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5 research outputs found

Exploring Limitations of Return-Based Exposure Estimation for Hedge Funds

Author: Christian W. Frei
Hasanhodzic J.
Jaeger L.
Lo A.W.
L’habitant F.-S.
Paul Hughes
Roncalli T.
van Trees H.L.
Publication venue: 'Pageant Media US'
Publication date
Field of study

The procyclicality of hedge fund alpha and beta

Author: A Berkelaar
A Weisman
AN Berger
D Giamouridis
DA Hsieh
E Altman
EF Fama
EF Fama
EF Fama
EF Fama
F Heid
F L’Habitant
FE Racicot
FE Racicot
FE Racicot
FE Racicot
François-Éric Racicot
GG Pennacchi
GW Bassett
H Mamaysky
H Mamaysky
HS Shin
J Treynor
JA Christopherson
JC Hull
JD Amato
JH Cochrane
JP Danthine
K Jacques
L Ljungqvist
M Eling
MM Carhart
N Jegadeesh
R Sadka
Raymond Théoret
RE Whaley
ST Rachev
V Agarwal
V Agarwal
W Fung
W Fung
WE Ferson
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Relative importance of hedge fund characteristics

Author: A. Harri
A. Lo
B. Liang
B. Liang
B. Malkiel
C. Ackermann
C. De Souza
Cécile Le Moigne
D. Deli
D. Ornstil
E. Elton
F.-S. L’habitant
G. Baquero
G.R. Gregoriou
H. Kat
H. Till
H.-G. Fung
J. Golec
J.M. Griffin
K.G. Rouwenhorst
N. Amenc
N. Amenc
N. Posthuma
P.-A. Bares
Patrick Savaria
R. Banz
R. Brooks
S.J. Brown
S.J. Brown
S.L. Heston
T. Schneeweis
T.H. Schneeweis
V. Agarwal
W. Fung
W. Fung
W. Fung
W. Fung
Publication venue
Publication date
Field of study

Hedge funds, characteristics, performance, G11, G15, G23,

Research Papers in Economics

Hedge funds: A summary of the literature

Author: A Lo
B Liang
B Liang
B Liang
B Malkiel
C Ackermann
D Capocci
D Nawrocki
E Fama
F Diz
F L’Habitant
F Sortino
G Amin
G Gregoriou
GN Gregoriou
GN Gregoriou
GN Gregoriou
GN Gregoriou
GN Gregoriou
GN Gregoriou
GN Gregoriou
GN Gregoriou
Greg N Gregoriou
H Fung
J Brunel
J Chernoff
J Evans
J Park
M Baily
M Fothergill
M Howell
M Könberg
M Statman
N Amenc
Neal E Duffy
P Bares
R Kahn
R Kouwenberg
S Brown
S Brown
S Brown
T Henker
T Schneeweis
T Schneeweis
T Schneeweis
T Schneeweis
V Agarwal
V Agarwal
V Agarwal
W Fung
W Fung
W Fung
W Fung
W Fung
W Sharpe
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests

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