Do Higher-Moment Equity Risks Explain Hedge Fund Returns?

Author:

Agarwal Vikas,Bakshi Gurdip S.,Huij Joop

Publisher

Elsevier BV

Reference48 articles.

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

2. Role of Managerial Incentives and Discretion in Hedge Fund Performance;V Agarwal;Journal of Finance,2008

3. Risks and Portfolio Decisions Involving Hedge Funds;V Agarwal;Review of Financial Studies,2004

4. Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value?;G Amin;Journal of Financial and Quantitative Analysis,2003

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4. The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns;Journal of International Financial Markets, Institutions and Money;2022-09

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