Are hedge funds uncorrelated with financial markets? An empirical assessment
No abstract is available for this item.
|Date of creation:||01 Jan 2014|
|Date of revision:|
|Contact details of provider:|| Postal: 184 Boulevard Saint-Germain, 75006 Paris|
Phone: 33 1 53 63 36 00
Web page: http://www.ipag.fr
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Abugri, Benjamin A. & Dutta, Sandip, 2009. "Emerging market hedge funds: Do they perform like regular hedge funds?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 834-849, December.
- Daniel Capocci & Albert Corhay & Georges Hubner, 2005.
"Hedge fund performance and persistence in bull and bear markets,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 11(5), pages 361-392.
- Capocci Daniel & Corhay Albert & Hübner Georges, 2004. "Hedge Fund Performance and Persistence in Bull and Bear Markets," Finance 0402018, EconWPA.
- Vikas Agarwal, 2004. "Risks and Portfolio Decisions Involving Hedge Funds," Review of Financial Studies, Society for Financial Studies, vol. 17(1), pages 63-98.
- 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.
- William Fung & David A. Hsieh & Narayan Y. Naik & Tarun Ramadorai, 2008.
"Hedge Funds: Performance, Risk, and Capital Formation,"
Journal of Finance,
American Finance Association, vol. 63(4), pages 1777-1803, 08.
- Fung, William & Hsieh, David A & Naik, Narayan & Ramadorai, Tarun, 2006. "Hedge Funds: Performance, Risk and Capital Formation," CEPR Discussion Papers 5565, C.E.P.R. Discussion Papers.
- Mark Mitchell, 2001. "Characteristics of Risk and Return in Risk Arbitrage," Journal of Finance, American Finance Association, vol. 56(6), pages 2135-2175, December.
- 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.
When requesting a correction, please mention this item's handle: RePEc:ipg:wpaper:2014-103. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ingmar Schumacher)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.