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The Effectiveness of Hedge Fund Investment Strategies under Various Market Conditions

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  • Michał Falkowski
  • Agata Sierpińska-Sawicz
  • Piotr Szczepankowski

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  • Michał Falkowski & Agata Sierpińska-Sawicz & Piotr Szczepankowski, 2020. "The Effectiveness of Hedge Fund Investment Strategies under Various Market Conditions," Contemporary Economics, Vizja University, vol. 14(2), June.
    • Handle: RePEc:wyz:journl:id:601
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    File URL: http://ce.vizja.pl/en/download-pdf/id/601
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    References listed on IDEAS

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    1. Nicole M. Boyson & Christof W. Stahel & René M. Stulz, 2010. "Hedge Fund Contagion and Liquidity Shocks," Journal of Finance, American Finance Association, vol. 65(5), pages 1789-1816, October.
    2. Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G, 1999. "Offshore Hedge Funds: Survival and Performance, 1989-95," The Journal of Business, University of Chicago Press, vol. 72(1), pages 91-117, January.
    3. Edelman, Daniel & Fung, William & Hsieh, David A., 2013. "Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms," Journal of Financial Economics, Elsevier, vol. 109(3), pages 734-758.
    4. Alessandro Beber & Marco Pagano, 2013. "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, vol. 68(1), pages 343-381, February.
    5. repec:bla:jfinan:v:59:y:2004:i:5:p:2013-2040 is not listed on IDEAS
    6. 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(3), pages 327-342, September.
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