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2. Buy Low, Sell High? Do Private Equity Fund Managers Have Market Abilities?. (2018). Morkoetter, Stefan ; Jenkinson, Tim ; Wetzer, Thomas.
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3. Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T.
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4. Interfund lending in mutual fund families: Role of internal capital markets. (2015). Agarwal, Vikas ; Zhao, Haibei.
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5. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
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6. Outsourcing of mutual funds non-core competencies. (2015). Sorhage, Christoph .
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7. Managerial multitasking in the mutual fund industry. (2015). Agarwal, Vikas ; Ma, Linlin ; Mullally, Kevin.
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8. The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gunduz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia.
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9. Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. (2015). Cici, Gjergji ; Sorhage, Christoph ; Kempf, Alexander.
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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.
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2. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
   In: CEPR Discussion Papers.
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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 .
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5. Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Bessler, Wolfgang ; Kurmann, Philipp ; Holler, Julian .
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   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.
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7. Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM. (2012). Charles-Cadogan, G..
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8. Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets. (2012). Charles-Cadogan, G..
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9. Assessing the Performance of Funds of Hedge Funds. (2011). Pirotte Speder, Hugues ; Dewaele, Benoit ; Tuchschmid, N. ; Wallerstein, E..
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10. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
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11. The option CAPM and the performance of hedge funds. (2011). Garcia, René ; Diez de los Rios, Antonio.
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12. The financial crisis and hedge fund returns. (2011). Bollen, Nicolas .
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13. Liquidity Shocks and Hedge Fund Contagion. (2011). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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14. CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure. (2011). Balbas, Raquel.
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15. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
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16. Explaining the returns of active currency managers. (2011). Rehman, Scheherazade S ; Nasypbek, Sam .
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17. Inflation hedging portfolios in different regimes. (2011). Signori, Ombretta ; Briere, Marie.
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18. Risk measures for autocorrelated hedge fund returns. (2011). Stork, Philip ; Di Cesare, Antonio ; de Vries, Casper.
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19. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
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20. Do hedge funds manage their reported returns?. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
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21. Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y..
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22. Reducing estimation risk in optimal portfolio selection when short sales are allowed. (2009). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
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23. Inflation-hedging portfolios in Different Regimes. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
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24. Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage. (2009). Sundaresan, Suresh ; Dai, John .
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25. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
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26. The persistence in hedge fund performance: extended analysis. (2009). Capocci, Daniel ; Daniel P. J. Capocci, .
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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.
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28. Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs.
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29. Volatility Exposure for Strategic Asset Allocation. (2008). Signori, Ombretta ; Brière, Marie ; Briere, Marie ; Burgues, Alexandre .
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30. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
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31. Tracking problems, hedge fund replication and alternative beta. (2008). Roncalli, Thierry ; Weisang, Guillaume.
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32. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
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33. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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34. Do Funds-of-Funds Deserve Their Fees-on-Fees?. (2008). Zhao, Rui ; Rhodes-Kropf, Matthew ; Ang, Andrew.
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35. Do Hedge Funds Profit From Mutual-Fund Distress?. (2008). Stein, Jeremy ; Hong, Harrison ; Hanson, Samuel ; Chen, Joseph.
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36. CoVaR. (2008). Brunnermeier, Markus ; Adrian, Tobias.
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37. Asset pricing models with errors-in-variables. (2008). Carmichael, Benoit ; Coen, Alain.
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38. Risk Measurement and Management in a Crisis-Prone World. (2008). Wong, Woon ; Copeland, Laurence.
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39. On the relative performance of multi-strategy and funds of hedge funds. (2007). Agarwal, Vikas ; Kale, Jayant R..
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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..
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41. Optimal Hedging with Higher Moments. (2006). Černý, Aleš ; ÄŒerný, AleÅ¡ ; Brooks, Chris ; Miffre, J. ; Cerny, A..
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42. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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43. Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence. (2006). Chabi-Yo, Fousseni.
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44. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
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45. Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach. (2005). Olszewski, Yan.
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46. Estimating Bank Trading Risk: A Factor Model Approach. (2005). Berkowitz, Jeremy ; O'Brien, James.
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47. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
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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.
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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..
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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..
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