Do hedge funds' exposures to risk factors predict their future returns?-Reference-Cited by-同舟云学术

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Do hedge funds' exposures to risk factors predict their future returns?

Published:2011-07 Issue:1 Volume:101 Page:36-68
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Bali Turan G.,Brown Stephen J.,Caglayan Mustafa Onur

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference69 articles.

1. The performance of hedge funds: risk, return, and incentives;Ackermann;Journal of Finance,1999

2. Do higher-moment equity risks explain hedge fund returns? Working Paper;Agarwal,2009

3. Risk and return in convertible arbitrage: evidence from the convertible bond market. Working Paper, Georgia State University;Agarwal,2010

4. Multi-period performance persistence analysis of hedge funds;Agarwal;Journal of Financial and Quantitative Analysis,2000

5. Risks and portfolio decisions involving hedge funds;Agarwal;Review of Financial Studies,2004

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