The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions

  1. Bill Ding,
  2. Hany A. Shawky

Article first published online: 2 MAR 2007

DOI: 10.1111/j.1468-036X.2006.00356.x

Issue

European Financial Management

European Financial Management

Volume 13, Issue 2, pages 309–331, March 2007

Additional Information

How to Cite

Ding, B. and Shawky, H. A. (2007), The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions. European Financial Management, 13: 309–331. doi: 10.1111/j.1468-036X.2006.00356.x

Author Information

  1. Center for Institutional Investment Management, Department of Finance, School of Business, University at Albany, SUNY, Albany, NY 12222, USA Email: bding@uamail.albany.edu; h.shawky@albany.edu

  1. We thank Ryan Davies, Christophe Faugere, Lester Hadsell, Roberto Savona, Mila Getmansky, David Smith, Mike Stutzer, Russ Wermers, Youchang Wu, and seminar participants at 2005 FMA European Conference in Siena, 2005 FMA annual meeting in Chicago, and SUNY at Albany for valuable comments and suggestions on earlier drafts of this paper. We especially thank John Doukas (the editor), Bing Liang (special issue editor) and an anonymous referee for comments and suggestions that substantially improved the paper. All errors remaining are the sole responsibility of the authors. Correspondence: Hany Shawky.

Publication History

  1. Issue published online: 2 MAR 2007
  2. Article first published online: 2 MAR 2007

SEARCH

SEARCH BY CITATION

ARTICLE TOOLS

View Full Article (HTML) Get PDF (129K)

Options for accessing this content:

  • If you have access to this content through a society membership, please first log in to your society website.
  • If you would like institutional access to this content, please recommend the title to your librarian.
  • Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
  • You can purchase online access to this Article for a 24-hour period (price varies by title)
    • If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
    • New Users: Please register, then proceed to purchase the article.

If your institution is a registered Wiley Online Library customer, you can log in under your institution's name to see our content. This access is provided by Shibboleth or Athens.

Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions.

Please register to:

  • Save publications, articles and searches
  • Get email alerts
  • Get all the benefits mentioned below!

Register now >

View Full Article (HTML) Get PDF (129K)