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6. Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei.
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7. Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G.
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8. A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela.
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9. Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Li, Steven ; Chen, Langnan ; Yang, KE ; Tian, Fengping.
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    RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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1. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
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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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4. Investment strategies beating the market. What can we squeeze from the market?. (2012). Sakowski, Pawel ; Ślepaczuk, Robert ; Zakrzewski, Grzegorz.
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5. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
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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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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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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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19. Do hedge funds manage their reported returns?. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
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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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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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30. On the relative performance of multi-strategy and funds of hedge funds. (2007). Agarwal, Vikas ; Kale, Jayant R..
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36. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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39. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
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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.
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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.
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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.
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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.
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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.
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