Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference31 articles.
1. The performance of hedge funds: Risk, return, and incentives;Ackermann;Journal of Finance,1999
2. Multi-period performance persistence analysis of hedge funds;Agarwal;Journal of Financial and Quantitative Analysis,2000
3. Risks and portfolio decisions involving hedge funds;Agarwal;Review of Financial Studies,2004
4. Share restrictions and asset pricing: Evidence from the hedge fund industry;Aragon;Journal of Financial Economics,2007
5. Do hedge funds' exposure to risk factors predict their future returns?;Bali;Journal of Financial Economics,2011
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1. Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds;The North American Journal of Economics and Finance;2025-01
2. Is research on hedge fund performance published selectively? A quantitative survey;Journal of Economic Surveys;2023-06-26
3. The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis;PLOS ONE;2022-01-14
4. Hedge Fund Performance: A Quantitative Survey;SSRN Electronic Journal;2022
5. The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks;International Review of Economics & Finance;2021-03
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