Persistent Doubt: An Examination of Hedge Fund Performance-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Persistent Doubt: An Examination of Hedge Fund Performance

Published:2015-08-18 Issue:4 Volume:22 Page:613-639
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

dela O. González María¹,Papageorgiou Nicolas A.²,Skinner Frank S.³

Affiliation:

1. School of Economic & Business Sciences; University of Castilla-La Mancha, Plaza de la Universidad 1; 02071 Albacete Spain

2. HEC Montreal; 3000 Cote Ste Catherine; Montreal H3T2A7 Canada

3. Department of Economics and Finance; Brunel University; Uxbridge London UB8 3PH United Kingdom

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/eufm.12070/fullpdf

Reference22 articles.

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

2. Hedge fund characteristics and performance persistence;Ammann;European Financial Management,2013

3. Hedge fund performance 1990-2000: Do the “money machines” really add value?;Amin;Journal of Financial & Quantitative Analysis,2003

4. Hedge fund performance persistence: A new approach;Boyson;Financial Analysts Journal,2008

5. Liquidity risk, return predictability, and hedge fund's performance: An empirical study;Brandon;Journal of Financial & Quantitative Analysis,2013

Cited by 4 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. Manipulation and performance persistence: an examination of Iranian equity mutual fund performance;International Journal of Islamic and Middle Eastern Finance and Management;2021-09-22

2. On the Underestimation of Risk in Hedge Fund Performance Persistence: Geolocation and Investment Strategy Effects;Financial Risk Management and Modeling;2021

3. Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets;Sustainability;2019-08-25

4. The Islamic Financial Industry: Performance of Islamic vs. Conventional Sector Portfolios;Mathematical and Statistical Methods for Actuarial Sciences and Finance;2018

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3