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How much does size erode mutual fund performance? : a regression discontinuity approach

Reuter, Jonathan; Zitzewitz, Eric - 2010

Persistent link: https://www.econbiz.de/10008660620

Indirect incentives of hedge fund managers

Lim, Jongha; Sensoy, Berk A.; Weisbach, Michael S. - 2013

Persistent link: https://www.econbiz.de/10009733351

Fooling some of the people all of the time : the inefficient performance and persistence of commodity trading advisors

Bhardwaj, Geetesh; Gorton, Gary; Rouwenhorst, K. Geert - 2008

Persistent link: https://www.econbiz.de/10003770638

Detecting crowded trades in currency funds

Pojarliev, Momtchil; Levich, Richard M. - 2010

methodology to measure crowded trades and apply it to professional currency managers. Our results suggest that carry became a … assets -- among hedge funds. Further research in this area might be very relevant for investors, managers and regulators …

Persistent link: https://www.econbiz.de/10003932494

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

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

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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....