1. Agarwal, V. and N. Y. Naik, 2000, Multi-Period Performance Persistance Analysis of Hedge Funds, Journal of Financial and QuantitativeAnalysis, 35, 327–342.
2. Alexander, C. and A. Dimitriu, 2004, The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations, Working paper, ISMA Centre, University of Reading.
3. Amenc, N. and L. Martellini, 2002, Portfolio Optimization and Hedge Fund Style Allocation Decisions, The Journal of Alternative Investments, 5, 7–20.
4. Amenc, N., J. Giraud, L. Martellini and M. Vaissie, 2004, Taking a Close Look at the European Fund of Hedge Funds Industry: Comparing and Contrasting Industry Practices and Academic Recommendation, Journal of Alternative Investments, 7, 59–69.
5. Amin, G.S. and H. Kat, 2003, Hedge Fund Performance 1990–2000: Do the Money Machines Really Add Value?, Journal of Financial and Quantitative Analysis, 38, 251–274.