1. Who should choose the money managers? Institutional sponsors equity manager performance. (2023). Jun, Sang-Gyung ; Han, Min-Yeon ; Jimmy, Ji Yeol ; Kang, Hyoung-Goo.
   In: Pacific-Basin Finance Journal.
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2. Hedge fund portfolio selection with fund characteristics. (2021). Kauppila, Mikko ; Joenvaara, Juha ; Kahra, Hannu.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001916.

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3. Funds of hedge funds: Are they really the high society for little guys?. (2020). Cui, Wei ; Yao, Juan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:67:y:2020:i:c:p:346-361.

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4. The subsidy to infrastructure as an asset class. (2018). Kräussl, Roman ; Kraussl, Roman ; Rauh, Joshua ; Andonov, Aleksandar.
   In: CFS Working Paper Series.
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5. The Subsidy to Infrastructure as an Asset Class. (2018). Kräussl, Roman ; Kraussl, Roman ; Rauh, Joshua ; Andonov, Aleksandar.
   In: NBER Working Papers.
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6. A methodology to avoid over-diversification of funds of equity funds An implementation case study for equity funds of funds in bull markets. (2018). Lethi, AN ; Damel, Pascal ; Ribau-Peltre, Nadege.
   In: Post-Print.
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7. Financial intermediation in private equity: How well do funds of funds perform?. (2018). Kaplan, Steven ; Jenkinson, Tim ; Stucke, Ruediger ; Harris, Robert S.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:129:y:2018:i:2:p:287-305.

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8. Financial Intermediation in Private Equity: How Well Do Funds of Funds Perform?. (2017). Kaplan, Steven ; Jenkinson, Tim ; Stucke, Ruediger ; Harris, Robert S.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:23428.

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9. Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds. (2016). Lu, Yan ; Agarwal, Vikas ; Ray, Sugata.
   In: Management Science.
   RePEc:inm:ormnsc:v:62:y:2016:i:3:p:722-740.

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10. Funding liquidity risk of funds of hedge funds: Evidence from their holdings. (2015). Shi, Zhen ; Agarwal, Vikas ; Aragon, George O.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1512.

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11. Efficiently Inefficient Markets for Assets and Asset Management. (2015). Pedersen, Lasse ; Garleanu, Nicolae B.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21563.

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12. The Value of Funds of Hedge Funds: Evidence from Their Holdings. (2015). Aiken, Adam ; Ellis, Jesse ; Clifford, Christopher P.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:10:p:2415-2429.

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13. A model of emulation funds. (2015). Lee, Adrian ; Gallagher, David ; Chen, Zhe ; Cahan, Steven ; Foster, Douglas F.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:55:y:2015:i:3:p:717-748.

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14. Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds. (2014). Ray, Sugata ; Lu, Yan ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1413.

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15. Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1303.

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16. Does portfolio emulation outperform its target funds?. (2013). Lee, Adrian ; Gallagher, David ; Foster, Frederick.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:38:y:2013:i:2:p:401-427.

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17. Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Fung, William ; Naik, Narayan ; Hsieh, David ; Edelman, Daniel .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108.

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18. 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.
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19. Hedge fund leverage. (2011). Ang, Andrew ; Gorovyy, Sergiy ; van Inwegen, Gregory B..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126.

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20. 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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1. Portfolio optimization in hedge funds by OGARCH and Markov Switching Model. (2015). Seco, Luis ; Wu, Lin-Liang Bill ; Luo, Cuicui.
   In: Omega.
   RePEc:eee:jomega:v:57:y:2015:i:pa:p:34-39.

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2. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10151.

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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. Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Fung, William ; Naik, Narayan ; Hsieh, David ; Edelman, Daniel .
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108.

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5. Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Bessler, Wolfgang ; Kurmann, Philipp ; Holler, Julian .
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:26:y:2012:i:1:p:109-141.

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6. 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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7. Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM. (2012). Charles-Cadogan, G..
   In: Papers.
   RePEc:arx:papers:1206.4562.

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8. Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets. (2012). Charles-Cadogan, G..
   In: Papers.
   RePEc:arx:papers:1206.2662.

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9. Assessing the Performance of Funds of Hedge Funds. (2011). Pirotte Speder, Hugues ; Dewaele, Benoit ; Tuchschmid, N. ; Wallerstein, E..
   In: Working Papers CEB.
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10. 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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11. The option CAPM and the performance of hedge funds. (2011). Garcia, René ; Diez de los Rios, Antonio.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:14:y:2011:i:2:p:137-167.

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12. 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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13. Liquidity Shocks and Hedge Fund Contagion. (2011). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-12.

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14. CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure. (2011). Balbas, Raquel.
    In: INDEM - Working Paper Business Economic Series.
    RePEc:cte:idrepe:id-11-04.

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15. 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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16. Explaining the returns of active currency managers. (2011). Rehman, Scheherazade S ; Nasypbek, Sam .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-11.

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17. Inflation hedging portfolios in different regimes. (2011). Signori, Ombretta ; Briere, Marie.
    In: BIS Papers chapters.
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18. 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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19. 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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20. 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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21. 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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22. Reducing estimation risk in optimal portfolio selection when short sales are allowed. (2009). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:30:y:2009:i:5:p:281-305.

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23. Inflation-hedging portfolios in Different Regimes. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:09-047.

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24. Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage. (2009). Sundaresan, Suresh ; Dai, John .
    In: MPRA Paper.
    RePEc:pra:mprapa:16483.

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25. 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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26. The persistence in hedge fund performance: extended analysis. (2009). Capocci, Daniel ; Daniel P. J. Capocci, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:233-255.

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27. Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry. (2008). Ruenzi, Stefan ; Thiele, Tanja ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0702.

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28. Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1208.

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29. Volatility Exposure for Strategic Asset Allocation. (2008). Signori, Ombretta ; Brière, Marie ; Briere, Marie ; Burgues, Alexandre .
    In: Working Papers CEB.
    RePEc:sol:wpaper:08-034.

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30. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2008-05.

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31. Tracking problems, hedge fund replication and alternative beta. (2008). Roncalli, Thierry ; Weisang, Guillaume.
    In: MPRA Paper.
    RePEc:pra:mprapa:37358.

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

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33. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

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34. Do Funds-of-Funds Deserve Their Fees-on-Fees?. (2008). Zhao, Rui ; Rhodes-Kropf, Matthew ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13944.

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35. Do Hedge Funds Profit From Mutual-Fund Distress?. (2008). Stein, Jeremy ; Hong, Harrison ; Hanson, Samuel ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13786.

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

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37. Asset pricing models with errors-in-variables. (2008). Carmichael, Benoit ; Coen, Alain.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:778-788.

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38. Risk Measurement and Management in a Crisis-Prone World. (2008). Wong, Woon ; Copeland, Laurence.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2008/14.

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39. 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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40. 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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41. Optimal Hedging with Higher Moments. (2006). Černý, Aleš ; ÄŒerný, AleÅ¡ ; Brooks, Chris ; Miffre, J. ; Cerny, A..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-12.

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42. 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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43. Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence. (2006). Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-38.

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44. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-31.

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45. Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach. (2005). Olszewski, Yan.
    In: Finance.
    RePEc:wpa:wuwpfi:0507018.

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46. Estimating Bank Trading Risk: A Factor Model Approach. (2005). Berkowitz, Jeremy ; O'Brien, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11608.

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47. 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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48. 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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49. Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze. (2004). Yadav, Pradeep K. ; Naik, Narayan Y. ; Merrick, John J..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0407.

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50. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2004). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
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