1. Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan.
   In: EconStor Preprints.
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2. Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan.
   In: MetaArXiv.
   RePEc:osf:metaar:ps2yn_v1.

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

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4. Do hedge funds bet against beta?. (2024). Riley, Timothy B ; Yan, Qing ; Malakhov, Alexey.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525.

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5. Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan.
   In: Journal of Economic Surveys.
   RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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6. 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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7. Hedge Fund Performance: A Quantitative Survey. (2022). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan.
   In: MetaArXiv.
   RePEc:osf:metaar:vq8cp_v1.

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8. Trends everywhere? The case of hedge fund styles. (2019). darolles, serge ; Chevalier, Charles.
   In: Journal of Asset Management.
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9. Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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10. Factors affecting the birth and fund flows of CTAs. (2016). faff, robert ; Do, Minh.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:41:y:2016:i:2:p:324-352.

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11. Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective. (2016). Konstantinov, Gueorgui .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:30:y:2016:i:3:d:10.1007_s11408-016-0271-y.

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12. 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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13. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y..
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14. Evaluating absolute return managers. (2014). Levich, Richard ; Pojarliev, Momtchil.
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15. Active currency management of international bond portfolios. (2014). Konstantinov, Gueorgui .
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16. The low return distortion of the Sharpe ratio. (2013). Auer, Benjamin .
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17. Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms. (2013). Fung, William ; Hsieh, David A. ; Edelman, Daniel .
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18. Hedge Funds. (2013). Funga, William ; Hsiehb, David A.
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1. Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil ; Stafylas, Dimitrios ; Newton, David.
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2. Testing Strong Form Market Efficiency of Jordanian Capital Market: Performance Appraisal of Mutual Funds a comparable study case with Saudi Arabia. (2020). Bustanji, Mazen.
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3. The Investment Performance of Ethical Equity Funds in Malaysia. (2020). Bhatti, Muhammad ; Rahman, Shafiqur ; Do, Hung Quang ; Mansor, Fadillah.
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4. Idea sharing and the performance of mutual funds. (2020). Cujean, Julien.
   In: Journal of Financial Economics.
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5. Jensens alpha and the market‐timing puzzle. (2019). Bunnenberg, Sebastian ; Rohleder, Martin ; Wilkens, Marco ; Scholz, Hendrik.
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6. Determinants of leadership in online social trading: A signaling theory perspective. (2019). Li, Matthew C ; Kromidha, Endrit.
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7. Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien.
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8. The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation. (2017). Lee, Cheng Few ; Xiao, Yaqing ; Rahman, Shafiqur.
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10. The price of skill: Performance evaluation by households. (2014). Savov, Alexi.
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11. The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance. (2013). Tchana Tchana, Fulbert ; Georges, Tsafack ; Fulbert, Tchana Tchana .
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12. Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity. (2013). Ferson, Wayne ; LIN, JERCHERN .
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13. Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Fung, William ; Naik, Narayan ; Hsieh, David ; Edelman, Daniel .
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14. The alpha and omega of fund of hedge fund added value. (2012). darolles, serge ; Vaissi, Mathieu .
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15. Does socially responsible investment equity indexes in emerging markets pay off? Evidence from Brazil. (2012). MONEVA, JOSE ; Salvador, Manuel ; Ortas, Eduardo.
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16. Why mutual funds underperform. (2011). Glode, Vincent.
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17. Mutual Fund Performance: Measurement and Evidence. (2010). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
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18. Performance evaluation in competitive REE models. (2010). Marin, Jose ; Colla, Paolo.
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19. Strategic trading in the wrong direction by a large institutional insider. (2010). Giambona, Erasmo ; Golec, Joseph.
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21. Information acquisition and mutual funds. (2009). Vanden, Joel M. ; Garcia, Diego.
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22. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk.. (2008). Savona, Roberto ; amisano, gianni.
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23. Performance measurement and evaluation. (2007). Lehmann, Bruce ; Timmermann, Allan.
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24. Conditional Performance Evaluation for German Mutual Equity Funds. (2007). Drobetz, Wolfgang ; Bessler, Wolfgang ; Zimmermann, Heinz.
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25. Is there a Difference? The Performance Characteristics of SRI Equity Indices. (2007). Schröder, Michael ; Schroder, Michael.
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28. The Conditional Performance of REIT Stock Repurchases. (2006). Giambona, Erasmo ; Golec, Joseph ; Giaccotto, Carmelo.
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29. A robust nonparametric approach to evaluate and explain the performance of mutual funds. (2006). Simar, Leopold ; Daraio, Cinzia.
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30. Is there a Difference? The Performance Characteristics of SRI Equity Indexes. (2005). Schröder, Michael ; Schroder, Michael.
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31. Estimating the Dynamics of Mutual Fund Alphas and Betas. (2005). zhang, hong ; Spiegel, Matthew I. ; Mamaysky, Harry.
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36. Passive timing effect in portfolio management. (2003). Matallin, J. C. ; Fernandez-Izquierdo, A..
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37. How to Tell if a Money Manager Knows More?. (2003). Iskoz, Sergey ; Wang, Jiang.
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38. Mutual funds as an alternative to direct stock investment: A cointegration approach. (2002). Nieto, Luisa ; Matallin, Juan Carlos .
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39. The Value of Asset Allocation Advice - Evidence of The Economist’s Quarterly Portfolio Poll. (2002). HYFTE, VAN W. ; DE CEUSTER, J. K. ; Annaert, J..
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41. Further insights on the puzzle of technical analysis profitability. (2000). Maillet, Bertrand ; Bertrand Maillet, Thierry Michel, .
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42. The ordered mean difference as a portfolio performance measure. (2000). Bowden, Roger J..
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