A new efficiency test for ranking investments: Application to hedge fund performance-Reference-Cited by-同舟云学术

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A new efficiency test for ranking investments: Application to hedge fund performance

Published:2019-08 Issue: Volume:181 Page:203-207
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Bernard Carole,Vanduffel Steven,Ye Jiang

Funder

China Scholarship Council

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

1. The performance of hedge funds: Risk, return, and incentives;Ackermann;J. Financ.,1999

2. Hedge fund tail risk;Adrian,2011

3. Multi-period performance persistence analysis of hedge funds;Agarwal;J. Financ. Quant. Anal.,2000

4. The performance of emerging hedge funds and managers;Aggarwal;J. Financ. Econ.,2010

5. Hedge fund performance 1990–2000: Do the “money machines” really add value?;Amin;J. Financ. Quant. Anal.,2003

Cited by 3 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. DETERMINANTS OF THE NORDIC HEDGE FUND PERFORMANCE;Journal of Business Economics and Management;2022-03-29

2. On the construction of optimal payoffs;Decisions in Economics and Finance;2019-11-18

3. On the Construction of Optimal Payoffs;SSRN Electronic Journal;2017

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