Emerging Market Exposures and the Predictability of Hedge Fund Returns
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fima.12029/fullpdf
Reference36 articles.
1. Risks and Portfolio Decisions Involving Hedge Funds;Agarwal;Review of Financial Studies,2004
2. Multi-Period Performance Persistence Analysis of Hedge Funds;Agarwal;Journal of Financial and Quantitative Analysis,2000
3. The Performance of Emerging Hedge Funds and Managers;Aggarwal;Journal of Financial Economics,2010
4. Share Restrictions and Asset Pricing: Evidence from the Hedge Fund Industry;Aragon;Journal of Financial Economics,2007
5. Do Hedge Funds Hedge?;Asness;Journal of Portfolio Management,2001
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3. Political risk, hedge fund strategies, and returns: Evidence from G7 countries;Journal of International Financial Markets, Institutions and Money;2022-11
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5. Luck or Skill: What Drives Hedge Fund Performance Persistence?;SSRN Electronic Journal;2022
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