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   RePEc:spr:operea:v:24:y:2024:i:4:d:10.1007_s12351-024-00867-0.

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2. Family business origin and investment preference: An empirical study of imprinting theory. (2024). Liu, Guanchun ; Zhang, Suge ; Cheng, Chen.
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   RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923001300.

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3. The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19. (2023). Sutcliffe, Charles ; Han, Weihao ; Platanakis, Emmanouil ; Stafylas, Dimitrios ; Newton, David ; Huang, Xinyu.
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4. A bibliometric review of portfolio diversification literature. (2023). Migliavacca, Milena ; Goodell, John W ; Paltrinieri, Andrea.
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   RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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5. The crisis alpha of managed futures: Myth or reality?. (2022). Frömmel, Michael ; Asif, Raheel ; Frommel, Michael ; Mende, Alexander.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242.

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2. Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings. (2013). Schuhmacher, Frank ; Auer, Benjamin R..
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3. Pension funds’allocations to hedge funds: an empirical analysis of US and Canadian defined benefit plans. (2013). Bouvatier, Vincent ; Rigot, Sandra.
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5. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
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6. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Berry ; Hoerova, Marie ; Bussiere, Matthieu.
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7. WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (I). (2011). Cao, Yang ; Ogden, Joseph P. ; TIU, Cristian I..
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9. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
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11. Assessing the impact of heteroskedasticity for evaluating hedge fund performance. (2011). Tang, Leilei ; Marshall, Andrew.
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12. The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. (2011). Fung, William ; Hsieh, David A..
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13. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
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14. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
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15. Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements. (2010). Zaremba, Adam.
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16. Implicit incentives and reputational herding by hedge fund managers. (2010). Boyson, Nicole M..
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17. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David.
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18. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
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19. Do hedge funds manage their reported returns?. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
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20. Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
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21. Hedge funds strategies -are they consistent?. (2009). Ribeiro, Mafalda ; Santos, Machado C..
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22. Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik. (2009). Deetz, Marcus ; Poddig, Thorsten ; Varmaz, Armin.
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23. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
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24. Quantile regression analysis of hedge fund strategies. (2009). Vrontos, Spyridon D. ; Meligkotsidou, Loukia.
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26. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
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27. 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.
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29. Strategic asset allocation with liabilities: Beyond stocks and bonds. (2008). Hoevenaars, Roy ; Steenkamp, Tom B. M., ; Schotman, Peter C. ; Molenaar, Roderick D. J., .
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30. On the relative performance of multi-strategy and funds of hedge funds. (2007). Agarwal, Vikas ; Kale, Jayant R..
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31. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Agarwal, Vikas ; Boyson, Nicole M. ; Naik, Narayan Y..
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32. On the use of data envelopment analysis in hedge fund performance appraisal. (2007). Nguyen, Thi Thanh Huyen.
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36. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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37. Net Inflows and Time-Varying Alphas: The Case of Hedge Funds. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers.
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38. Quantitative selection of hedge funds using data envelopment analysis. (2006). Nguyen, Thi Thanh Huyen.
    In: Post-Print.
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39. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
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    RePEc:nbr:nberwo:11200.

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

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41. PIPE Dreams? The Performance of Companies Issuing Equity Privately. (2004). Sialm, Clemens ; Ouimet, Paige P. ; Brophy, David J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11011.

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42. Hedge fund behavior: An ex-post analysis. (2004). Nguyen, Thi Thanh Huyen ; Huyen Nguyen-Thi-Thanh, .
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43. 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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44. 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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45. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. (2003). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9571.

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46. An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns. (2003). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
    In: Working papers.
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47. Further Evidence on Hedge Funds Performance.. (2003). Madsen, Peter Brink ; Christensen, Michael ; Christiansen, Claus Bang.
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_005.

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

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49. Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001. (2002). Kat, Harry ; Amin, Gaurav S..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-02.

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50. Hedge Fund Performance 1990-2000- Do the Money Machines Really Add Value?. (2001). Kat, Harry ; Harry. M Kat, ; Amin, Gaurav .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2001-05.

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