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Multi-period performance persistence analysis of hedge funds

Agarwal, Vikas; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 327-342

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001522462

Flows, performance, and managerial incentives in the hedge fund industry

Agarwal, Vikas (contributor); Daniel, Naveen D. (contributor) - 2003 - This version: September 1, 2003

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001797889

Risks and portfolio decisions involving hedge funds

Agarwal, Vikas (contributor); Naik, Narayan Y. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001700390

Risks and portfolio decisions involving hedge funds

Agarwal, Vikas; Naik, Narayan Y. - In: The review of financial studies 17 (2004) 1, pp. 63-98

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001907097

Volatility of aggregate volatility and hedge funds returns

Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: January 31, 2015

This paper investigates empirically whether uncertainty about the expected returns on the market portfolio can explain the performance of hedge funds both in the cross-section and over time. We measure uncertainty via volatility of aggregate volatility (VOV) and construct an investable version...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010485488

Volatility of aggregate volatility and hedge funds returns

Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: June 7, 2015

This paper investigates empirically whether uncertainty about volatility of the market portfolio can explain the performance of hedge funds both in the cross-section and over time. We measure uncertainty about volatility of the market portfolio via volatility of aggregate volatility (VOV) and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011308590

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011751857

Volatility of Aggregate Volatility and Hedge Fund Returns

Agarwal, Vikas - 2019

This paper investigates empirically whether uncertainty about equity market volatility can explain hedge fund performance both in the cross section and over time. We measure uncertainty via volatility of aggregate volatility (VOV) and construct an investable version through returns on lookback...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012904697

Model uncertainty, performance persistence and flows

Loon, Yee Cheng - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 153-205

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009272524

Product market power and stock market liquidity

Kale, Jayant R.; Loon, Yee Cheng - In: Journal of financial markets 14 (2011) 2, pp. 376-410

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009266944