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Kooli, Maher; Stetsyuk, Ivan - In: Global finance journal 49 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012887205

Econometric Issues in Modeling Returns and Managerial Efficiency in the Hedge Fund Industry

Lahiri, Kajal - 2012

The main focus of this paper is to explore the potential econometric im-provements that can be achieved in estimating hedge fund returns. Specifically, we examine the effects of incorporating the following three adjustments to estimating managerial efficiency; (1) a selection bias adjustment...

Persistent link: https://www.econbiz.de/10013104408

Gaming performance fees by portfolio managers

Foster, Dean P.; Young, H. Peyton - 2009

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The hedge fund game

Foster, Dean P. (contributor); Young, H. Peyton (contributor) - 2007

Persistent link: https://www.econbiz.de/10003586319

Gaming performance fees by portfolio managers

Foster, Dean P.; Young, H. Peyton - In: The quarterly journal of economics 125 (2010) 4, pp. 1435-1458

Persistent link: https://www.econbiz.de/10009309128

The Performance of Female Hedge Fund Managers

Aggarwal, Rajesh K. - 2016

female portfolio manager and funds that have all female portfolio managers. Funds with all female managers perform no … idea that female managers need to perform better for their funds to survive. Yet, female-managed surviving funds have fewer … female and male managers, but that only the best performing female managers manage to survive …

Persistent link: https://www.econbiz.de/10012999849