Zero-R2 Hedge Funds and Market Neutrality
Author:
Publisher
Elsevier BV
Reference19 articles.
1. Hedge Funds: Performance, Risk, and Capital Formation;W Fung;Journal of Finance,2008
2. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns;M Getmansky;Journal of Financial Economics,2004
3. Why Do Hedge Funds Stop Reporting Their Performance?;A Grecu;Journal of Portfolio Management,2007
4. How Smart are the Smart Guys? A Unique view from Hedge Fund Stock Holdings;J Griffin;Review of Financial Studies,2009
5. Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation;R Jagannathan;Journal of Finance,2010
Cited by 4 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. Relative Alpha;SSRN Electronic Journal;2014
2. Flights to Safety;SSRN Electronic Journal;2013
3. Hedge Fund Return Dependence and Contagion;SSRN Electronic Journal;2013
4. Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds;SSRN Electronic Journal;2012
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