Real Estate Risk and Hedge Fund Returns
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11146-015-9516-1.pdf
Reference20 articles.
1. Agarwal, V., & Naik, N. Y. (2004). Risks and portfolio decisions involving hedge funds. Review of Financial Studies, 17, 63–98.
2. Agarwal, V., Daniel, N. D., & Naik, N. Y. (2009). Role of managerial incentives and discretion in hedge fund performance. The Journal of Finance, 64, 2221–2256.
3. Aragon, G. O. (2007). Share restrictions and asset pricing: evidence from the hedge fund industry. Journal of Financial Economics, 83, 33–58.
4. Chan, K. C., Hendershott, P. H., & Sanders, A. B. (1990). Risk and return on real estate: evidence from equity REITs. Real Estate Economics, 18, 431–452.
5. Chung, J. W., Sensoy, B. A., Stern, L., & Weisbach, M. S. (2012). Pay for performance from future fund flows: the case of private equity. Review of Financial Studies, 25, 3259–3304.
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