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Volatility of aggregate volatility and hedge fund returns

Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - In: Journal of financial economics 125 (2017) 3, pp. 491-510

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Hedge funds : performance, risk and capital formation

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Hedge fund franchises

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Forecasting long-horizon volatility for strategic asset allocation

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Do Hedge Funds Manage Their Reported Returns?

Agarwal, Vikas; Daniel, Naveen D.; Naik, Narayan Y. - In: Review of Financial Studies 24 (2011) 10, pp. 3281-3320

For funds with high incentives and more opportunities to inflate returns, we find that (i) returns during December are significantly higher than returns during the rest of the year, even after controlling for risk in both the time series and the cross-section; and (ii) this December spike is...

Persistent link: https://www.econbiz.de/10010534976

Recap of the 2022 annual conference on financial economics and accounting, November 4-5, 2022

Lee, Cheng F.; Nathan, Siva; Agarwal, Vikas - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 755-762

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Under one roof : a study of simultaneously managed hedge funds and funds of hedge funds

Agarwal, Vikas; Lu, Yan; Ray, Sugata - In: Management science : journal of the Institute for … 62 (2016) 3, pp. 722-740

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Mutual fund transparency and corporate myopia

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Alpha or beta in the eye of the beholder : what drives hedge fund flows?

Agarwal, Vikas; Green, Tracy Clifton; Ren, Honglin - In: Journal of financial economics 127 (2018) 3, pp. 417-434

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Tail risk in hedge funds : a unique view from portfolio holdings

Agarwal, Vikas; Ruenzi, Stefan; Weigert, Florian - In: Journal of financial economics 125 (2017) 3, pp. 610-636

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