Hedge Fund Characteristics and Performance Persistence-Reference-Cited by-同舟云学术

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Hedge Fund Characteristics and Performance Persistence

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ammann Manuel,Huber Otto R.,Schmid Markus M.

Publisher

Elsevier BV

Reference22 articles.

1. Common risk factors in the returns on stocks and bonds;E Fama;Journal of Financial Economics,1993

2. Risk, return and equilibrium: Empirical tests;E Fama;Journal of Political Economy,1973

3. Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases;W Fung;Journal of Financial and Quantitative Analysis,2000

4. The risk in hedge fund strategies: Theory and evidence from trend followers;W Fung;The Review of Financial Studies,2001

5. Hedge fund benchmarks: A risk based approach;W Fung;Financial Analysts Journal,2004

Cited by 2 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. Quasi-hedge funds market in Poland in view of their performance persistence;Investment Management and Financial Innovations;2021-08-06

2. Bibliography;Expected Returns;2011-03-21

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