Hedge fund performance and persistence in bull and bear markets-Reference-Cited by-同舟云学术

Hedge fund performance and persistence in bull and bear markets

Published:2005-10 Issue:5 Volume:11 Page:361-392
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Capocci Daniel,Corhay Albert,Hübner Georges

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

http://www.tandfonline.com/doi/pdf/10.1080/1351847042000286676

Reference36 articles.

1. Ackermann, C. and Ravenscraft, D. 1998. “The impact of regulatory restrictions on fund performance: a comparative study of hedge funds and mutual funds”. University of Notre-Dame. Working Paper

2. The Performance of Hedge Funds: Risk, Return, and Incentives

3. Agarwal, V. 2001. “Intertemporal variation in the performance of hedge funds employing a contingent-claim-based benchmark”. London Business School. Working Paper

4. Multi-Period Performance Persistence Analysis of Hedge Funds

5. Risks and Portfolio Decisions Involving Hedge Funds

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