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On the market-timing ability of factor-based hedge fund clones
Hayes, Brian T. - In: The journal of alternative investments 15 (2012/13) 1, pp. 8-42
Persistent link: https://www.econbiz.de/10009573451
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What drives the tracking error of hedge fund clones?
Dor, Arik Ben; Jagannathan, Ravi; Meier, Iwan; Xu, Zhe - In: The journal of alternative investments 15 (2012/13) 2, pp. 54-74
Persistent link: https://www.econbiz.de/10009659192
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Qualitative hedge fund characteristics and fund performance : changes over time
Aggarwal, Raj; Buchan, Jane; Saint-Laurent, Pierre - In: The journal of alternative investments 15 (2012/13) 2, pp. 8-23
Persistent link: https://www.econbiz.de/10009659199
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Regime-dependent nonlinear analysis of hedge funds
Viebig, Jan; Poddig, Thorsten; Ballis-Papanastasiou, … - In: The journal of alternative investments 13 (2010/11) 4, pp. 53-72
Persistent link: https://www.econbiz.de/10009008634
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The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential
Cavenaile, Laurent; Coën, Alain; Hübner, Georges - In: The journal of alternative investments 13 (2010/11) 4, pp. 9-29
Persistent link: https://www.econbiz.de/10009008651
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Hedge funds : where investors get it wrong (and right)
Schneeweis, Thomas - In: The journal of alternative investments 17 (2014/15) 3, pp. 115-122
Persistent link: https://www.econbiz.de/10010477138
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Reconsidering hedge fund contagion
Sias, Richard W.; Turtle, Harry J.; Zykaj, Blerina - In: The journal of alternative investments 21 (2018) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10011912937
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Hedge fund replication : the asymmetric way
Tancar, Roman; Poddig, Thorsten; Ballis-Papanastasiou, … - In: The journal of alternative investments 15 (2012/13) 1, pp. 68-84
Persistent link: https://www.econbiz.de/10009573448
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The joint dynamics of hedge fund returns, illiquidity, and volatility
Wrampelmeyer, Jan - In: The journal of alternative investments 15 (2012/13) 1, pp. 43-67
Persistent link: https://www.econbiz.de/10009573449
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Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda; Martellini, Lionel; Zambruno, Giovanni - In: The journal of alternative investments 14 (2011/12) 3, pp. 6-16
Persistent link: https://www.econbiz.de/10009501188