Reference health
Decreasing Returns to Scale has Eroded Hedge Fund Performance Persistence
48/48 checkable references clean · checked 2026-08-27
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.
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The 48 checked references that resolve
resolves10.1111/j.1540-6261.2009.01499.x
Role of Managerial Incentives and Discretion in Hedge Fund Performance
resolves10.1287/mnsc.1120.1647
Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings
resolves10.1016/j.jfineco.2024.103805
Is it alpha or beta? Decomposing hedge fund returns when models are misspecified
resolves10.1093/rfs/hhu040
Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
resolves10.1016/S0304-405X(99)00040-9
Survivorship bias and attrition effects in measures of performance persistence
resolves10.1561/104.00000103
Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample
resolves10.1016/j.jfineco.2011.01.003
Higher risk, lower returns: What hedge fund investors really earn☆
resolves10.1016/j.jfineco.2013.04.003
Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms
resolves10.1080/0015198X.2021.1996200
Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size
resolves10.2307/2676205
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
resolves10.1016/j.jfineco.2004.04.001
An econometric model of serial correlation and illiquidity in hedge fund returns
resolves10.1016/j.jfineco.2011.02.015
Information spillovers and performance persistence for hedge funds
resolves10.1111/j.1540-6261.2009.01528.x
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
resolves10.1561/104.00000104
Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?
resolves10.1017/S0022109018001333
The Effect of Investment Constraints on Hedge Fund Investor Returns
resolves10.1111/j.1540-6261.2006.01015.x
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis
resolves10.1016/j.jfineco.2005.12.009
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
resolves10.1017/S0022109010000748
Investing in Talents: Manager Characteristics and Hedge Fund Performances
resolves10.1561/104.00000102
Can Mutual Fund Stars Still Pick Stocks?: A Replication and Extension of Kosowski, Timmermann, Wermers, and White (2006)
resolves10.1016/j.jeconbus.2019.04.002
Competition, scale and hedge fund performance: Evidence from merger arbitrage
resolves10.1111/jofi.12413
The Optimal Size of Hedge Funds: Conflict between Investors and Fund Managers
The 8 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedref13
no DOI — not checkedHedge fund due diligence: A source of alpha in a hedge Fund portfolio strategy
no DOI — not checkedref21
no DOI — not checkedref26
no DOI — not checkedref36
no DOI — not checkedThe lost decade for hedge funds: Three threats
no DOI — not checkedref50
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