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The economics of hedge funds
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Cited by:
- 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.
- Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2020. "The Performance of Hedge Fund Performance Fees," Working Paper Series 2020-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- David Landriault & Bin Li & Dongchen Li & Yumin Wang, 2021. "High‐water mark fee structure in variable annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(4), pages 1057-1094, December.
- Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2020. "Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion," Journal of Banking & Finance, Elsevier, vol. 110(C).
- Ron Kaniel & Stathis Tompaidis & Ti Zhou, 2019.
"Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows,"
Management Science, INFORMS, vol. 65(7), pages 3174-3195, July.
- Kaniel, Ron & tompaidis, stathis & Zhou, Ti, 2017. "Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows," CEPR Discussion Papers 12285, C.E.P.R. Discussion Papers.
- Marcos Escobar-Anel & Vincent Höhn & Luis Seco & Rudi Zagst, 2018. "Optimal fee structures in hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 522-542, December.
- Aiken, Adam L. & Clifford, Christopher P. & Ellis, Jesse A., 2015. "Hedge funds and discretionary liquidity restrictions," Journal of Financial Economics, Elsevier, vol. 116(1), pages 197-218.
- Bian, Yuxiang & Xiong, Xiong & Yang, Jinqiang, 2022. "Investor protection, hedge fund leverage and valuation," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Li, Jiangyuan & Liu, Bo & Yang, Jinqiang & Zou, Zhentao, 2020. "Hedge fund’s dynamic leverage decisions under time-inconsistent preferences," European Journal of Operational Research, Elsevier, vol. 284(2), pages 779-791.
- Mark D. Flood & Phillip Monin, 2016. "Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios," Working Papers 16-02, Office of Financial Research, US Department of the Treasury.
- Tak-Yuen Wong, 2019. "Dynamic Agency and Endogenous Risk-Taking," Management Science, INFORMS, vol. 65(9), pages 4032-4048, September.
- Hong, Xin, 2014. "The dynamics of hedge fund share restrictions," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 82-99.
- Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2021.
"Implicit incentives for fund managers with partial information,"
Computational Management Science, Springer, vol. 18(4), pages 539-561, October.
- Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2020. "Implicit Incentives for Fund Managers with Partial Information," Papers 2011.07871, arXiv.org.
- Hugo E. Ramirez & Peter Duck & Paul V. Johnson & Sydney Howell, 2019. "Hedge-Fund Management With Liquidity Constraint," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(06), pages 1-31, September.
- Zhao, Li & Huang, Wenli & Yang, Chen & Li, Shenghong, 2018. "Hedge fund leverage with stochastic market conditions," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 258-273.
- Wang, Yuli & Niu, Yingjie, 2020. "Ambiguity aversion for risk choice," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Dai, Na & Nahata, Rajarishi & Brauner, Aaron, 2022. "Does individualism matter for hedge funds? A cross-country examination," Journal of Corporate Finance, Elsevier, vol. 72(C).
- Cui, Zhenyu & Lars Kirkby, J. & Nguyen, Duy, 2019. "A general framework for time-changed Markov processes and applications," European Journal of Operational Research, Elsevier, vol. 273(2), pages 785-800.
- Luo, Deqing & Wu, Xiaoping & Xu, Jiawen & Yan, Jingzhou, 2022. "Robust leverage decision under locked wealth and high-water mark contract," Finance Research Letters, Elsevier, vol. 46(PB).
- Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
- Zhao, Li & Huang, Wenli & Ba, Shusong, 2018. "Optimal effort under high-water mark contracts," Economic Modelling, Elsevier, vol. 68(C), pages 599-610.
- Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2021. "Margin trading and leverage management," LSE Research Online Documents on Economics 118851, London School of Economics and Political Science, LSE Library.
- Adrien Becam & Andros Gregoriou & Jairaj Gupta, 2019. "Does size matter in predicting hedge funds' liquidation?," European Financial Management, European Financial Management Association, vol. 25(2), pages 271-309, March.
- Huang, Wenli & Liu, Wenqiong & Lu, Lei & Mu, Congming, 2023. "Hedge funds trading strategies and leverage," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
- Yan, Jingzhou & Mu, Congming & Yan, Qianhui & Luo, Deqing, 2023. "Robust leverage choice of hedge funds with rare disasters," Finance Research Letters, Elsevier, vol. 54(C).
- Ewald, Christian-Oliver & Zhang, Hai, 2016. "Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 71(C), pages 45-59.
- Dandan Song & Jinqiang Yang & Zhaojun Yang, 2013. "High-Water Marks and Hedge Fund Management Contracts with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 327-350, October.
- Michael S. O’Doherty & N. E. Savin & Ashish Tiwari, 2016. "Evaluating Hedge Funds with Pooled Benchmarks," Management Science, INFORMS, vol. 62(1), pages 69-89, January.
- Mark D. Flood & Phillip Monin & Lina Bandyopadhyay, 2015. "Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures," Working Papers 15-13, Office of Financial Research, US Department of the Treasury.
- Mu, Congming & Yan, Jingzhou & Liang, Zhian, 2021. "Optimal risk taking under high-water mark contract with jump risk," Finance Research Letters, Elsevier, vol. 38(C).
- DeVault, Luke & Turtle, H.J. & Wang, Kainan, 2021. "Blessing or curse? Institutional investment in leveraged ETFs," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Morten Sorensen & Neng Wang & Jinqiang Yang, 2014.
"Valuing Private Equity,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(7), pages 1977-2021.
- Morten Sorensen & Neng Wang & Jinqiang Yang, 2013. "Valuing Private Equity," NBER Working Papers 19612, National Bureau of Economic Research, Inc.
- George J. Jiang & Bing Liang & Huacheng Zhang, 2022. "Hedge Fund Manager Skill and Style-Shifting," Management Science, INFORMS, vol. 68(3), pages 2284-2307, March.
- Judy Qiu & Leilei Tang & Ingo Walter, 2018. "Hedge fund incentives, management commitment and survivorship," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 115-142, May.
- Hong, Xin & Pang, Ningjing & Wang, Zhibin, 2022. "Stop-loss early termination clause and hedge fund performance," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Mullally, Kevin A., 2022. "Outside ownership in the hedge fund industry," Journal of Banking & Finance, Elsevier, vol. 144(C).
- Bo Liu & Yang Liu & Jinqiang Yang, 2018. "Optimal ownership structure in private equity," European Financial Management, European Financial Management Association, vol. 24(1), pages 113-135, January.
- Congming Mu & Jingzhou Yan & Jinqiang Yang, 2023. "Robust risk choice under high-water mark contract," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 295-322, July.