Do Higher-Moment Equity Risks Explain Hedge Fund Returns?-Reference-Cited by-同舟云学术

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Do Higher-Moment Equity Risks Explain Hedge Fund Returns?

Published:2009 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

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

Cited by 32 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. A stochastic analysis of hedge funds’ higher moments;Research in International Business and Finance;2023-10

2. Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets;Applied Economics;2022-11-16

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

4. Thousands of Alpha Tests;The Review of Financial Studies;2020-09-24

5. Predicting hedge fund performance when fund returns are skewed;Financial Management;2020-04-13

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