SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Philippe Jorion, Christopher Schwarz, Are hedge fund managers systematically misreporting? Or not?, Journal of Financial Economics, 2014, 111, 2, 311

    CrossRef

  2. 2
    Olfa Hamza, Maher Kooli, Do “Hot Hands” Exist in Funds of Hedge Funds?, The Journal of Wealth Management, 2014, 16, 4, 65

    CrossRef

  3. 3
    Martin Holmen, Michael Kirchler, Daniel Kleinlercher, Do option-like incentives induce overvaluation? Evidence from experimental asset markets, Journal of Economic Dynamics and Control, 2014, 40, 179

    CrossRef

  4. 4
    Jonathan A. Wiley, Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions, The Journal of Real Estate Finance and Economics, 2014, 49, 2, 205

    CrossRef

  5. 5
    Kajal Lahiri, Hany A. Shawky, Yongchen Zhao, Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency, Managerial and Decision Economics, 2014, 35, 2
  6. 6
    Jenke ter Horst, Galla Salganik, Style chasing by hedge fund investors, Journal of Banking & Finance, 2014, 39, 29

    CrossRef

  7. 7
    Xin Hong, The Dynamics of Hedge Fund Share Restrictions, Journal of Banking & Finance, 2014,

    CrossRef

  8. 8
    Daniel Kleinlercher, Jürgen Huber, Michael Kirchler, The impact of different incentive schemes on asset prices, European Economic Review, 2014, 68, 137

    CrossRef

  9. 9
    Paolo Guasoni, Jan Obłój, THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS, Mathematical Finance, 2014, 24, 1
  10. 10
    M. Sorensen, N. Wang, J. Yang, Valuing Private Equity, Review of Financial Studies, 2014, 27, 7, 1977

    CrossRef

  11. 11
    Marina Agranov, Alberto Bisin, Andrew Schotter, An experimental study of the impact of competition for Other People’s Money: the portfolio manager market, Experimental Economics, 2013,

    CrossRef

  12. 12
    Janis Berzins, Crocker H. Liu, Charles Trzcinka, Asset management and investment banking, Journal of Financial Economics, 2013, 110, 1, 215

    CrossRef

  13. 13
    Federico Nucera, Giorgio Valente, Carry trades and the performance of currency hedge funds, Journal of International Money and Finance, 2013, 33, 407

    CrossRef

  14. 14
    Dandan Song, Jinqiang Yang, Zhaojun Yang, High-Water Marks and Hedge Fund Management Contracts with Partial Information, Computational Economics, 2013, 42, 3, 327

    CrossRef

  15. 15
    Zhaojun Yang, Hai Zhang, Optimal capital structure with an equity-for-guarantee swap, Economics Letters, 2013, 118, 2, 355

    CrossRef

  16. 16
    Hongzhong Zhang, Tim Leung, Olympia Hadjiliadis, Stochastic modeling and fair valuation of drawdown insurance, Insurance: Mathematics and Economics, 2013, 53, 3, 840

    CrossRef

  17. 17
    R. Kaniel, P. Kondor, The Delegated Lucas Tree, Review of Financial Studies, 2013, 26, 4, 929

    CrossRef

  18. 18
    Yingcong Lan, Neng Wang, Jinqiang Yang, The economics of hedge funds, Journal of Financial Economics, 2013, 110, 2, 300

    CrossRef

  19. 19
    David Edmund Allen, Akhmad Kramadibrata, Robert John Powell, Abhay Kumar Singh, Reconsidering Funds of Hedge Funds, 2013,

    CrossRef

  20. 20
    P. Sinclair, Handbook of Safeguarding Global Financial Stability, 2013,

    CrossRef

  21. 21
    Hany A. Shawky, Na Dai, Douglas Cumming, Diversification in the hedge fund industry, Journal of Corporate Finance, 2012, 18, 1, 166

    CrossRef

  22. 22
    I. Ben-David, F. Franzoni, R. Moussawi, Hedge Fund Stock Trading in the Financial Crisis of 2007-2009, Review of Financial Studies, 2012, 25, 1, 1

    CrossRef

  23. 23
    Geng Deng, Craig McCann, Leveraged Municipal Bond Arbitrage:What WentWrong?, The Journal of Alternative Investments, 2012, 14, 4, 69

    CrossRef

  24. 24
    Karel Janeček, Mihai Sîrbu, Optimal Investment with High-watermark Performance Fee, SIAM Journal on Control and Optimization, 2012, 50, 2, 790

    CrossRef

  25. 25
    Mila Getmansky, The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance, Quarterly Journal of Finance, 2012, 02, 01, 1250003

    CrossRef

  26. 26
    Haim A Mozes, Jason Orchard, The relation between hedge fund size and risk, Journal of Derivatives & Hedge Funds, 2012, 18, 1, 85

    CrossRef

  27. 27
    Z. Sun, A. Wang, L. Zheng, The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance, Review of Financial Studies, 2012, 25, 1, 96

    CrossRef

  28. 28
    G. O. Aragon, V. Nanda, Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake, Review of Financial Studies, 2012, 25, 3, 937

    CrossRef

  29. 29
    Yong Chen, Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry, Journal of Financial and Quantitative Analysis, 2011, 46, 04, 1073

    CrossRef

  30. 30
    V. Agarwal, N. D. Daniel, N. Y. Naik, Do Hedge Funds Manage Their Reported Returns?, Review of Financial Studies, 2011, 24, 10, 3281

    CrossRef

  31. 31
    S. Titman, C. Tiu, Do the Best Hedge Funds Hedge?, Review of Financial Studies, 2011, 24, 1, 123

    CrossRef

  32. 32
    Domenico Cuoco, Ron Kaniel, Equilibrium prices in the presence of delegated portfolio management, Journal of Financial Economics, 2011, 101, 2, 264

    CrossRef

  33. 33
    Guido Bolliger, Ivan Guidotti, Florent Pochon, Hedge Fund Investing in the Aftermath of the Crisis:Where Did the Money Go?, The Journal of Alternative Investments, 2011, 110818040242008

    CrossRef

  34. 34
    Guido Bolliger, Ivan Guidotti, Florent Pochon, Hedge Fund Investing in the Aftermath of the Crisis:Where Did the Money Go?, The Journal of Alternative Investments, 2011, 14, 2, 8

    CrossRef

  35. 35
    Haitao Li, Xiaoyan Zhang, Rui Zhao, Investing in Talents: Manager Characteristics and Hedge Fund Performances, Journal of Financial and Quantitative Analysis, 2011, 46, 01, 59

    CrossRef

  36. 36
    Gong Zhan, Manager fee contracts and managerial incentives, Review of Derivatives Research, 2011, 14, 2, 205

    CrossRef

  37. 37
    Lonnie L. Bryant, Hao-Chen Liu, Mutual fund industry management structure, risk and the impacts to shareholders, Global Finance Journal, 2011, 22, 2, 101

    CrossRef

  38. 38
    Marina Di Giacinto, Salvatore Federico, Fausto Gozzi, Pension funds with a minimum guarantee: a stochastic control approach, Finance and Stochastics, 2011, 15, 2, 297

    CrossRef

  39. 39
    Olga Kolokolova, Strategic behavior within families of hedge funds, Journal of Banking & Finance, 2011, 35, 7, 1645

    CrossRef

  40. 40
    Melvyn Teo, The liquidity risk of liquid hedge funds, Journal of Financial Economics, 2011, 100, 1, 24

    CrossRef

  41. 41
    William Fung, David A. Hsieh, The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds, Journal of Empirical Finance, 2011, 18, 4, 547

    CrossRef

  42. 42
    Eva Liljeblom, Daniel Pasternack, Matts Rosenberg, What determines stock option contract design?, Journal of Financial Economics, 2011, 102, 2, 293

    CrossRef

  43. 43
    Douglas Cumming, Na Dai, A Law and Finance Analysis of Hedge Funds, Financial Management, 2010, 39, 3
  44. 44
    U D Kumar, A B Roy, H Saranga, K Singal, Analysis of hedge fund strategies using slack-based DEA models, Journal of the Operational Research Society, 2010, 61, 12, 1746

    CrossRef

  45. 45
    Hefei Wang, Chenyang Wang, Leverage management, Mathematics and Financial Economics, 2010, 3, 3-4, 161

    CrossRef

  46. 46
    Michèle Breton, Julien Hugonnier, Tarek Masmoudi, Mutual fund competition in the presence of dynamic flows, Automatica, 2010, 46, 7, 1176

    CrossRef

  47. 47
    Julien Hugonnier, Ron Kaniel, MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS, Mathematical Finance, 2010, 20, 2
  48. 48
    Bing Liang, Hyuna Park, Predicting Hedge Fund Failure: A Comparison of Risk Measures, Journal of Financial and Quantitative Analysis, 2010, 45, 01, 199

    CrossRef

  49. 49
    T. Nohel, Z. J. Wang, L. Zheng, Side-by-Side Management of Hedge Funds and Mutual Funds, Review of Financial Studies, 2010, 23, 6, 2342

    CrossRef

  50. 50
    A. Metrick, A. Yasuda, The Economics of Private Equity Funds, Review of Financial Studies, 2010, 23, 6, 2303

    CrossRef

  51. 51
    Douglas Cumming, Na Dai, Capital Flows and Hedge Fund Regulation, Journal of Empirical Legal Studies, 2009, 6, 4
  52. 52
    Li-Wen Chen, Fan Chen, Does concurrent management of mutual and hedge funds create conflicts of interest?, Journal of Banking & Finance, 2009, 33, 8, 1423

    CrossRef

  53. 53
    Vikas Agarwal, Nicole M. Boyson, Narayan Y. Naik, Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds, Journal of Financial and Quantitative Analysis, 2009, 44, 02, 273

    CrossRef

  54. 54
    STAVROS PANAGEAS, MARK M. WESTERFIELD, High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice, The Journal of Finance, 2009, 64, 1
  55. 55
    Bill Ding, Hany A. Shawky, Jianbo Tian, Liquidity shocks, size and the relative performance of hedge fund strategies, Journal of Banking & Finance, 2009, 33, 5, 883

    CrossRef

  56. 56
    Andrew D Clare, Nick Motson, Locking in the Profits or Putting It All on Black?An Empirical Investigation into the Risk-Taking Behavior of Hedge Fund Managers, The Journal of Alternative Investments, 2009, 12, 2, 7

    CrossRef

  57. 57
    Roland Füss, Dieter G Kaiser, Anthony Strittmatter, Measuring Funds of Hedge Funds Performance Using Quantile Regressions:Do Experience and Size Matter?, The Journal of Alternative Investments, 2009, 12, 2, 41

    CrossRef

  58. 58
    Xun Li, Zhenyu Wu, Risk Measurement and Investment Myopia in Hedge Fund Management, Asia-Pacific Journal of Financial Studies, 2009, 38, 1
  59. 59
    VIKAS AGARWAL, NAVEEN D. DANIEL, NARAYAN Y. NAIK, Role of Managerial Incentives and Discretion in Hedge Fund Performance, The Journal of Finance, 2009, 64, 5
  60. 60
    M. Teo, The Geography of Hedge Funds, Review of Financial Studies, 2009, 22, 9, 3531

    CrossRef

  61. 61
    Manuel Ammann, Patrick Moerth, Impact of Fund Size and Fund Flows on Hedge Fund Performance, The Journal of Alternative Investments, 2008, 11, 1, 78

    CrossRef

  62. 62
    Paul Lajbcygier, Eric Shen, Incentives for asset growth: The different causes of monthly in-flows and out-flows of surviving managed futures funds, Journal of Derivatives & Hedge Funds, 2008, 13, 4, 287

    CrossRef

  63. 63
    Xun Li, Zhenyu Wu, Reputation entrenchment or risk minimization?: Early stop and investor-manager agency conflict in fund management, The Journal of Risk Finance, 2008, 9, 2, 125

    CrossRef

  64. 64
    José R. Rodríguez-Mancilla, William T. Ziemba, The duality of option investment strategies for hedge funds, Mathematical Programming, 2008, 113, 1, 95

    CrossRef

  65. 65
    Dieter Kaiser, The lifecycle of hedge funds, Journal of Derivatives & Hedge Funds, 2008, 14, 2, 127

    CrossRef

  66. 66
    Francois-Serge Lhabitant, Delegated portfolio management: Are hedge fund fees too high?, Journal of Derivatives & Hedge Funds, 2007, 13, 3, 220

    CrossRef

  67. 67
    James E. Hodder, Jens Carsten Jackwerth, Incentive Contracts and Hedge Fund Management, Journal of Financial and Quantitative Analysis, 2007, 42, 04, 811

    CrossRef

  68. 68
    Roy Kouwenberg, William T. Ziemba, Incentives and risk taking in hedge funds, Journal of Banking & Finance, 2007, 31, 11, 3291

    CrossRef

  69. 69
    S. Basak, A. Pavlova, A. Shapiro, Optimal Asset Allocation and Risk Shifting in Money Management, Review of Financial Studies, 2007, 20, 5, 1583

    CrossRef

  70. 70
    W. Goetzmann, J. Ingersoll, M. Spiegel, I. Welch, Portfolio Performance Manipulation and Manipulation-proof Performance Measures, Review of Financial Studies, 2007, 20, 5, 1503

    CrossRef

  71. 71
    Bing Liang, Hyuna Park, Risk Measures for Hedge Funds: a Cross-sectional Approach, European Financial Management, 2007, 13, 2
  72. 72
    Lionel Martellini, Branko Urošević, Static Mean-Variance Analysis with Uncertain Time Horizon, Management Science, 2006, 52, 6, 955

    CrossRef

  73. 73
    Daniel Capocci, Georges Hübner, Funds of Hedge Funds, 2006,

    CrossRef

  74. 74
    Guillermo Baquero, Jenke ter Horst, Marno Verbeek, Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance, Journal of Financial and Quantitative Analysis, 2005, 40, 03, 493

    CrossRef

  75. 75
    Hossein Kazemi, Bing Liang, Hedge Funds, Encyclopedia of Quantitative Finance,
  76. 76
    Hunter M. Holzhauer, Investing in Hedge Funds,
  77. 77
    Dianna Preece, Performance of Hedge Funds,