Should hedge funds deviate from the benchmark?
Author:
Affiliation:
1. Essex Business School, Wivenhoe Park Colchester UK
2. Kent Business School, Sibson Canterbury UK
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/fima.12383
Reference41 articles.
1. Role of managerial incentives and discretion in hedge fund performance;Agarwal V.;Journal of Finance,2009
2. Multi‐period performance persistence analysis for hedge funds;Agarwal V.;Journal of Financial and Quantitative Analysis,2000
3. Tail risk in hedge funds: A unique view from portfolio holdings;Agarwal V.;Journal of Financial Economics,2017
4. Stock market dispersion, the business cycle and expected factor returns;Angelidis T.;Journal of Banking and Finance,2015
5. Tournament behavior in hedge funds: High‐water marks, fund liquidation, and managerial stake;Aragon G.;Review of Financial Studies,2012
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1. Disagreement exploitation and the cross‐section of hedge fund performance;Financial Management;2024-08-21
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