Risk Shifting and Performance in the Hedge Fund and Cta Industry

Author:

Ahmadpour Kobra,Usman Khurram Muhammad,Frömmel Michael,Bakkar Yassine

Publisher

Elsevier BV

Reference49 articles.

1. Risks and Portfolio Decisions Involving Hedge Funds;References Agarwal;The Review of Financial Studies,2004

2. Hedge funds: performance, risk management, and impact on asset markets;V Agarwal;Risk Management, and Impact on Asset Markets. Oxford Research Encyclopedia of Economics and Finance,2023

3. The role of gender for the risk-shifting behavior of hedge fund and CTA managers;K Ahmadpour;Finance Research Letters,2021

4. Tournament behavior in hedge funds: High-water marks, fund liquidation, and managerial stake;G O Aragon;The Review of Financial Studies,2012

5. The crisis alpha of managed futures: Myth or reality;R Asif;International Review of Financial Analysis,2022

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