Author:
Berzins Janis,Liu Crocker H.,Trzcinka Charles
Reference26 articles.
1. Conditional performance measurement using portfolio weights: evidence for pension funds;W Ferson;Journal of Financial Economics,2002
2. Performance characteristics of hedge funds and commodity funds: natural versus spurious biases;W Fung;Journal of Financial and Quantitative Analysis,2000
3. Favoritism in Mutual Fund Families? Evidence on Strategic Cross-Fund Subsidization
4. The life cycle of hedge funds: fund flows, size and performance, unpublished working paper, MIT Laboratory for Financial Engineering;M Getmansky;Journal of Financial Economics,2004