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Hedge funds: omniscient or just plain wrong
Brown, Stephen J. - In: Pacific-Basin finance journal 9 (2001) 4, pp. 301-311
Persistent link: https://www.econbiz.de/10001611709
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The Japanese open-end fund puzzle
Brown, Stephen J. (contributor) - In: The journal of business : B 74 (2001) 1, pp. 59-77
Persistent link: https://www.econbiz.de/10001543350
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An analysis of the relative performance of Japanese and foreign money management
Brown, Stephen J.; Goetzmann, William N.; Hiraki, Takato; … - In: Pacific-Basin finance journal 11 (2003) 4, pp. 393-412
Persistent link: https://www.econbiz.de/10001802252
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Mandatory disclosure and operational risk : evidence from hedge fund registration
Brown, Stephen J.; Goetzmann, William H.; Liang, Bing; … - In: The journal of finance : the journal of the American … 63 (2008) 6, pp. 2785-2815
Persistent link: https://www.econbiz.de/10003823127
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Estimating operational risk for hedge funds : the w-score
Brown, Stephen J.; Goetzmann, William N.; Liang, Bing; … - In: Financial analysts' journal : FAJ 65 (2009) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10003811212
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Modern portfolio theory and investment analysis
Elton, Edwin J.; Gruber, Martin Jay; Brown, Stephen J.; … - 2011 - 8. ed., internat. student version
Persistent link: https://www.econbiz.de/10003943807
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Risk premia in international equity markets revisited
Brown, Stephen J.; Hiraki, Takato; Arakawa, Kiyoshi; … - In: Pacific-Basin finance journal 17 (2009) 3, pp. 295-318
Persistent link: https://www.econbiz.de/10003835843
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Diversification in funds of hedge funds : is it possible to overdiversify?
Brown, Stephen J.; Gregoriou, Greg N.; Pascalau, Razvan - In: Review of asset pricing studies 2 (2012) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10009581155
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Systematic risk and the cross section of hedge fund returns
Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
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Estimating the cost of capital with basis assets
Brown, Stephen J.; Lajbcygier, Paul; Wong, Woon Weng - In: Journal of banking & finance 36 (2012) 11, pp. 3071-3079
Persistent link: https://www.econbiz.de/10009672985