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Offshore Hedge Funds: Survival and Performance 1989-1995. (1997). Goetzmann, William ; Brown, Stephen ; Ibbotson, Roger G..
In: NBER Working Papers.
RePEc:nbr:nberwo:5909.

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  1. .

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  2. Investment beliefs of endowments. (2018). Ang, Andrew ; Goetzmann, William N ; Ayala, Andrs.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33.

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  3. CoVaR. (2014). Brunnermeier, Markus ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:348.

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  4. Leverage and Alpha: The Case of Funds of Hedge Funds. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149175.

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  5. Portfolio Optimization for Hedge Funds through Time-Varying Coefficients. (2013). Dewaele, Benoit .
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/149174.

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  6. Italian Equity Funds: Efficiency and Performance Persistence. (2008). Pelizzon, Loriana ; Casarin, Roberto ; Piva, Andrea .
    In: Working Papers.
    RePEc:ubs:wpaper:0817.

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  7. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. (2008). Rouwenhorst, K. ; Gorton, Gary ; Bhardwaj, Geetesh.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14424.

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  8. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-1.

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  9. The Pricing Performance of Market Advisory Services in Corn and Soybeans Over 1995-2004. (2006). Martines Filho, João ; Irwin, Scott ; Good, Darrel L. ; Batts, Ryan M. ; Martines-Filho, Joao .
    In: AgMAS Project Research Reports.
    RePEc:ags:uiucrr:37513.

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  10. 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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  11. Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Menexe, Faye ; Harry. M Kat, .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-13.

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  1. Sturm und Drang in money market funds: When money market funds cease to be narrow. (2015). Wedow, Michael ; Jank, Stephan .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:59-70.

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  2. A statistically robust decomposition of mutual fund performance. (2013). Agnesens, Julius .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3867-3877.

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  3. Long-term reactions to large stock price declines and increases in the European stock market: a note on market efficiency. (2012). Zschoche, Moritz ; Simpson, Marc ; Schiereck, Dirk ; Himmelmann, Achim .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:36:y:2012:i:2:p:400-423.

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  4. Revisiting Mutual Fund Performance Evaluation. (2012). Giamouridis, Daniel ; Angelidis, Timotheos ; Tessaromatis, Nikolaos.
    In: MPRA Paper.
    RePEc:pra:mprapa:36644.

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  5. Is Concentration a Good Idea? Evidence from Active Fund Management. (2012). Lee, Chia-Hao ; Chou, Pei-I ; Pei-I Chou, ; Pei-I Chou, .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:19:y:2012:i:1:p:23-41.

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  6. Performance Persistence of Equity Funds in Hungary. (2011). Filip, Dariusz.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:199.

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  7. Performance persistence of closed-end funds. (2011). Jia, Jingyi ; Elyasiani, Elyas.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:37:y:2011:i:3:p:381-408.

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  8. The 52-week high, momentum, and predicting mutual fund returns. (2011). Sapp, Travis .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:37:y:2011:i:2:p:149-179.

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  9. On the informativeness of persistence for mutual funds performance evaluation using partial frontiers. (2011). Tortosa-Ausina, Emili ; Dominguez, Amparo Soler ; Juan Carlos Matallin Saez, ; TortosaAusina, Emili .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2011-08.

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  10. Emerging market mutual fund performance: Evidence for Poland. (2011). Bialkowski, Jedrzej ; Otten, Roger .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:22:y:2011:i:2:p:118-130.

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  11. Robust performance measures for high yield bond funds. (2010). Lipton, Amy F. ; Kish, Richard J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:3:p:332-340.

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  12. Do fixed income mutual fund managers have managerial skills?. (2009). Du, Ding ; Huang, Zhaodan ; Blanchfield, Peter J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:378-397.

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  13. Affiliated mutual funds and analyst optimism. (2009). Mola, Simona ; Guidolin, Massimo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:93:y:2009:i:1:p:108-137.

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  14. Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers. (2008). Blake, David ; Cairns, Andrew ; Dowd, Kevin.
    In: MPRA Paper.
    RePEc:pra:mprapa:33749.

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  15. Peut-on encore parler des mesures de performance ?. (2008). Trabelsi, Mohamed Ali.
    In: MPRA Paper.
    RePEc:pra:mprapa:25443.

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  16. When cheaper is better: Fee determination in the market for equity mutual funds. (2008). Gil-Bazo, Javier ; Ruiz-Verdu, Pablo .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:67:y:2008:i:3-4:p:871-885.

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  17. Look-Ahead Benchmark Bias in Portfolio Performance Evaluation. (2008). Sornette, Didier ; WOHRMANN, Peter ; Daniel, Gilles .
    In: Papers.
    RePEc:arx:papers:0810.1922.

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  18. The investment value of mutual fund portfolio disclosure. (2007). Zhao, Jane ; Yao, Tong ; Wermers, Russ.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0609.

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  19. IPO auctions and private information. (2007). Liu, Yu-Jane ; Lee, Yi-Tsung ; Lin, Ji-Chai .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:5:p:1483-1500.

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  20. Investor monitoring and differences in mutual fund performance. (2006). James, Christopher ; Karceski, Jason .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:10:p:2787-2808.

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  21. Performance evaluation with portfolio holdings information. (2006). Wermers, Russ.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:17:y:2006:i:2:p:207-230.

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  22. Advertising and Portfolio Choice. (2006). Cronqvist, Henrik.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-16.

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  23. Relative performance objectives in financial markets. (2005). Palomino, Frederic.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:14:y:2005:i:3:p:351-375.

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  24. Pressupostos de Eficiência de Mercado: um estudo empírico na Bovespa. (2004). Lucena, Pierre ; Fugueiredo, Antonio Carlos .
    In: MPRA Paper.
    RePEc:pra:mprapa:40884.

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  25. Mutual fund characteristics, managerial attributes, and fund performance. (2004). Prather, Laurie ; Bertin, William J. ; Henker, Thomas .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:13:y:2004:i:4:p:305-326.

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  26. Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds. (2004). Deaves, Richard .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:673-694.

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  27. Mode of entry mode into a foreign market: the case of U.S. mutual funds in Canada. (2004). Ruckman, Karen .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:62:y:2004:i:2:p:417-432.

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  28. Analysis of hedge fund performance. (2004). Hübner, Georges ; Capocci, Daniel ; Hubner, Georges .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:1:p:55-89.

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  29. Characterising persistence of performance amongst South African general equity unit trusts. (2003). Firer, Colin ; Collinet, Lance.
    In: Omega.
    RePEc:eee:jomega:v:31:y:2003:i:6:p:523-538.

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  30. The performance persistence of foreign closed-end funds. (2002). Madura, Jeff ; Bers, Martina K..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:11:y:2002:i:4:p:263-285.

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  31. Investing in equity mutual funds. (2002). Stambaugh, Robert ; Pastor, Lubos ; Lubos, Pastor.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:63:y:2002:i:3:p:351-380.

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  32. An exploration of the persistence of UK unit trust performance. (2002). Forbes, David ; Fletcher, Jonathan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:5:p:475-493.

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  33. Induced persistence or reversals in fund performance?: the effect of survivorship bias. (2001). faff, robert ; Hallahan, Terrence A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:11:y:2001:i:2:p:119-126.

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  34. Eliminating look-ahead bias in evaluating persistence in mutual fund performance. (2001). Verbeek, Marno ; ter Horst, Jenke ; Nijman, Theo.
    In: Journal of Empirical Finance.
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  35. Liquidity, investment ability, and mutual fund structure. (2000). nanda, vikram ; Vikram, Nanda ; Warther Vincent A., ; Narayanan M. P., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:57:y:2000:i:3:p:417-443.

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  36. Performance persistence and management skill in nonconventional bond mutual funds. (2000). Hearth, Douglas ; Rimbey, James ; Philpot, James .
    In: Financial Services Review.
    RePEc:eee:finser:v:9:y:2000:i:3:p:247-258.

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  37. A sociological explanation of financial market growth. (2000). Allen, Douglas E. ; Kester, George W. ; McGoun, Elton G..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:9:y:2000:i:4:p:421-432.

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  38. Survivorship bias and attrition effects in measures of performance persistence. (1999). Carpenter, Jennifer ; Carpenter Jennifer N., ; Lynch Anthony W., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:54:y:1999:i:3:p:337-374.

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  39. The hazards of mutual fund underperformance: A Cox regression analysis. (1999). Timmermann, Allan ; Lunde, Asger ; Blake, David.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:2:p:121-152.

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  40. Ranking Portfolio Performance: An Application of a Joint Means and Variances Equality Test. (1999). Owen, Joel ; Rabinovitch, Ramon .
    In: Journal of Applied Economics.
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  41. Investor behavior and the persistence of poorly-performing mutual funds. (1998). Harless, David ; Peterson, Steven P..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:37:y:1998:i:3:p:257-276.

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  42. Causal relations among stock returns, inflation: Persistence of international mutual fund performance. (1998). Bers, Martina K..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:9:y:1998:i:2:p:225-240.

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  43. Performance Persistence of Experienced Mutual Fund Managers. (1998). Porter, Gary E. ; Trifts, Jack W..
    In: Financial Services Review.
    RePEc:eee:finser:v:7:y:1998:i:1:p:57-68.

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  44. Serial Persistence in Equity REIT Returns. (1997). Young, Michael ; Graff, Richard A..
    In: Journal of Real Estate Research.
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  45. Modern portfolio theory, 1950 to date. (1997). Elton, Edwin J. ; Gruber, Martin J..
    In: Journal of Banking & Finance.
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  46. Are banks market timers or market makers? Explaining foreign exchange trading profits. (1997). Brunner, Allan ; Ammer, John.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:7:y:1997:i:1:p:43-60.

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  47. Performance of mutual funds before and after closing to new investors. (1997). Manakyan, Herman ; Liano, Kartono .
    In: Financial Services Review.
    RePEc:eee:finser:v:6:y:1997:i:4:p:257-269.

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  48. Equity fund size and growth: Implications for performance and selection. (1996). Ciccotello, Conrad S. ; Grant, Terry C..
    In: Financial Services Review.
    RePEc:eee:finser:v:5:y:1996:i:1:p:1-12.

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  49. Fund closings as a signal to investors: Investment performance of open-end mutual funds that close to new shareholders. (1995). Fizel, John L. ; Smaby, Timothy R..
    In: Financial Services Review.
    RePEc:eee:finser:v:4:y:1995:i:2:p:71-80.

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  50. Are banks market timers or market makers? Explaining foreign exchange trading profits. (1994). Brunner, Allan ; Ammer, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:484.

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