Relative importance of hedge fund characteristics
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Volume (Year): 20 (2006)
Issue (Month): 4 (December)
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References listed on IDEAS
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"Hedge Funds With Style,"
Yale School of Management Working Papers
ysm21, Yale School of Management, revised 01 Apr 2008.
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- Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2006. "Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation," NBER Working Papers 12015, National Bureau of Economic Research, Inc.
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- Stefan Kassberger & Rüdiger Kiesel, 2006. "A fully parametric approach to return modelling and risk management of hedge funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(4), pages 472-491, December.
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