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Role of managerial incentives and discretion in hedge fund performance
Agarwal, Vikas; Daniel, Naveen D.; Naik, Narayan Y. - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2221-2256
Persistent link: https://www.econbiz.de/10003899935
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Do hedge funds manage their reported returns?
Agarwal, Vikas; Daniel, Naveen D.; Naik, Narayan Y. - In: The review of financial studies 24 (2011) 10, pp. 3281-3320
Persistent link: https://www.econbiz.de/10009373553
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Do hedge funds manage their reported returns?
Agarwal, Vikas; Daniel, Naveen D.; Naik, Narayan Y. - 2007
For funds with greater incentives and greater opportunities to inflate returns, we find that (i) returns during December are significantly higher than those during the rest of the year even after controlling for risk in both time-series and the cross-section; (ii) this December spike is greater...
Persistent link: https://www.econbiz.de/10009525970
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Role of managerial incentives and discretion in hedge fund performance
Agarwal, Vikas (contributor); Daniel, Naveen D. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003321577
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Role of managerial incentives and discretion in hedge fund performance
Agarwal, Vikas (contributor); Daniel, Naveen D. (contributor) - 2007 - This vers.: February 2, 2007
Persistent link: https://www.econbiz.de/10003469529
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Why is Santa so kind to hedge funds? : The December return puzzle!
Agarwal, Vikas (contributor); Daniel, Naveen D. (contributor) - 2007 - This vers.: March 29, 2007
Persistent link: https://www.econbiz.de/10003469547
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Do Hedge Funds Manage Their Reported Returns?
Agarwal, Vikas - 2011
For funds with greater incentives and greater opportunities to inflate returns, we find that (i) returns during December are significantly higher than those during the rest of the year even after controlling for risk in both time-series and the cross-section; (ii) this December spike is greater...
Persistent link: https://www.econbiz.de/10012757074
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Risks and portfolio decisions involving hedge funds
Agarwal, Vikas (contributor); Naik, Narayan Y. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700390
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas; Fung, William; Loon, Yee Cheng; Naik, … - In: Journal of empirical finance 18 (2011) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10009301134
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Hedge funds for retail investors? : an examination of hedged mutual funds
Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - 2007 - First version: March 10, 2006, Current version: May 9, 2007
Recently there has been a rapid growth in the assets managed by "hedged mutual funds" - mutual funds mimicking hedge funds strategies. In this paper, we examine the performance of these funds relative to hedge funds and traditional mutual funds. We find that despite their use of similar trading...
Persistent link: https://www.econbiz.de/10009525975