1. Industrial Structure, Executives Pay And Myopic Risk Taking. (2011). Thanassoulis, John.
   In: Economics Series Working Papers.
   RePEc:oxf:wpaper:571.

   Full description at Econpapers || Download paper

2. Bankers Pay Structure And Risk. (2011). Thanassoulis, John.
   In: Economics Series Working Papers.
   RePEc:oxf:wpaper:545.

   Full description at Econpapers || Download paper

3. Risk Management Lessons from Madoff Fraud. (2009). Roncalli, Thierry ; Clauss, Pierre ; Weisang, Guillaume.
   In: MPRA Paper.
   RePEc:pra:mprapa:36754.

   Full description at Econpapers || Download paper

4. The Banking Crisis - A Rational Interpretation. (2009). Minford, A. Patrick.
   In: Cardiff Economics Working Papers.
   RePEc:cdf:wpaper:2009/10.

   Full description at Econpapers || Download paper

5. THE ILLUSION OF STABILITY—LOW INFLATION IN A BUBBLE ECONOMY. (2009). Zhang, Lei ; Miller, Marcus ; MOHANTY, ISHITA .
   In: Manchester School.
   RePEc:bla:manchs:v:77:y:2009:i:s1:p:126-149.

   Full description at Econpapers || Download paper

1. Ackermann, Carl, Richard McEnally, and David Ravenscraft. 1999. The performance of hedge funds: risk, return, and incentives, Journal of Finance, 54: 833-8 74.

2. Agarwal, Vikas, and Narayan Y. Naik. 2004. Risks and portfolio decisions involving hedge funds, Review of Financial Studies 17: 63-98.

3. Akerlof, George. 1970. The market for `lemons: quality uncertainty and the market mechanism, Quarterl~j Journal of Economics, 84: 488-500.

4. Carpenter, Jennifer, 1998. The optimal dynamic investment policy for a fund manager with an incentive fee, Department of Finance, New York University.

5. Hodder, James E. and Jens Carsten Jackwerth. 2005. Incentive contracts and hedge fund management, Finance Department, School of Business, University of Wisconsin-Madison.

6. Lo, Andrew W. 2001. Risk management for hedge funds: introduction and overview, Financial Anal~jsts Journal, November/December Issue: : 16-33.

7. Malkiel, Burton G., and Atanu Saha. 2005. Hedge funds: risks and returns, Financial Anal~jsts Journal, November/December Issue.
   Paper not yet in RePEc: Add citation now
   
8. Starks, Laura T. 1987. Performance inventive fees: an agency theoretic approach, Financial and Quantitative Anal~jsis, 22: 17-32.
   Paper not yet in RePEc: Add citation now
   

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

13. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

18. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7780.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

39. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

Report date: 2025-09-13 07:18:48 || Missing content? Let us know