Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41260-022-00261-5.pdf
Reference34 articles.
1. Agarwal, V., N.M. Boyson, and N.Y. Naik. 2009. Hedge funds for retail investors? An examination of hedged mutual funds. Journal of Financial and Quantitative Analysis 44 (2): 273–305.
2. Amihud, Y., and R. Goyenko. 2013. Mutual fund’s $$r^2$$ as predictor of performance. The Review of Financial Studies 26 (3): 667–694.
3. Badrinath, S., and S. Gubellini. 2011. On the characteristics and performance of long-short, market-neutral and bear mutual funds. Journal of Banking & Finance 35 (7): 1762–1776.
4. Barras, L., O. Scaillet, and R. Wermers. 2010. False discoveries in mutual fund performance: Measuring luck in estimated alphas. Journal of Finance 65 (1): 179–216.
5. Berk, J.B., and R.C. Green. 2004. Mutual fund flows and performance in rational markets. Journal of Political Economy 112 (6): 1269–1295.
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