Hedge Fund Characteristics and Performance Persistence
Author:
Affiliation:
1. University of St. Gallen; Switzerland
2. Credit Suisse Securities (USA) LLC and University of St. Gallen; Switzerland
3. University of Mannheim; Finance Area, D-68131 Mannheim Germany
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2010.00574.x/fullpdf
Reference37 articles.
1. Multi-period performance persistence analysis of hedge funds;Agarwal;Journal of Financial and Quantitative Analysis,2000
2. Risk and portfolio decisions involving hedge funds;Agarwal;The Review of Financial Studies,2004
3. The performance of emerging hedge funds and managers;Aggarwal;Journal of Financial Economics,2010
4. Has hedge fund alpha disappeared?;Ammann;Journal of Investment Management,2010
5. Impact of fund size and fund flows on hedge fund performance;Ammann;The Journal of Alternative Investments,2008
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