Luck or Skill: What Drives Hedge Fund Performance Persistence?

Author:

Ipatova Ekaterina,Parhi Mamata,Mishra Tapas,Doctor Kaizad

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference25 articles.

1. The performance of emerging hedge funds and managers;R K Aggarwal;Journal of Financial Economics,2010

2. Hedge Funds: A Survey of the Academic Literature;V Agarwal;Foundations and Trends in Finance,2015

3. Hedge fund characteristics and performance persistence;M Ammann;European Financial Management,2013

4. Do hedge fund managers misreport returns? Evidence from the pooled distribution;N P Bollen;The Journal of Finance,2009

5. Emerging market exposures and the predictability of hedge fund returns;M O &ulutas;Financial Management,2014

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