Hedge Funds: The Good, the Bad, and the Lucky
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Cited by:
- Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022.
"Skill, Scale, and Value Creation in the Mutual Fund Industry,"
Journal of Finance, American Finance Association, vol. 77(1), pages 601-638, February.
- Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021. "Skill, scale, and value creation in the mutual fund industry," Working Papers unige:150822, University of Geneva, Geneva School of Economics and Management.
- Keith Cuthbertson & Dirk Nitzsche & Niall O’Sullivan, 2023. "UK mutual funds: performance persistence and portfolio size," Journal of Asset Management, Palgrave Macmillan, vol. 24(4), pages 284-298, July.
- Chen, Yong & Kelly, Bryan & Wu, Wei, 2020. "Sophisticated investors and market efficiency: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 138(2), pages 316-341.
- Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018.
"The Cross-Sectional Distribution of Fund Skill Measures,"
Swiss Finance Institute Research Paper Series
18-66, Swiss Finance Institute.
- Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2018. "The Cross-Sectional Distribution of Fund Skill Measures," Working Papers unige:110006, University of Geneva, Geneva School of Economics and Management.
- Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2022.
"Hedge Fund Performance: A Quantitative Survey,"
Working Papers IES
2022/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2022.
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," EconStor Preprints 260612, ZBW - Leibniz Information Centre for Economics.
- Havranek, Tomas & Yang, Fan & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," CEPR Discussion Papers 17417, C.E.P.R. Discussion Papers.
- Cheng, Tingting & Yan, Cheng, 2017. "Evaluating the size of the bootstrap method for fund performance evaluation," Economics Letters, Elsevier, vol. 156(C), pages 36-41.
- Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie, 2022. "Longs, shorts, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Moraes, Fernando & Cavalcante-Filho, Elias & De-Losso, Rodrigo, 2021.
"Unskilled fund managers: Replicating active fund performance with few ETFs,"
International Review of Financial Analysis, Elsevier, vol. 78(C).
- Elias Cavalcante Junior & Fernando Moraes & Rodrigo De Losso, 2020. "Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs," Working Papers, Department of Economics 2020_14, University of São Paulo (FEA-USP), revised 15 Sep 2020.
- Yong Chen & Bing Han & Jing Pan, 2021. "Sentiment Trading and Hedge Fund Returns," Journal of Finance, American Finance Association, vol. 76(4), pages 2001-2033, August.
- Wenbo Wu & Jiaqi Chen & Zhibin (Ben) Yang & Michael L. Tindall, 2021. "A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection," Management Science, INFORMS, vol. 67(7), pages 4577-4601, July.
- Alan Crane & Kevin Crotty, 2020. "How Skilled Are Security Analysts?," Journal of Finance, American Finance Association, vol. 75(3), pages 1629-1675, June.
- Fisher, Mark & Jensen, Mark J., 2022.
"Bayesian nonparametric learning of how skill is distributed across the mutual fund industry,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 131-153.
- Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019. "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper 2019-3, Federal Reserve Bank of Atlanta.
- Ma, Tianyi & Li, Baibing & Tee, Kai-Hong, 2022. "Mispricing chasing and hedge fund returns," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 34-49.
- Ardia, David & Boudt, Kris, 2018. "The peer performance ratios of hedge funds," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 351-368.
- Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022. "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Alan Crane & Kevin Crotty & Tarik Umar, 2023. "Hedge Funds and Public Information Acquisition," Management Science, INFORMS, vol. 69(6), pages 3241-3262, June.
- Yan, Cheng & Cheng, Tingting, 2019. "In search of the optimal number of fund subgroups," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 78-92.
- Kolari, James W. & Huang, Jianhua Z. & Butt, Hilal Anwar & Liao, Huiling, 2022. "International tests of the ZCAPM asset pricing model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
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