What do we know about the risk and return characteristics of hedge funds?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1057/jdhf.2012.4.pdf
Reference89 articles.
1. Ackermann, C., McEnally, R. and Ravenscraft, D. (1999) The performance of hedge funds: Risk, return, and incentives. The Journal of Finance 54 (3): 833–874.
2. Agarwal, V., Daniel, N.D. and Naik, N.Y. (2009) Role of managerial incentives and discretion in hedge fund performance. The Journal of Finance 64 (5): 2221–2256.
3. Agarwal, V., Daniel, N.D. and Naik, N.Y. (2011a) Do hedge funds manage their reported returns? The Review of Financial Studies 24 (10): 3281–3320.
4. Agarwal, V., Fung, W.F., Loon, Y.C. and Naik, N.Y. (2011b) Risk and return in convertible arbitrage: Evidence from the convertible bond market. Journal of Empirical Finance 18 (2): 175–194.
5. Agarwal, V. and Naik, N.Y. (2004) Risks and portfolio decisions involving hedge funds. The Review of Financial Studies 17 (1): 63–98.
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