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Idiosyncratic return volatility in the cross-section of stocks

Kang, Namho; Kondor, Péter; Sadka, Ronnie - 2011

Persistent link: https://www.econbiz.de/10008989333

Are there benefits from dynamic asset allocation strategies across hedge funds?

Switzer, Lorne N.; Omelchak, Andrey - In: The journal of portfolio management : a publication of … 37 (2010/11) 3, pp. 116-120

Persistent link: https://www.econbiz.de/10009129541

Hedge fund performance 1990 - 2000 : do the "money machines" really add value?

Amin, Gaurav S.; Kat, Harry M. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 251-274

Persistent link: https://www.econbiz.de/10001766850

An econometric model of serial correlation and illiquidity in hedge fund returns

Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - 2003

Persistent link: https://www.econbiz.de/10001748919

What is the true cost of active management? : a comparison of hedge funds and mutual funds

Keppo, Jussi; Petajisto, Antti - In: The journal of alternative investments 17 (2014/15) 2, pp. 9-24

Persistent link: https://www.econbiz.de/10010467233

Tactical asset allocation for hedge fund indices at one- to six-month horizons

Favre, Laurent - In: Funds of hedge funds : performance, assessment, …, (pp. 189-202). 2006

Persistent link: https://www.econbiz.de/10003377744

The impact of non-normality risks and tactical trading on hedge fund alphas

Kat, Harry M.; Miffre, Joe͏̈lle - In: The journal of alternative investments 10 (2007/08) 4, pp. 8-22

Persistent link: https://www.econbiz.de/10003720761

Do funds-of-funds deserve their fees-on-fees?

Ang, Andrew; Rhodes-Kropf, Matthew; Zhao, Rui - 2008

"Since the after-fee returns of funds-of-funds are, on average, lower than hedge fund returns, it is easy to conclude that funds-of-funds do not add value compared to hedge funds. However, funds-of-funds should not be evaluated relative to hedge fund returns in publicly reported databases....

Persistent link: https://www.econbiz.de/10003693434

Hedge fund risk factors and the value at risk of fixed income trading strategies

Loudon, Geoffrey F.; Okunev, John; White, Derek - In: The journal of fixed income 16 (2006) 2, pp. 46-61

Persistent link: https://www.econbiz.de/10003400072

Value at risk and the cross-section of hedge fund returns

Bali, Turan G.; Gokcan, Suleyman; Liang, Bing - In: Journal of banking & finance 31 (2007) 4, pp. 1135-1166

Persistent link: https://www.econbiz.de/10003459175

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