Fund selection, style allocation, and active management abilities: Evidence from funds of hedge funds’ holdings-Reference-Cited by-同舟云学术

Fund selection, style allocation, and active management abilities: Evidence from funds of hedge funds’ holdings

Published:2019-01-27 Issue:1 Volume:49 Page:135-159
ISSN:0046-3892
Container-title:Financial Management
language:en
Short-container-title:Financial Management

Author:

Gao Chao¹,Haight Timothy D.²,Yin Chengdong¹³

Affiliation:

1. Krannert School of ManagementPurdue University West Lafayette Indiana

2. College of Business AdministrationLoyola Marymount University Los Angeles California

3. China Financial Policy Research CenterRenmin University of China Beijing China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fima.12258

Reference17 articles.

1. Agarwal V. Aragon G. O. &Shi Z.(2016).Funding liquidity risk of funds of hedge funds: Evidence from their holdings. SSRN Scholarly Paper ID 2574963 Rochester NY: Social Science Research Network. Retrieved fromhttps://papers.ssrn.com/abstract=2574963.

2. Role of Managerial Incentives and Discretion in Hedge Fund Performance

3. Agarwal V. Nanda V. K. &Ray S.(2013).Institutional investment and intermediation in the hedge fund industry. SSRN Scholarly Paper ID 2288102 Rochester NY: Social Science Research Network. Retrieved fromhttps://papers.ssrn.com/abstract=2288102.

4. Out of the Dark: Hedge Fund Reporting Biases and Commercial Databases

5. The Value of Funds of Hedge Funds: Evidence from Their Holdings

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