Author:
Molyboga Marat,Baek Seungho,Bilson John F. O.
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Reference77 articles.
1. Abrams, R., R. Bhaduri, E. Flores. 2009. Lintner revisited: A quantitative analysis of managed futures in an institutional portfolio. CME Group Working Paper.
2. Ackermann, C., R. McEnally, and D. Ravenscraft. 1999. The performance of hedge funds: Risk, return, and incentives. Journal of Finance 54 (3): 833–874.
3. Agarwal, V., and N.Y. Naik. 2000a. Multi-period performance persistence analysis of hedge funds. Journal of Financial and Quantitative Analysis 35 (3): 327–342.
4. Agarwal, V., and N.Y. Naik. 2000b. On taking the alternative route: The risks, rewards, and performance persistence of hedge funds. Journal of Alternative Investments 2 (4): 6–23.
5. Aragon, G.O., V.K. Nanda. 2014. Strategic delays and clustering in hedge fund reported returns. SSRN Working Paper available at http://papers.ssrn.com/sol3/papers.cfm?abstractid=2517611 .
Cited by
5 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