An empirical analysis of hedge fund performance: The case of Australian hedge funds industry
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multinational Financial Management.
Volume (Year): 15 (2005)
Issue (Month): 4-5 (October)
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Web page: http://www.elsevier.com/locate/mulfin
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- Eugene F. Fama & Kenneth R. French, .
"Value versus Growth: The International Evidence,"
CRSP working papers
341, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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- Agarwal, Vikas & Naik, Narayan Y., 2000. "Multi-Period Performance Persistence Analysis of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 327-342, September.
- Carl Ackermann & Richard McEnally & David Ravenscraft, 1999. "The Performance of Hedge Funds: Risk, Return, and Incentives," Journal of Finance, American Finance Association, vol. 54(3), pages 833-874, 06.
- Fung, William & Hsieh, David A, 1997. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds," Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 275-302.
- Steri, Roberto & Giorgino, Marco & Viviani, Diego, 2009. "The Italian hedge funds industry: An empirical analysis of performance and persistence," Journal of Multinational Financial Management, Elsevier, vol. 19(1), pages 75-91, February.
- Gökçe Soydemir & Jan Smolarski & Sangheon Shin, 2014. "Hedge funds, fund attributes and risk adjusted returns," Journal of Economics and Finance, Springer, vol. 38(1), pages 133-149, January.
- Do, Viet & Faff, Robert & Veeraraghavan, Madhu, 2010. "Performance persistence in hedge funds: Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 346-362, October.
- Jordão, Gustavo A. & Moura, Marcelo L., 2011.
"Performance Analysis of Brazilian Hedge Funds,"
Insper Working Papers
wpe_236, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
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