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Hedge Fund Related Analytical Reports, Articles, Books & Publications
June 9, 2022
Do hedge funds hedge?
CS Asness, RJ Krail, JM Liew - The journal of portfolio …, 2001 - jpm.pm-research.com
… Furthermore, when we account for a more accurate level of market exposure, we find that
the broad index of hedge funds and most hedge fund subcategories do not add value over this …
Save Cite Cited by 671 Related articles All 11 versions
On the performance of hedge funds
B Liang - Financial Analysts Journal, 1999 - Taylor & Francis
… vehicles, such as mutual funds. Unlike mutual funds, hedge funds follow dynamic trading
strategies and have low systematic risk. Hedge funds’ special fee structures apparently align …
Save Cite Cited by 765 Related articles All 14 versions
A primer on hedge funds
W Fung, DA Hsieh - Journal of empirical finance, 1999 - Elsevier
… rationale for how hedge funds are organized and some insight on how hedge fund performance
differs from traditional mutual funds. Statistical differences among hedge fund styles are …
Save Cite Cited by 545 Related articles All 10 versions
Hedge funds: Past, present, and future
RM Stulz - Journal of Economic Perspectives, 2007 - aeaweb.org
… , most mutual funds and all hedge funds are active funds. Investors in such funds hope
that the manager has skills that will deliver a return substantially better than passive funds. …
Save Cite Cited by 364 Related articles All 16 versions
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Hedge funds: Risk and return
BG Malkiel, A Saha - Financial analysts journal, 2005 - Taylor & Francis
… of hedge … of hedge funds but also the distinctly nonnormal characteristics of their returns.
We also investigate the substantial attrition of hedge funds, analyze the determinants of hedge …
Save Cite Cited by 606 Related articles All 19 versions
Hedge funds with style
SJ Brown, WN Goetzmann - The Journal of Portfolio …, 2003 - jpm.pm-research.com
… hedge funds suggests they may be attractive as a portfolio asset. Yet, as we show, hedge
funds … The hedge fund universe encompasses a range of different strategies and approaches …
Save Cite Cited by 441 Related articles All 21 versions
Do the best hedge funds hedge?
S Titman, C Tiu - The Review of Financial Studies, 2011 - academic.oup.com
… hedge funds choose to have less exposure to factor risk. Consistent with this argument, we
find that hedge funds that … The size of the hedge fund industry doubled almost every two years …
Save Cite Cited by 300 Related articles All 8 versions
Risk management for hedge funds: Introduction and overview
AW Lo - Financial Analysts Journal, 2001 - Taylor & Francis
… hedge-fund managers and institutional investors by providing an overview of several key
aspects of risk management for hedge funds… in the context of hedge funds and discuss some of …
Save Cite Cited by 462 Related articles All 8 versions
[BOOK] Handbook of hedge funds
FS Lhabitant - 2007 - books.google.com
… How much should we allocate to hedge funds? 24.5 Hedge funds as portable alpha
overlays 24.6 Hedge funds as sources of alternative risk exposure 24.7 Risk budgeting and the …
Save Cite Cited by 270 Related articles All 3 versions
Hedge funds and the technology bubble
M K. BRUNNERMEIER, S Nagel - The journal of Finance, 2004 - Wiley Online Library
… This paper documents that hedge funds did not exert a correcting force on stock prices …
This does not seem to be the result of unawareness of the bubble: Hedge funds captured the …
Save Cite Cited by 1270 Related articles All 21 versions
Hedge funds and Chapter 11
W Jiang, K Li, W Wang - The Journal of Finance, 2012 - Wiley Online Library
… of hedge funds in the Chapter 11 process and their effects on bankruptcy outcomes. Hedge
funds … This paper examines the roles of hedge funds in Chapter 11 and the effects of their …
Save Cite Cited by 182 Related articles All 12 versions
Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases
W Fung, DA Hsieh - Journal of Financial and Quantitative analysis, 2000 - cambridge.org
… biases in hedge funds. We also propose using funds-of-hedge funds to measure aggregate
hedge fund performance, based on the idea that the investment experience of hedge fund …
Save Cite Cited by 982 Related articles All 10 versions
Hedge funds: The living and the dead
B Liang - Journal of Financial and Quantitative analysis, 2000 - cambridge.org
… By evaluating data reliability for hedge funds, I test whether differences exist in current …
amount of dissolved hedge funds, I document that the survivorship bias for hedge funds is over 2…
Save Cite Cited by 755 Related articles All 19 versions
[BOOK] Hedge funds
V Agarwal, NY Naik - 2005 - books.google.com
… 3 Although Jones’ original fund used “long-short” strategy to hedge, today not all the hedge
funds necessarily hedge. In fact, there is no universally accepted definition of hedge funds. …
Save Cite Cited by 60 Related articles All 7 versions
[BOOK] Hedge funds: quantitative insights
FS Lhabitant - 2009 - books.google.com
… birth to funds of hedge funds (referred to below as funds of funds) that … funds manager
may allocate his capital to several managers within a single strategy (style-specific fund of funds…
Save Cite Cited by 301 Related articles All 2 versions
The geography of hedge funds
M Teo - The Review of Financial Studies, 2009 - academic.oup.com
… funds portfolio comprising local hedge funds delivers a post-fee alpha of 7.11% per year. This
study focuses on hedge funds … The advantage of Asian hedge fund data is that I can derive …
Save Cite Cited by 285 Related articles All 14 versions
The economics and finance of hedge funds: A review of the academic literature
V Agarwal, KA Mullally, NY Naik - Foundations and Trends® …, 2015 - nowpublishers.com
… papers on hedge funds prior to 2005, they have published 105 papers on hedge funds since
… Under one roof: a study of simultaneously managed hedge funds and funds of hedge funds. …
Save Cite Cited by 65 Related articles All 6 versions
The economics of hedge funds
Y Lan, N Wang, J Yang - Journal of Financial Economics, 2013 - Elsevier
… that differentiates hedge funds from mutual funds, is … , one of the most successful hedge
funds, charges 5% of the … Indeed, an important feature of the hedge fund industry is the …
Save Cite Cited by 123 Related articles All 23 versions
Empirical characteristics of dynamic trading strategies: The case of hedge funds
W Fung, DA Hsieh - The review of financial studies, 1997 - academic.oup.com
… to 3,327 US mutual funds from Morningstar and 409 hedge funds/CTA pools from a … hedge
funds and CTA pools are treated as a single group of funds, referred to simply as “hedge funds…
Save Cite Cited by 1521 Related articles All 9 versions
Hedge funds: Performance, risk, and capital formation
W Fung, DA Hsieh, NY Naik… - The Journal of …, 2008 - Wiley Online Library
… funds to deliver alpha in the future? In this paper, we employ data on a large cross-section
of hedge funds to shed light on these questions. Before using data on hedge funds, one must …
Save Cite Cited by 722 Related articles All 21 versions
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Hedge funds and financial market dynamics
MB Chadha, MLE Kodres, MDJ Mathieson, MS Sharma… - 1998 - ideas.repec.org
… Hedge funds are collective investment vehicles, often organized as private partnerships and
… This paper considers the role of hedge funds in financial market dynamics, with particular …
Save Cite Cited by 289 Related articles All 2 versions
Offshore hedge funds: Survival and performance 1989-1995
SJ Brown, WN Goetzmann, RG Ibbotson - 1997 - nber.org
… Unlike mutual funds, if hedge funds are merged into other funds we know neither the date
nor the terms of the mergers. This limitation of the data imparts a “look-ahead” bias of unknown …
Save Cite Cited by 1031 Related articles All 17 versions
The performance of emerging hedge funds and managers
RK Aggarwal, P Jorion - Journal of financial economics, 2010 - Elsevier
… funds, defined as newly established managers and funds. In this paper, we examine both
emerging hedge fund managers and emerging hedge funds, … We focus on emerging funds and …
Save Cite Cited by 285 Related articles All 9 versions
The performance of hedge funds: Risk, return, and incentives
C Ackermann, R McEnally… - The journal of …, 1999 - Wiley Online Library
… of hedge fund data from 1988–1995, we find that hedge funds consistently outperform mutual
funds, but … Fourth, we show that hedge funds are significantly riskier than their mutual fund …
Save Cite Cited by 1461 Related articles All 11 versions
Hedge funds and governance targets
WW Bratton - Geo. LJ, 2006 - HeinOnline
… Until recently, we could distinguish hedge funds from private equity … funds of the 1980s,
takes companies private, investing long-term in their equity from a control position. Hedge funds, …
Save Cite Cited by 333 Related articles All 7 versions
Risks and portfolio decisions involving hedge funds
V Agarwal, NY Naik - The Review of Financial Studies, 2004 - academic.oup.com
… hedge funds using buy-and-hold and option-based strategies. Our results show that a large
number of equity-oriented hedge … the systematic risk exposures of hedge funds, we show that …
Save Cite Cited by 1546 Related articles All 16 versions
[BOOK] Investment strategies of hedge funds
F Stefanini - 2010 - books.google.com
… seen, hedge funds are considered … hedge funds, explaining hedge fund strategies while
offering both qualitative and quantitative tools that investors need to access these types of funds. …
Save Cite Cited by 138 Related articles
Does the choice of performance measure influence the evaluation of hedge funds?
M Eling, F Schuhmacher - Journal of Banking & Finance, 2007 - Elsevier
… hedge funds, we compare the Sharpe ratio with 12 other performance measures. Despite
significant deviations of hedge … results in virtually identical rank ordering across hedge funds. …
Save Cite Cited by 540 Related articles All 15 versions
Hedge funds in corporate governance and corporate control
M Kahan, EB Rock - Corporate Governance, 2017 - taylorfrancis.com
… hedge funds are so much more active than other institutional investors. We show that hedge
funds … institutions, such as mutual funds and pension funds, which have never lived up to the …
Save Cite Cited by 852 Related articles All 15 versions
Do hedge funds manage their reported returns?
V Agarwal, ND Daniel, NY Naik - The Review of Financial …, 2011 - academic.oup.com
… Hedge funds are compensated by incentive fees, which are … database of hedge funds, we
show that hedge funds manage their … This “returns management” phenomenon in hedge funds …