Forecasting the performance of hedge fund styles
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Value versus growth: stochastic dominance criteria;Abhyankar;Quantitative Finance,2008
2. Role of managerial incentives and discretion in hedge fund performance;Agarwal;Journal of Finance,2009
3. Comparing density forecasts via weighted likelihood ratio tests;Amisano;Journal of Business and Economic Statistics,2007
4. Hedge funds, managerial skill, and macroeconomic variables;Avramov;Journal of Financial Economics,2011
5. Do hedge funds’ exposures to risk factors predict their future returns?;Bali;Journal of Financial Economics,2011
Cited by 5 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. Performance and reporting predictability of hedge funds;Journal of Forecasting;2024-04-04
2. Review on behavioral economics and behavioral finance;Studies in Economics and Finance;2020-06-19
3. Optimal combination of currency strategies;The North American Journal of Economics and Finance;2018-01
4. Hedge fund return predictability; To combine forecasts or combine information?;Journal of Banking & Finance;2015-07
5. Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?;SSRN Electronic Journal;2014
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