SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Matthieu Bussière, Marie Hoerova, Benjamin Klaus, Commonality in hedge fund returns: Driving factors and implications, Journal of Banking & Finance, 2014,

    CrossRef

  2. 2
    Loukia Meligkotsidou, Ioannis D. Vrontos, Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies, Journal of Statistical Computation and Simulation, 2014, 84, 5, 1115

    CrossRef

  3. 3
    Olfa Hamza, Maher Kooli, Do “Hot Hands” Exist in Funds of Hedge Funds?, The Journal of Wealth Management, 2014, 16, 4, 65

    CrossRef

  4. 4
    Mustafa Onur Caglayan, Sevan Ulutas, Emerging Market Exposures and the Predictability of Hedge Fund Returns, Financial Management, 2014, 43, 1
  5. 5
    Manuel Ammann, Otto Huber, Markus Schmid, Hedge Fund Characteristics and Performance Persistence, European Financial Management, 2014, 20, 3
  6. 6
    Turan G. Bali, Stephen J. Brown, Mustafa O. Caglayan, Macroeconomic risk and hedge fund returns, Journal of Financial Economics, 2014,

    CrossRef

  7. 7
    Dean Diavatopoulos, Hélyette Geman, Lovjit Thukral, Colby Wright, Mispricing and Trading Profits in Exchange-Traded Notes, The Journal of Investing, 2014, 23, 1, 67

    CrossRef

  8. 8
    Kajal Lahiri, Hany A. Shawky, Yongchen Zhao, Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency, Managerial and Decision Economics, 2014, 35, 2
  9. 9
    George Aragon, Bing Liang, Hyuna Park, Onshore and Offshore Hedge Funds: Are They Twins?, Management Science, 2014, 60, 1, 74

    CrossRef

  10. 10
    L. Phalippou, Performance of Buyout Funds Revisited?, Review of Finance, 2014, 18, 1, 189

    CrossRef

  11. 11
    Esther B. Del Brio, Andrés Mora-Valencia, Javier Perote, Semi-nonparametric VaR forecasts for hedge funds during the recent crisis, Physica A: Statistical Mechanics and its Applications, 2014, 401, 330

    CrossRef

  12. 12
    Jenke ter Horst, Galla Salganik, Style chasing by hedge fund investors, Journal of Banking & Finance, 2014, 39, 29

    CrossRef

  13. 13
    Jia Yuan, Guang-Zhen Sun, Ricardo Siu, The Lure of Illusory Luck: How Much Are People Willing to Pay for Random Shocks, Journal of Economic Behavior & Organization, 2014,

    CrossRef

  14. 14
    Sophie Shive, Hayong Yun, Are mutual funds sitting ducks?, Journal of Financial Economics, 2013, 107, 1, 220

    CrossRef

  15. 15
    Charles Cao, Yong Chen, Bing Liang, Andrew W. Lo, Can hedge funds time market liquidity?, Journal of Financial Economics, 2013, 109, 2, 493

    CrossRef

  16. 16
    Andrew C. Eggers, Jens Hainmueller, Capitol Losses: The Mediocre Performance of Congressional Stock Portfolios, The Journal of Politics, 2013, 75, 02, 535

    CrossRef

  17. 17
    Federico Nucera, Giorgio Valente, Carry trades and the performance of currency hedge funds, Journal of International Money and Finance, 2013, 33, 407

    CrossRef

  18. 18
    Haim A Mozes, Decomposing Hedge Fund Returns:What Hedge FundsGot Right for the Past 20 Years, The Journal of Investing, 2013, 22, 3, 9

    CrossRef

  19. 19
    M. Dewally, L. H. Ederington, C. S. Fernando, Determinants of Trader Profits in Commodity Futures Markets, Review of Financial Studies, 2013, 26, 10, 2648

    CrossRef

  20. 20
    Christopher Clifford, Bradford Jordan, Timothy Brandon Riley, Do Absolute Return Mutual Funds Have Absolute Returns?, The Journal of Investing, 2013, 131118062302007

    CrossRef

  21. 21
    Christopher Clifford, Bradford Jordan, Timothy Brandon Riley, Do Absolute-Return Mutual Funds Have Absolute Returns?, The Journal of Investing, 2013, 22, 4, 23

    CrossRef

  22. 22
    Turan G. Bali, Stephen J. Brown, K. Ozgur Demirtas, Do Hedge Funds Outperform Stocks and Bonds?, Management Science, 2013, 59, 8, 1887

    CrossRef

  23. 23
    Brian T Hayes, Dynamic Hedge Fund Exposures:One Size Estimation Interval Doesn’t Fit All, The Journal of Alternative Investments, 2013, 16, 1, 86

    CrossRef

  24. 24
    Daniel Edelman, William Fung, David A. Hsieh, Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms, Journal of Financial Economics, 2013, 109, 3, 734

    CrossRef

  25. 25
    Szabolcs Blazsek, Anna Downarowicz, Forecasting hedge fund volatility: a Markov regime-switching approach, The European Journal of Finance, 2013, 19, 4, 243

    CrossRef

  26. 26
    Manuel Ammann, Otto Huber, Markus Schmid, Hedge Fund Characteristics and Performance Persistence, European Financial Management, 2013, 19, 2
  27. 27
    Ozgur (Ozzy) Akay, Zeynep Senyuz, Emre Yoldas, Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach, Journal of Empirical Finance, 2013, 22, 16

    CrossRef

  28. 28
    Nic Schaub, Markus Schmid, Hedge fund liquidity and performance: Evidence from the financial crisis, Journal of Banking & Finance, 2013, 37, 3, 671

    CrossRef

  29. 29
    Stein Frydenberg, Oddvar Hallset Reiakvam, Stian Borgen Thyness, Sjur Westgaard, Hedge Funds—Risk Exposure in Different Quantiles and Market Sentiments, The Journal of Investing, 2013, 22, 3, 107

    CrossRef

  30. 30
    ANDREW J. PATTON, TARUN RAMADORAI, On the High-Frequency Dynamics of Hedge Fund Risk Exposures, The Journal of Finance, 2013, 68, 2
  31. 31
    A. L. Aiken, C. P. Clifford, J. Ellis, Out of the Dark: Hedge Fund Reporting Biases and Commercial Databases, Review of Financial Studies, 2013, 26, 1, 208

    CrossRef

  32. 32
    Nicolas P. B. Bollen, Zero-R 2Hedge Funds and Market Neutrality, Journal of Financial and Quantitative Analysis, 2013, 48, 02, 519

    CrossRef

  33. 33
    Szabolcs Blazsek, Reconsidering Funds of Hedge Funds, 2013,

    CrossRef

  34. 34
    Bernd R. Fischer, Russ Wermers, Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  35. 35
    Na Dai, Hany A. Shawky, Reconsidering Funds of Hedge Funds, 2013,

    CrossRef

  36. 36
    Bernd R. Fischer, Russ Wermers, Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  37. 37
    Investing in Hedge Funds, 2013,

    CrossRef

  38. 38
    Laurent Bodson, Laurent Cavenaile, Alain Coën, Reconsidering Funds of Hedge Funds, 2013,

    CrossRef

  39. 39
    Wolfgang Bessler, Philipp Kurmann, Reconsidering Funds of Hedge Funds, 2013,

    CrossRef

  40. 40
    David Ardia, Kris Boudt, Reconsidering Funds of Hedge Funds, 2013,

    CrossRef

  41. 41
    Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  42. 42
    William Funga, David A. Hsiehb, 2013,

    CrossRef

  43. 43
    Tarun Ramadorai, Capacity constraints, investor information, and hedge fund returns, Journal of Financial Economics, 2012,

    CrossRef

  44. 44
    S. J. Brown, B. D. Grundy, C. M. Lewis, P. Verwijmeren, Convertibles and Hedge Funds as Distributors of Equity Exposure, Review of Financial Studies, 2012, 25, 10, 3077

    CrossRef

  45. 45
    S. J. Brown, G. N. Gregoriou, R. Pascalau, Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?, Review of Asset Pricing Studies, 2012, 2, 1, 89

    CrossRef

  46. 46
    Hany A. Shawky, Na Dai, Douglas Cumming, Diversification in the hedge fund industry, Journal of Corporate Finance, 2012, 18, 1, 166

    CrossRef

  47. 47
    Daniel Edelman, William Fung, David A. Hsieh, Narayan Y. Naik, Funds of hedge funds: performance, risk and capital formation 2005 to 2010, Financial Markets and Portfolio Management, 2012, 26, 1, 87

    CrossRef

  48. 48
    Dieter Kaiser, Florian Haberfelner, Hedge fund biases after the financial crisis, Managerial Finance, 2012, 38, 1, 27

    CrossRef

  49. 49
    Li Cai, Bing Liang, On the Dynamics of Hedge Fund Strategies, The Journal of Alternative Investments, 2012, 120301231301003

    CrossRef

  50. 50
    Li Cai, Bing Liang, On the Dynamics of Hedge Fund Strategies, The Journal of Alternative Investments, 2012, 14, 4, 51

    CrossRef

  51. 51
    Douglas Cumming, Na Dai, Lars Helge Haß, Denis Schweizer, Regulatory induced performance persistence: Evidence from hedge funds, Journal of Corporate Finance, 2012, 18, 5, 1005

    CrossRef

  52. 52
    April M. Knill, Bong Soo Lee, Nathan Mauck, Sovereign wealth fund investment and the return-to-risk performance of target firms, Journal of Financial Intermediation, 2012, 21, 2, 315

    CrossRef

  53. 53
    Turan G. Bali, Stephen J. Brown, Mustafa Onur Caglayan, Systematic risk and the cross section of hedge fund returns, Journal of Financial Economics, 2012, 106, 1, 114

    CrossRef

  54. 54
    Mila Getmansky, The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance, Quarterly Journal of Finance, 2012, 02, 01, 1250003

    CrossRef

  55. 55
    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

  56. 56
    TARUN RAMADORAI, The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium, The Journal of Finance, 2012, 67, 2
  57. 57
    Jan H Viebig, What do we know about the risk and return characteristics of hedge funds?, Journal of Derivatives & Hedge Funds, 2012, 18, 2, 167

    CrossRef

  58. 58
    Nils S. Tuchschmid, Erik Wallerstein, Sassan Zaker, Handbook of Short Selling, 2012,

    CrossRef

  59. 59
    Xiaoqing Eleanor Xu, Jiong Liu, Anthony L Loviscek, An Examination of Hedge Fund Survivorship Bias and Attrition Before and During the Global Financial Crisis, The Journal of Alternative Investments, 2011, 13, 4, 40

    CrossRef

  60. 60
    Garry B Crowder, Hossein Kazemi, Thomas Schneeweis, Asset Class and Strategy Investment Tracking Based Approaches, The Journal of Alternative Investments, 2011, 13, 3, 81

    CrossRef

  61. 61
    Turan G. Bali, Stephen J. Brown, Mustafa Onur Caglayan, Do hedge funds' exposures to risk factors predict their future returns?, Journal of Financial Economics, 2011, 101, 1, 36

    CrossRef

  62. 62
    S. Titman, C. Tiu, Do the Best Hedge Funds Hedge?, Review of Financial Studies, 2011, 24, 1, 123

    CrossRef

  63. 63
    G. Cassar, J. Gerakos, Hedge Funds: Pricing Controls and the Smoothing of Self-reported Returns, Review of Financial Studies, 2011, 24, 5, 1698

    CrossRef

  64. 64
    Edward Bishop Smith, Identities as Lenses: How Organizational Identity Affects Audiences' Evaluation of Organizational Performance, Administrative Science Quarterly, 2011, 56, 1, 61

    CrossRef

  65. 65
    Gurdip Bakshi, George Panayotov, Georgios Skoulakis, Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios, Journal of Financial Economics, 2011, 100, 3, 475

    CrossRef

  66. 66
    Vincent Glode, Richard C. Green, Information spillovers and performance persistence for hedge funds, Journal of Financial Economics, 2011, 101, 1, 1

    CrossRef

  67. 67
    NEAL M. STOUGHTON, YOUCHANG WU, JOSEF ZECHNER, Intermediated Investment Management, The Journal of Finance, 2011, 66, 3
  68. 68
    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

  69. 69
    Evan Dudley, Mahendrarajah Nimalendran, Margins and Hedge Fund Contagion, Journal of Financial and Quantitative Analysis, 2011, 46, 05, 1227

    CrossRef

  70. 70
    Russ Wermers, Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts, Annual Review of Financial Economics, 2011, 3, 1, 537

    CrossRef

  71. 71
    Jan Viebig, Thorsten Poddig, Panagiotis Ballis-Papanastasiou, Regime-Dependent Nonlinear Analysis of Hedge Funds, The Journal of Alternative Investments, 2011, 13, 4, 53

    CrossRef

  72. 72
    Jan Viebig, Thorsten Poddig, Roman Tancar, Risiken von Hedgefonds: Forschungsansätze und Erkenntnisse der aktuellen Kapitalmarktforschung, Kredit und Kapital, 2011, 44, 2, 279

    CrossRef

  73. 73
    Vikas Agarwal, William H. Fung, Yee Cheng Loon, Narayan Y. Naik, Risk and return in convertible arbitrage: Evidence from the convertible bond market, Journal of Empirical Finance, 2011, 18, 2, 175

    CrossRef

  74. 74
    Amy Elizabeth Jordan, Pradosh Simlai, Risk characterization, stale pricing and the attributes of hedge funds performance, Journal of Derivatives & Hedge Funds, 2011, 17, 1, 16

    CrossRef

  75. 75
    Olga Kolokolova, Strategic behavior within families of hedge funds, Journal of Banking & Finance, 2011, 35, 7, 1645

    CrossRef

  76. 76
    Nicolas P. B. Bollen, The financial crisis and hedge fund returns, Review of Derivatives Research, 2011, 14, 2, 117

    CrossRef

  77. 77
    Melvyn Teo, The liquidity risk of liquid hedge funds, Journal of Financial Economics, 2011, 100, 1, 24

    CrossRef

  78. 78
    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

  79. 79
    Thomas Heidorn, Dieter G Kaiser, Nico Kleinert, A Comparison of the European and U.S. Funds of Hedge Funds Industries, The Journal of Investing, 2010, 19, 4, 15

    CrossRef

  80. 80
    Christian Wegener, Rüdiger von Nitzsch, Cetin Cengiz, An advanced perspective on the predictability in hedge fund returns, Journal of Banking & Finance, 2010, 34, 11, 2694

    CrossRef

  81. 81
    RAVI JAGANNATHAN, ALEXEY MALAKHOV, DMITRY NOVIKOV, Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation, The Journal of Finance, 2010, 65, 1
  82. 82
    Jan Viebig, Thorsten Poddig, Does a Contagion Effect Exist Between Equity Markets and Hedge Funds in Periods of Extreme Stress in Financial Markets?, The Journal of Alternative Investments, 2010, 13, 2, 78

    CrossRef

  83. 83
    Laurent Bodson, Alain Coën, Georges Hübner, DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS-IN-VARIABLES, Journal of Financial Research, 2010, 33, 3
  84. 84
    Douglas Cumming, Na Dai, Hedge Fund Regulation and Misreported Returns, European Financial Management, 2010, 16, 5
  85. 85
    Bing Liang, Hyuna Park, Predicting Hedge Fund Failure: A Comparison of Risk Measures, Journal of Financial and Quantitative Analysis, 2010, 45, 01, 199

    CrossRef

  86. 86
    MATTHEW RABIN, DIMITRI VAYANOS, The Gambler's and Hot-Hand Fallacies: Theory and Applications, Review of Economic Studies, 2010, 77, 2, 730

    CrossRef

  87. 87
    Martin Eling, Roger Faust, The performance of hedge funds and mutual funds in emerging markets, Journal of Banking & Finance, 2010, 34, 8, 1993

    CrossRef

  88. 88
    Thomas Heidorn, Dieter G Kaiser, Andre Voinea, The Value-Added of Investable Hedge Fund Indices, The Journal of Wealth Management, 2010, 13, 3, 59

    CrossRef

  89. 89
    Ludovic Phalippou, Venture capital funds: Flow-performance relationship and performance persistence, Journal of Banking & Finance, 2010, 34, 3, 568

    CrossRef

  90. 90
    Manuel Ammann, Axel Kind, Ralf Seiz, What drives the performance of convertible-bond funds?, Journal of Banking & Finance, 2010, 34, 11, 2600

    CrossRef

  91. 91
    Ludovic Phalippou, Beware of Venturing into Private Equity, Journal of Economic Perspectives, 2009, 23, 1, 147

    CrossRef

  92. 92
    Douglas Cumming, Na Dai, Capital Flows and Hedge Fund Regulation, Journal of Empirical Legal Studies, 2009, 6, 4
  93. 93
    NICOLAS P.B. BOLLEN, ROBERT E. WHALEY, Hedge Fund Risk Dynamics: Implications for Performance Appraisal, The Journal of Finance, 2009, 64, 2
  94. 94
    J. M. Griffin, J. Xu, How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings, Review of Financial Studies, 2009, 22, 7, 2531

    CrossRef

  95. 95
    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

  96. 96
    Emanuel Derman, Kun Soo Park, Ward Whitt, Markov chain models to estimate the premium for extended hedge fund lockups, Wilmott Journal, 2009, 1, 5-6
  97. 97
    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

  98. 98
    Ying Li, Jamshid Mehran, Risk-Taking and Managerial Incentives:Seasoned versus New Funds of Funds, The Journal of Alternative Investments, 2009, 11, 3, 100

    CrossRef

  99. 99
    Christopher Holmes, Seeking Alpha or Creating Beta? Charting the Rise of Hedge Fund-Based Financial Ecosystems, New Political Economy, 2009, 14, 4, 431

    CrossRef

  100. 100
    M. Teo, The Geography of Hedge Funds, Review of Financial Studies, 2009, 22, 9, 3531

    CrossRef

  101. 101
    Samuel Manser, Markus M Schmid, The performance persistence of equity long/short hedge funds, Journal of Derivatives & Hedge Funds, 2009, 15, 1, 51

    CrossRef

  102. 102
    Hossein Kazemi, Bing Liang, Hedge Funds, Encyclopedia of Quantitative Finance,
  103. 103
    Mikhail Tupitsyn, Paul Lajbcygier, Hedge Funds: Replication and Nonlinearities,
  104. 104
    Tarun Ramadorai, Institutional Investors,
  105. 105
    Marketable Securities Portfolios,
  106. 106
    Dianna Preece, Performance of Hedge Funds,
  107. 107
    References,