flows and performance streaks: How investors weigh information. (2015). Verbeek, Marno ; Baquero, Guillermo .
    In: ESMT Research Working Papers.
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  107. Portfolio Optimization for Hedge Funds through Time-Varying Coefficients. (2013). Dewaele, Benoit .
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  108. Indirect Incentives of Hedge Fund Managers. (2013). Weisbach, Michael ; Sensoy, Berk A. ; Lim, Jongha.
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  109. Do Hedge Funds Outperform Stocks and Bonds?. (2013). Brown, Stephen ; Bali, Turan G ; Demirtas, Ozgur K.
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  111. Are mutual funds sitting ducks?. (2013). Yun, Hayong ; Shive, Sophie.
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  122. Optimal hedge fund portfolios under liquidation risk. (2011). Brandon, Gibson R. ; Gyger, S..
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  123. WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (I). (2011). TIU, Cristian I. ; Cao, Yang ; Ogden, Joseph P..
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  124. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
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  125. Liquidity risk and hedge fund ownership. (2011). Cao, Charles ; Petrasek, Lubomir .
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  127. The liquidity risk of liquid hedge funds. (2011). Teo, Melvyn.
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  128. Hedge fund return sensitivity to global liquidity. (2011). Scherer, Bernd ; Kessler, Stephan .
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  129. Geographical focus in emerging markets and hedge fund performance. (2011). Peltomki, Jarkko ; Nikkinen, Jussi ; Kotkatvuori-rnberg, Juha .
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  131. Liquidity Black Hole and Optimal Behavioral. (2011). Gabrieli, Tommaso ; Marcato, Gianluca ; Tira, Giovanni .
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  132. Locked Up by a Lockup: Valuing Liquidity as a Real Option. (2010). Ang, Andrew ; Nicolas P. B. Bollen, .
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  136. Locked Up by a Lockup: Valuing Liquidity as a Real Option. (2010). Ang, Andrew ; Nicolas P. B. Bollen, .
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  137. Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
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  138. Capital Flows and Hedge Fund Regulation. (2009). Dai, NA ; Cumming, Douglas.
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  140. Trust and Delegation. (2009). liang, bing ; Goetzmann, William ; Brown, Stephen ; Schwarz, Christopher .
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  141. Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy. (2009). Aragon, George O. ; Strahan, Philip E..
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  142. The ABCs of mutual funds: On the introduction of multiple share classes. (2009). Zheng, Lu ; nanda, vikram ; Wang, Jay Z..
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  143. Equilibrium Prices in the Presence of Delegated Portfolio Management. (2009). Kaniel, Ron ; Cuoco, Domenico .
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  144. Limits of Limits of Arbitrage: Theory and Evidence. (2009). thesmar, david ; Hombert, Johan.
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  145. Value creation or destruction? Hedge funds as shareholder activists. (2008). Clifford, Christopher P..
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  146. Capacity Constraints and Hedge Fund Strategy Returns. (2007). Ramadorai, Tarun ; Stromqvist, Maria ; Naik, Narayan Y..
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    RePEc:ecl:ohidic:2011-12.

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  15. CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure. (2011). Balbas, Alejandro .
    In: INDEM - Working Paper Business Economic Series.
    RePEc:cte:idrepe:id-11-04.

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  16. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

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  17. Explaining the returns of active currency managers. (2011). Nasypbek, Sam ; Rehman, Scheherazade S.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-11.

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  18. Inflation hedging portfolios in different regimes. (2011). Briere, Marie ; Signori, Ombretta.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-08.

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  19. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_831_11.

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  20. Connected Stocks. (2010). Polk, Christopher ; Anton, Miguel.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp651.

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  21. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7780.

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  22. Do hedge funds manage their reported returns?. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0709.

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  23. Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0404.

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  24. Reducing estimation risk in optimal portfolio selection when short sales are allowed. (2009). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:30:y:2009:i:5:p:281-305.

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  25. Inflation-hedging portfolios in Different Regimes. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:09-047.

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  26. Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage. (2009). Dai, John ; Sundaresan, Suresh.
    In: MPRA Paper.
    RePEc:pra:mprapa:16483.

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  27. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n2000109.pdf.

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  28. The persistence in hedge fund performance: extended analysis. (2009). Capocci, Daniel ; Daniel P. J. Capocci, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:233-255.

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  29. Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry. (2008). Ruenzi, Stefan ; Kempf, Alexander ; Thiele, Tanja .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0702.

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  30. Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1208.

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  31. Volatility Exposure for Strategic Asset Allocation. (2008). Signori, Ombretta ; Brière, Marie ; Burgues, Alexandre ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:08-034.

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  32. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2008-05.

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  33. Tracking problems, hedge fund replication and alternative beta. (2008). Roncalli, Thierry ; Weisang, Guillaume .
    In: MPRA Paper.
    RePEc:pra:mprapa:37358.

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  34. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
    In: Economics Papers.
    RePEc:nuf:econwp:0801.

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  35. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

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  36. Do Funds-of-Funds Deserve Their Fees-on-Fees?. (2008). Zhao, Rui ; Rhodes-Kropf, Matthew ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13944.

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  37. Do Hedge Funds Profit From Mutual-Fund Distress?. (2008). Stein, Jeremy ; Hong, Harrison ; Hanson, Samuel ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13786.

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  38. Risk Measurement and Management in a Crisis-Prone World. (2008). Wong, Woon ; Copeland, Laurence.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2008/14.

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  39. On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0711.

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  40. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Naik, Narayan Y. ; Agarwal, Vikas ; Boyson, Nicole M..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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  41. Optimal Hedging with Higher Moments. (2006). Černý, Aleš ; Brooks, Chris ; Cerny, A. ; Miffre, J..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-12.

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  42. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12090.

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  43. Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence. (2006). Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-38.

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  44. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-31.

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  45. Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach. (2005). Olszewski, Yan.
    In: Finance.
    RePEc:wpa:wuwpfi:0507018.

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  46. Estimating Bank Trading Risk: A Factor Model Approach. (2005). O'Brien, James ; Berkowitz, Jeremy .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11608.

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  47. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Getmansky, Mila ; Haas, Shane M. ; Chan, Nicholas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

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  48. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Yu, Fan ; Duarte, Jefferson ; Longstaff, Francis A..
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6zx6m7fp.

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  49. Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze. (2004). Merrick, John J. ; Yadav, Pradeep K. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0407.

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  50. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2004). Naik, Narayan Y. ; Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0403.

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