1. On false discoveries of standard t-tests in investment management applications. (2022). Auer, Benjamin R.
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1. Ackermann, C. ; McEnally, R. ; Ravenscraft, D. The performance of hedge funds: risk, return, and incentives. 1999 Journal of Finance. 54 833-874

2. Amin, G. ; Kat, H. Hedge fund performance 1990–2000: do the “Money Machines” really add value?. 2003 Journal of Financial and Quantitative Analysis. 38 251-274

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5. Brown, S.J. ; Goetzmann, W.N. ; Ibbotson, R.G. Offshore hedge funds: survival and performance 1989–95. 1999 Journal of Business. 72 91-117

6. Capocci, D. ; Hübner, G. Analysis of hedge fund performance. 2004 Journal of Empirical Finance. 11 55-89

7. Ding, B. ; Shawky, H. The performance of hedge fund strategies and the asymmetry of return distributions. 2007 European Financial Management. 13 309-331

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18. Ledoit, O. ; Wolf, M. Robust performance hypothesis testing with the Sharpe ratio. 2008 Journal of Empirical Finance. 15 850-859

19. Liang, B. ; Park, H. Risk measures for hedge funds: a cross-sectional approach. 2007 European Financial Management. 13 333-370

20. Lo, A. The statistics of Sharpe ratios. 2002 Financial Analysts Journal. 58 36-52
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21. Posthuma, N. ; Van der Sluis, P. A reality check on hedge fund returns. 2003 Free University of Amsterdam:
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22. Schuhmacher, F. ; Eling, M. A decision-theoretic foundation for reward-to-risk performance measures. 2012 Journal of Banking and Finance. 36 2077-2082

23. Schuhmacher, F. ; Eling, M. Sufficient conditions for expected utility to imply drawdown-based performance rankings. 2011 Journal of Banking and Finance. 35 2311-2318

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25. Young, T. Calmar ratio: a smoother tool. 1991 Futures. 20 40-
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1. Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand. (2015). Jiao, Yawen ; Massa, Massimo ; Zhang, Hong.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10471.

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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..
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:24:y:2013:i:c:p:153-165.

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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.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2013-4.

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4. Investment strategies beating the market. What can we squeeze from the market?. (2012). Sakowski, Pawel ; Ślepaczuk, Robert ; Zakrzewski, Grzegorz.
   In: Working Papers.
   RePEc:war:wpaper:2012-04.

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5. Diversification in the hedge fund industry. (2012). Dai, Na ; Cumming, Douglas ; Shawky, Hany A..
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:18:y:2012:i:1:p:166-178.

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6. Commonality in hedge fund returns: driving factors and implications. (2012). Klaus, Berry ; Hoerova, Marie ; Bussiere, Matthieu.
   In: Working papers.
   RePEc:bfr:banfra:373.

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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..
   In: Business Excellence and Management.
   RePEc:rom:bemann:v:1:y:2011:i:1:p:19-36.

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8. Manager fee contracts and managerial incentives. (2011). Zhan, Gong .
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:14:y:2011:i:2:p:205-239.

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9. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:14:y:2011:i:2:p:169-204.

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10. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:117-135.

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11. Assessing the impact of heteroskedasticity for evaluating hedge fund performance. (2011). Tang, Leilei ; Marshall, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:1:p:12-19.

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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..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:547-569.

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13. 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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14. 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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15. Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements. (2010). Zaremba, Adam.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:197.

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16. Implicit incentives and reputational herding by hedge fund managers. (2010). Boyson, Nicole M..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:283-299.

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17. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101166.

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

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

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21. Hedge funds strategies -are they consistent?. (2009). Ribeiro, Mafalda ; Santos, Machado C..
    In: Working Papers.
    RePEc:ris:cigewp:2009_010.

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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.
    In: MPRA Paper.
    RePEc:pra:mprapa:16939.

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

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24. Quantile regression analysis of hedge fund strategies. (2009). Vrontos, Spyridon D. ; Meligkotsidou, Loukia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:264-279.

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25. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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

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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.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14424.

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28. CoVaR. (2008). Brunnermeier, Markus ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:348.

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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., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2939-2970.

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

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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..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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32. On the use of data envelopment analysis in hedge fund performance appraisal. (2007). Nguyen, Thi Thanh Huyen.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:131.

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33. Hedge funds, financial intermediation, and systemic risk. (2007). Stiroh, Kevin ; Schuermann, Til ; Kambhu, John.
    In: Staff Reports.
    RePEc:fip:fednsr:291.

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34. Hedge Funds: Past, Present, and Future. (2007). Stulz, René.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2007-3.

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35. Hedge Funds: Past, Present, and Future. (2007). Stulz, René ; René M. Stulz, .
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:175-194.

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

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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.
    RePEc:icr:wpicer:30-2006.

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38. Quantitative selection of hedge funds using data envelopment analysis. (2006). Nguyen, Thi Thanh Huyen.
    In: Post-Print.
    RePEc:hal:journl:halshs-00067742.

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39. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
    In: NBER Working Papers.
    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, .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00067744.

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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.
    RePEc:mit:sloanp:1838.

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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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