1. Risk Shifting and Mutual Fund Performance. (2009). Sialm, Clemens ; Huang, Jennifer ; Zhang, Hanjiang.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:14903.

   Full description at Econpapers || Download paper

2. Time-Varying Incentives in the Mutual Fund Industry. (2008). Tay, Anthony.
   In: Finance Working Papers.
   RePEc:eab:financ:22484.

   Full description at Econpapers || Download paper

1. Agarwal, V., Naik, N.V., 2004. Risks and portfolio decisions involving hedge funds. Review of Financial Studies 17, 63â98.

2. Almazan, A., Brown, K.C., Carlson, M., Chapman, D.A., 2004. Why constrain your mutual fund manager? Journal of Financial Economics 73, 289â321.

3. Bagnoli, M., Watts, S.G., 2000. Chasing hot funds: the effects of relative performance on portfolio choice. Financial Management 29, 31â50.

4. Beck, N., Katz, J.N., 1995. What to do (and not to do) with time-series cross-section data. American Political Science Review 89, 634â647.

5. Bloom, M., Milkovich, G.T., 1998. Relationships among risk, incentive pay and organizational performance. Academy of Management Journal 43, 283â297.
   Paper not yet in RePEc: Add citation now
   
6. Breuer, W., Stotz, O., 2007, Mutual Fund Flows and Extrapolative Investorsâ Expectations: The German Case. Unpublished working paper, RWTH Aachen University.
   Paper not yet in RePEc: Add citation now
   

7. Brown, K.C., Harlow, W., Starks, L.T., 1996. Of tournaments and temptations: an analysis of managerial incentives in the mutual fund industry. Journal of Finance 51, 85â110.

8. Busse, J.A., 2001. Another look at mutual fund tournaments. Journal of Financial and Quantitative Analysis 36, 53â73.

9. Carhart, M.M., 1997. On persistence in mutual fund performance. Journal of Finance 52, 57â82.

10. Carpenter, J.N., 2000. Does option compensation increase managerial risk appetite? Journal of Finance 55, 2311â2331.

11. Chakraborty, A., Sheikh, S., Subramanian, N., 2007. Termination risk and managerial risk taking. Journal of Corporate Finance 13, 170-188.

12. Chevalier, J., Ellison, G., 1997. Risk taking by mutual funds as a response to incentives. Journal of Political Economy 105, 1167â1200.

13. Chevalier, J., Ellison, G., 1999. Career concerns of mutual fund managers. Quarterly Journal of Economics 114, 389â432.

14. Clarke, J., Subramanian, A., 2006. Dynamic forecasting behavior by analysts: theory and evidence. Journal of Financial Economics 80, 81-113.

15. Cohen, R.B., Hall, B.J., Viceira, L.M., 2000. Do executive stock options encourage risk-taking? Unpublished working paper, Harvard University, Boston.
    Paper not yet in RePEc: Add citation now
    
16. Coles, J.L., Daniel, N.D., Naveen, L., 2006. Executive compensation and managerial risk-taking. Journal of Financial Economics 79, 431â468.
    Paper not yet in RePEc: Add citation now
    
17. Coughlan, A., Anne, T., Schmidt, R., 1985. Executive compensation, managerial turnover and firm performance: an empirical investigation. Journal of Accounting & Economics 7, 43â66.
    Paper not yet in RePEc: Add citation now
    
18. Daniel, N.D., Wermers, R., 2000. Risk taking behavior by mutual fund managers: do managers âwalk awayâ from the tournament? Unpublished working paper, Georgia State University.
    Paper not yet in RePEc: Add citation now
    

19. Elton, E.J., Gruber, M.J., Blake, C.R., 2003. Incentive fees and mutual funds. Journal of Finance 58, 779â804.

20. Faff, R.W., Parwada, J. T., Yang, J. W., 2006, Fund managersâ institutional background and the birth of investment management companies. Unpublished working paper, Monash University.
    Paper not yet in RePEc: Add citation now
    

21. Fama E., MacBeth, J., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607â636.

22. Farnsworth, H., Taylor, J., 2006. Evidence on the compensation of portfolio managers. Journal of Financial Research 29, 305â324.

23. Gaspar, J. M., Massa, M., Matos, P., 2006. Favoritism in mutual fund families? Evidence on strategic cross-fund subsidization. Journal of Finance 61, 73â104.

24. Gibbons, R., Murphy, K.J., 1992. Optimal incentive contracts in the presence of career concerns. Journal of Political Economy 100, 468-505.

25. Gilson, S.C., 1989. Management turnover and financial distress. Journal of Financial Economics 25, 241â262.

26. Golec, G., Starks, L.T., 2004. Performance fee contract change and mutual fund risk. Journal of Financial Economics 73, 98â118.

27. Hong, H., Kubik, J.D., 2003. Analyzing the analysts: career concerns and biased earning forecasts. Journal of Finance 58, 313â351.

28. Hu, F., Hall, A.R., Harvey, C.R., 2000. Promotion or demotion? An empirical investigation of the determinants of top mutual fund manager change. Unpublished working paper, Duke University.
    Paper not yet in RePEc: Add citation now
    
29. Hu, P., Kale, J.R., Pagani, M., Subramaniam, A., 2008. Fund flows, performance, managerial career concerns, and risk-taking. Unpublished working paper, Georgia State University.
    Paper not yet in RePEc: Add citation now
    

30. Huang, J., Sialm, C., Zhang, H., 2008. Risk shifting and mutual fund performance. Unpublished working paper. University of Texas at Austin.

31. Jacobson, L.S., LaLonde, R.J., Sullivan, D.G., 1993. Earnings losses of displaced workers. American Economic Review 83, 685-709.

32. James, D., Isaac, R.M., 2000. Asset markets: How they are affected by tournament incentives for individuals. American Economic Review 90, 995â1004.

33. Jans, R., Otten, R., 2005. Tournaments in the UK mutual fund industry. Managerial Finance, forthcoming.
    Paper not yet in RePEc: Add citation now
    
34. Karceski, J., 2002, Returns-chasing behavior, mutual funds, and Betaâs death. Journal of Financial and Quantitative Analysis 37, 559â594.
    Paper not yet in RePEc: Add citation now
    

35. Kempf, A., Ruenzi, S., 2008. Tournaments in mutual fund families. Review of Financial Studies 21, 1013-1036.

36. Khorana, A., 1996. Top management turnover: an empirical investigation of mutual fund managers. Journal of Financial Economics 40, 403â427.
    Paper not yet in RePEc: Add citation now
    

37. Koski, J.L., Pontiff, J., 1999. How are derivatives used? Evidence from the mutual fund industry. Journal of Finance 54, 791â816.

38. Krebs, T., 2007. Job displacement risk and the cost of business cycles. American Economic Review 93, 664-686.

39. Li, W., and A. Tiwari, 2006. On the consequences of mutual fund tournaments. Unpublished working paper, University of Iowa.
    Paper not yet in RePEc: Add citation now
    

40. Murphy, K., Zimmerman, J., 1993. Financial performance surrounding CEO turnover. Journal of Accounting and Economics 16, 273â315.

41. Pastor, L., Stambaugh, R.F., 2002. Mutual fund performance and seemingly unrelated assets. Journal of Financial Economics 63, 315â349.

42. Patel, J., Zeckhauser, R.J., Hendricks, D., 1994. Investment flows and performance: evidence from mutual funds, cross-border investments, and new issues. In: Sato, R., Levich, R.M., Ramachandran, R.V. (Eds.), Japan, Europe, and International Financial Markets: Analytical and empirical perspectives, Cambridge University Press, Cambridge, UK, 51â72.
    Paper not yet in RePEc: Add citation now
    
43. Qui, J., 2003. Termination risk, multiple managers and mutual fund tournaments. European Finance Review 7, 161â190.
    Paper not yet in RePEc: Add citation now
    

44. Rajgopal, S., Shevlin, T., 2002. Empirical evidence on the relation between stock option compensation and risk-taking. Journal of Accounting and Economics 33, 145â171.

45. Sirri, E.R., Tufano, P., 1998. Costly search and mutual fund flows. Journal of Finance 53, 1589â1622.

46. Wermers, R., 2000. Mutual fund performance: An empirical decomposition into stock-picking talent, style, transactions costs, and expenses. Journal of Finance 55, 581â622.

47. Zhao, X., 2005a. Entry Decisions by Mutual Fund Families. In: Kline, E. (Eds.), Stock Exchanges, IPOâs and Mutual Funds, Nova Science Publishers, Inc., New York, 151-179.
    Paper not yet in RePEc: Add citation now
    

48. Zhao, X., 2005b. Exit decisions in the U.S. mutual fund industry. Journal of Business 78, 1365â1401.

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.

   Full description at Econpapers || Download paper

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

   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. 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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

9. Assessing the Performance of Funds of Hedge Funds. (2011). Pirotte Speder, Hugues ; Dewaele, Benoit ; Tuchschmid, N. ; Wallerstein, E..
   In: Working Papers CEB.
   RePEc:sol:wpaper:2013/97544.

   Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

15. 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

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

    Full description at Econpapers || Download paper

17. Inflation hedging portfolios in different regimes. (2011). Signori, Ombretta ; Briere, Marie.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-08.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

19. 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

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

42. 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

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

47. 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

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.
    RePEc:zbw:cfrwps:0403.

    Full description at Econpapers || Download paper

Report date: 2025-09-14 06:20:30 || Missing content? Let us know