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On estimating the failure probability of hedge funds

Lahiri, Kajal; Shawky, Hany A.; Zhao, Yongchen - In: Research in finance 27 (2011), pp. 85-119

Persistent link: https://www.econbiz.de/10009240540

Diversification in the hedge fund industry

Shawky, Hany A.; Dai, Na; Cumming, Douglas J. - In: The journal of corporate finance : contracting, … 18 (2012) 1, pp. 166-178

Persistent link: https://www.econbiz.de/10009491771

Modeling hedge fund returns : selection, nonlinearity and managerial efficiency

Lahiri, Kajal; Shawky, Hany A.; Zhao, Yongchen - In: Managerial and decision economics : MDE ; the … 35 (2014) 2, pp. 172-187

Persistent link: https://www.econbiz.de/10010256817

Diversification strategies and the performance of funds of hedge funds

Dai, Na; Shawky, Hany A. - In: The journal of alternative investments 15 (2012/13) 2, pp. 75-85

Persistent link: https://www.econbiz.de/10009659190

The market timing skills of long/short equity hedge fund managers

Li, Xin; Shawky, Hany A. - In: Research in finance 30 (2014), pp. 23-51

Persistent link: https://www.econbiz.de/10010406339

Liquidity risk and economies of scale in funds of hedge funds

Shawky, Hany A.; Wang, Ying - In: The journal of alternative investments 17 (2014/15) 2, pp. 51-67

Persistent link: https://www.econbiz.de/10010467228

Liquidity shocks, size and the relative performance of hedge fund strategies/ Bill Ding; Hany A. Shawky; Jianbo Tian

Ding, Bill; Shawky, Hany A.; Tian, Jianbo - In: Journal of banking & finance 33 (2009) 5, pp. 883-891

Persistent link: https://www.econbiz.de/10003836443

The performance of hedge fund strategies and the asymmetry of return distributions

Ding, Bill; Shawky, Hany A. - In: European financial management : the journal of the … 13 (2007) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10003550437

Can liquidity risk explain diseconomies of scale in hedge funds?

Shawky, Hany A.; Wang, Ying - In: The quarterly journal of finance 7 (2017) 2, pp. 1-35

Persistent link: https://www.econbiz.de/10011724094

Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds

Shawky, Hany A. - 2016

Using data from the Lipper TASS hedge fund database over 1994-2012, we examine the role of liquidity risk in explaining the relationship between asset size and hedge fund performance. While a significant negative size-performance relationship exists for all hedge funds, once we stratify our...

Persistent link: https://www.econbiz.de/10013008795