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1. Is It Possible to OD on Alpha?. (2018). Kakushadze, Zura ; Liew, Jim Kyung-Soo.
   In: Papers.
   RePEc:arx:papers:1404.0746.

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2. Hedge funds, fund attributes and risk adjusted returns. (2014). Soydemir, Gokce ; Shin, Sangheon ; Smolarski, Jan.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:38:y:2014:i:1:p:133-149.

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3. Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds. (2014). Proelss, Juliane ; Schweizer, Denis.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:28:y:2014:i:1:p:1-28.

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4. On the robustness of persistence in mutual fund performance. (2014). Tortosa-Ausina, Emili ; Matallin-Saez, Juan Carlos ; Soler-Dominguez, Amparo.
   In: Working Papers.
   RePEc:jau:wpaper:2014/01.

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5. Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis. (2014). HENTATI KAFFEL, Rania ; de Peretti, Philippe.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-00984777.

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6. Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Wilkens, Marco ; Scholz, Hendrik ; Breloer, Bernhard.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77.

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7. Can Turnover Go to Zero?. (2014). Kakushadze, Zura.
   In: Papers.
   RePEc:arx:papers:1406.0044.

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8. Short-term hedge fund performance. (2013). Slavutskaya, Anna.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:11:p:4404-4431.

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9. The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II : The Loss Carry Forward Scheme. (2013). gourieroux, christian ; darolles, serge.
   In: Working Papers.
   RePEc:crs:wpaper:2013-23.

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10. The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I : The High Water Mark Scheme. (2013). gourieroux, christian ; darolles, serge.
    In: Working Papers.
    RePEc:crs:wpaper:2013-22.

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11. Systematic risk and the cross section of hedge fund returns. (2012). Brown, Stephen ; Bali, Turan G. ; Caglayan, Mustafa Onur.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:1:p:114-131.

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12. Trust and delegation. (2012). liang, bing ; Goetzmann, William ; Brown, Stephen ; Schwarz, Christopher.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:2:p:221-234.

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13. The alpha and omega of fund of hedge fund added value. (2012). darolles, serge ; Vaissi, Mathieu .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:4:p:1067-1078.

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14. Regulatory induced performance persistence: Evidence from hedge funds. (2012). Dai, Na ; Cumming, Douglas ; Ha, Lars Helge ; Schweizer, Denis.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:18:y:2012:i:5:p:1005-1022.

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15. 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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16. The International Evidence on Discouraged Small Businesses. (2012). Chakravarty, Sugato ; Deb, Saikat Sovan.
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17. The Short and Long Term Performance Persistence in the Central European Banking Industry. (2011). Kowalewski, Oskar ; Kozowski, Ukasz ; Jackowicz, Krzysztof.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:224.

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18. L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica. (2011). Amerise, Ilaria Lucrezia ; Piluso, Fabio.
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    RePEc:pra:mprapa:28178.

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19. Hedge funds, managerial skill, and macroeconomic variables. (2011). Kosowski, Robert ; Naik, Narayan Y. ; Teo, Melvyn ; Avramov, Doron.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:3:p:672-692.

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20. Do hedge funds exposures to risk factors predict their future returns?. (2011). Brown, Stephen ; Bali, Turan G. ; Caglayan, Mustafa Onur.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:36-68.

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21. 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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22. Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds. (2010). Muga, Luis ; Abinzano, Isabel ; Santamaria, Rafael.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:38:y:2010:i:1:p:41-67.

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23. The performance of hedge funds and mutual funds in emerging markets. (2010). Eling, Martin ; Faust, Roger .
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    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1993-2009.

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24. Trust and Delegation. (2009). Goetzmann, William ; Schwarz, Christopher ; Liang, Bing.
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25. Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration. (2009). Goetzmann, William ; Schwarz, Christopher ; Liang, Bing.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2472.

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

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27. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
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28. The persistence in hedge fund performance: extended analysis. (2009). Capocci, Daniel ; Daniel P. J. Capocci, .
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    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:233-255.

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29. The Italian hedge funds industry: An empirical analysis of performance and persistence. (2009). Steri, Roberto ; Giorgino, Marco ; Viviani, Diego.
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30. Liquidity shocks, size and the relative performance of hedge fund strategies. (2009). Tian, Jianbo ; Shawky, Hany A. ; Ding, Bill .
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    RePEc:eee:jbfina:v:33:y:2009:i:5:p:883-891.

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31. Italian Equity Funds: Efficiency and Performance Persistence. (2008). Pelizzon, Loriana ; Casarin, Roberto ; Piva, Andrea.
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32. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds. (2008). Jagannathan, Ravi ; Da, Zhi ; Gao, Pengjie.
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33. Implied measures of relative fund performance. (2008). Hogan, Steve ; Warachka, Mitch.
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34. Systemic Risk and Hedge Funds. (2007). Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila ; Lo, Andrew W..
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35. Evaluating hedge fund performance: a stochastic dominance approach. (2007). LINTON, OLIVER.
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36. Do hedge funds deliver alpha? A Bayesian and bootstrap analysis. (2007). Kosowski, Robert ; Naik, Narayan Y. ; Teo, Melvyn.
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37. Heterogenität von Hedgefondsindizes. (2006). Heidorn, Thomas ; Kaiser, Dieter G. ; Hoppe, Christian .
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38. Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation. (2006). Jagannathan, Ravi ; Dmitry_Novikov, ; Malakhov, Alexey.
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39. Relative importance of hedge fund characteristics. (2006). Savaria, Patrick ; Moigne, Cecile.
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40. Persistence in Mutual Fund Returns: New Zealand Evidence. (2006). Su, Roger ; Hooper, Keith ; Davey, Howard ; Dani A. C. Foo, .
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41. Neutrality of market neutral funds. (2006). Capocci, Daniel.
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42. The Consistency of Self-Declared Hedge Fund Styles — A Return-Based Analysis with Self-Organizing Maps. (2005). Klocker, Stefan ; Baghai-Wadj, Ramin ; El-Berry, Rami ; Schwaiger, Markus.
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43. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
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44. Persistencia de resultados en los fondos de inversión españoles. (2005). Aquilue, Rafael Santamaria ; Fernandez, Alfredo Ciriaco.
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45. An empirical analysis of hedge fund performance: The case of Australian hedge funds industry. (2005). Wickramanayake, Jayasinghe ; faff, robert ; Do, Viet.
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46. Performance persistence and the source of returns for hedge funds. (2004). Harri, Ardian ; Brorsen, B.
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47. Analysis of hedge fund performance. (2004). Hübner, Georges ; Capocci, Daniel ; Hubner, Georges.
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48. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. (2003). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
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49. An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns. (2003). Lo, Andrew ; Getmansky, Mila ; Makarov, Igor.
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50. Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance. (2002). Verbeek, Marno ; Verbeek, M. J. C. M., ; Ter Horst, J. R., ; Baquero, G..
    In: ERIM Report Series Research in Management.
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