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Persistence Analysis of Hedge Fund Returns

https://doi.org/10.2139/ssrn.1596244
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17/17 checkable references clean · checked 2026-10-07

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

The 17 checked references that resolve
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Multi-Period Performance Persistence Analysis of Hedge Funds
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Do Hedge Funds Hedge?
resolves10.1111/j.1540-6261.2009.01500.x
Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution
resolves10.3905/jai.2002.319053
The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors
resolves10.1111/j.1540-6261.1995.tb04800.x
Performance Persistence
resolves10.1016/s0165-4101(97)00017-7
Earnings management to avoid earnings decreases and losses
resolves10.3905/jwm.2004.391058
Hedge Fund Investing
resolves10.1093/rfs/10.2.275
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
resolves10.1080/10835547.1993.12090713
Estimating Market Values from Appraised Values without Assuming an Efficient Market
resolves10.1016/j.jfineco.2004.04.001
An econometric model of serial correlation and illiquidity in hedge fund returns
resolves10.2139/ssrn.924565
Can Hedge-Fund Returns Be Replicated?: The Linear Case
resolves10.3386/w12015
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
resolves10.1016/j.jfineco.2005.12.009
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
resolves10.2307/2676206
Hedge Funds: The Living and the Dead
resolves10.1111/0022-1082.00401
Characteristics of Risk and Return in Risk Arbitrage
resolves10.2139/ssrn.460641
Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies
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