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Higher risk, lower returns: What hedge fund investors really earn

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Por qué no hay que hacer caso a quienes nos digan que hay que invertir ahora que la bolsa baja o cuando sube: contra el market timing
    by Alejandro Nieto González in Elblogsalmon on 2021-03-06 10:01:25
  2. Esto es lo que pasa cuando crees que aciertas con el momento de vender las acciones en bolsa cuando ésta cae
    by Alejandro Nieto González in Elblogsalmon on 2021-07-23 08:01:47
  3. Cuidado con aquellos que nos digan que hay que aprovechar las subidas recientes de bolsa para vender
    by Alejandro Nieto González in Elblogsalmon on 2022-03-16 08:01:27

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Itzhak Ben-David & Justin Birru & Andrea Rossi, 2020. "The Performance of Hedge Fund Performance Fees," NBER Working Papers 27454, National Bureau of Economic Research, Inc.
  2. Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020. "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, vol. 67(C).
  3. Jędrzej Białkowski & Huong Dieu Dang & Xiaopeng Wei, 2017. "Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs," Working Papers in Economics 17/17, University of Canterbury, Department of Economics and Finance.
  4. Vladimir Atanasov & John J. Merrick & Philipp Schuster, 2023. "Mismarking in Mutual Funds," Management Science, INFORMS, vol. 69(2), pages 1275-1300, February.
  5. David Chambers & Elroy Dimson & Christophe Spaenjers, 0. "Art as an Asset: Evidence from Keynes the Collector," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(3), pages 490-520.
  6. Massimo Guidolin & Alexei G. Orlov, 2022. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
  7. Bessembinder, Hendrik & Cooper, Michael J. & Zhang, Feng, 2023. "Mutual fund performance at long horizons," Journal of Financial Economics, Elsevier, vol. 147(1), pages 132-158.
  8. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2024. "The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(4), pages 1320-1346, December.
  9. Muñoz, Fernando & Vicente, Ruth, 2018. "Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 181-193.
  10. Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," EconStor Preprints 260612, ZBW - Leibniz Information Centre for Economics.
  11. Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," EconStor Preprints 289497, ZBW - Leibniz Information Centre for Economics.
  12. Xu, Bu & Xu, Quanyi & Liu, Xinxin & Qin, Qirui, 2024. "Investor traps: Funds launched during booms," Finance Research Letters, Elsevier, vol. 61(C).
  13. Geoffrey C. Friesen & Noel Pavel Jeutang & Emre Unlu, 2022. "The Effect of Unsuccessful Past Repurchases on Future Repurchasing Decisions," Management Science, INFORMS, vol. 68(1), pages 716-739, January.
  14. Dichev, Ilia D. & Zheng, Xin, 2024. "The volatility of stock investor returns," Journal of Financial Markets, Elsevier, vol. 70(C).
  15. Andrew Ang & Andrés Ayala & William N. Goetzmann, 2018. "Investment beliefs of endowments," European Financial Management, European Financial Management Association, vol. 24(1), pages 3-33, January.
  16. Yamani, Ehab, 2023. "The informational role of fund flow in the profitable predictability of mutual funds," Finance Research Letters, Elsevier, vol. 51(C).
  17. Aleksandar Andonov, 2024. "Delegated Investment Management in Alternative Assets," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 13(1), pages 264-301.
  18. María dela O. González & Nicolas A. Papageorgiou & Frank S. Skinner, 2016. "Persistent Doubt: An Examination of Hedge Fund Performance," European Financial Management, European Financial Management Association, vol. 22(4), pages 613-639, September.
  19. Spencer J. Couts, 2024. "How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?," The Journal of Real Estate Finance and Economics, Springer, vol. 68(4), pages 715-748, May.
  20. Muñoz, Fernando, 2016. "Cash flow timing skills of socially responsible mutual fund investors," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 110-124.
  21. Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2024. "Is research on hedge fund performance published selectively? A quantitative survey," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1085-1131, September.
  22. Rakowski, David & Yamani, Ehab, 2021. "Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 247-271.
  23. Aleksandar Andonov & Roman Kräussl & Joshua Rauh & Stijn Van Nieuwerburgh, 2021. "Institutional Investors and Infrastructure Investing [Pension fund asset allocation and liability discount rates]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3880-3934.
  24. Guillermo Baquero & Marno Verbeek, 2022. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information," Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
  25. Sun, Lingxia & Lee, Dong Wook, 2019. "Dollar-weighted return on aggregate corporate sector: How is it distributed across countries?," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  26. Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2015. "Risk Measures for Autocorrelated Hedge Fund Returns," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 868-895.
  27. Frank Hespeler & Giuseppe Loiacono, 2017. "Monitoring systemic risk in the hedge fund sector," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1859-1883, December.
  28. repec:osf:metaar:ps2yn_v1 is not listed on IDEAS
  29. Ling, Yun & Satchell, Stephen & Yao, Juan, 2023. "Decreasing returns to scale and skill in hedge funds," Journal of Banking & Finance, Elsevier, vol. 156(C).
  30. Mikhail Samonov & Nonna Sorokina, 2024. "A century of asset allocation crash risk," Journal of Asset Management, Palgrave Macmillan, vol. 25(4), pages 383-406, July.
  31. Jeremy Burke & Angela A. Hung & Jack Clift & Steven Garber & Joanne K. Yoong, 2015. "Impacts of Conflicts of Interest in the Financial Services Industry," Working Papers WR-1076, RAND Corporation.
  32. Szabolcs Szikszai & Tamas Badics, 2014. "Enhanced Funds Seeking Higher Returns," Working papers wpaper43, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  33. Bradley Jones, 2016. "Institutionalizing Countercyclical Investment: A Framework for Long-term Asset Owners," IMF Working Papers 2016/038, International Monetary Fund.
  34. Christian Hertrich, 2013. "Asset Allocation Considerations for Pension Insurance Funds," Springer Books, Springer, edition 127, number 978-3-658-02167-2, March.
  35. Dvorak Tomas, 2012. "Timing of Retirement Plan Contributions and Investment Returns: The Case of Defined Benefit versus Defined Contribution," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-26, May.
  36. Bradley Jones, 2015. "Asset Bubbles: Re-thinking Policy for the Age of Asset Management," IMF Working Papers 2015/027, International Monetary Fund.
  37. Lu, Shuai & Li, Shouwei & Chen, Ning, 2022. "Robust return efficiency and herding behavior of fund managers," Finance Research Letters, Elsevier, vol. 46(PA).
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