Intertemporal Variation in the Performance of Hedge Funds Employing a Contingent-Claim-Based Benchmark-Reference-Cited by-同舟云学术

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Intertemporal Variation in the Performance of Hedge Funds Employing a Contingent-Claim-Based Benchmark

Published:2001 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Agarwal Vikas

Publisher

Elsevier BV

Reference57 articles.

1. The Performance of Hedge Funds: Risk, Return and Incentives;C Ackermann;Journal of Finance,1999

2. On timing and selectivity;Anat R Admati;Journal of Finance,1986

3. Price Movements in Speculative Markets: Trends or Random Walks;S Alexander;Industrial Management Review,1961

4. Multi-Period Performance Persistence Analysis of Hedge Funds;Vikas Agarwal;Journal of Financial and Quantitative Analysis,2000

5. No Arbitrage and Arbitrage Pricing: A New Approach;R Bansal;Journal of Finance,1993

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Do European hedge fund managers time market liquidity?;Journal of Asset Management;2016-10

2. Ph.D Thesis: An Analysis of Hedge Fund Strategies;SSRN Electronic Journal;2007

3. Hedge fund performance and persistence in bull and bear markets;The European Journal of Finance;2005-10

4. Analysis of hedge fund performance;Journal of Empirical Finance;2004-01

5. Hedge Fund Allocation with Survival Uncertainty and Investment Constraints;SSRN Electronic Journal;2002

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