Similar Search Results

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

Alternative approaches to estimating VAR for hedge fund portfolios

Bali, Turan G.; Gokcan, Suleyman - In: Intelligent hedge fund investing, (pp. 253-277). 2004

Persistent link: https://www.econbiz.de/10003286901

Hedge funds and the positive idiosyncratic volatility effect

Bali, Turan G.; Weigert, Florian - In: Review of finance : journal of the European Finance … 28 (2024) 5, pp. 1611-1661

Persistent link: https://www.econbiz.de/10015357595

Do hedge funds exposures to risk factors predict their future returns?

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 101 (2011) 1, pp. 36-68

Persistent link: https://www.econbiz.de/10009242998

Do hedge funds outperform stocks and bonds?

Bali, Turan G.; Brown, Stephen J.; Demirtas, K. Ozgur - In: Management science : journal of the Institute for … 59 (2013) 8, pp. 1887-1903

Persistent link: https://www.econbiz.de/10009788943

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

Have hedge funds solved the idiosyncratic volatility puzzle?

Bali, Turan G.; Weigert, Florian - 2018

While it is established that idiosyncratic volatility has a negative impact on the cross-section of future stock returns, the relationship between idiosyncratic volatility and future hedge fund returns is largely unexplored. We document that hedge funds with high idiosyncratic volatility...

Persistent link: https://www.econbiz.de/10011993511

Does industry timing ability of hedge funds predict their future performance, survival, and fund flows?

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O.; … - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 2136-2169

Persistent link: https://www.econbiz.de/10012618504

Hedge funds and the positive idiosyncratic volatility effect

Bali, Turan G.; Weigert, Florian - 2021 - This version: December 2020

Persistent link: https://www.econbiz.de/10012416051

Upside potential of hedge funds as a predictor of future performance

Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of banking & finance 98 (2019), pp. 212-229

Persistent link: https://www.econbiz.de/10012162272