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Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

https://doi.org/10.1561/104.00000104
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Extremal Connectedness and Systemic Risk of Hedge Funds
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Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks
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Hedge Fund Option Demand and Crash Risk Premium
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Is it alpha or beta? Decomposing hedge fund returns when models are misspecified
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Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds
inferred← citeshttps://doi.org/10.1080/1351847x.2021.2020146openalex-snapshot
Hedge fund return predictability in the presence of model risk*
inferred← citeshttps://doi.org/10.1093/jjfinec/nbaf018openalex-snapshot
Efficient Estimation in Extreme Value Regression Models of Hedge Funds Tail risks
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Unsmoothing Returns of Illiquid Funds
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A Model for Estimating Daily Hedge Fund Net Asset Value
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