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On the Economics of Hedge Fund Drawdown Status: Performance, Insurance Selling and Darwinian Selection
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/fut.2102openalex-extracted
Hedge Fund Performance and Manager Skill
inferredcites →https://doi.org/10.1007/978-1-4757-2435-6_3openalex-extracted
On Portfolio Optimization under “Drawdown” Constraints
inferredcites →https://doi.org/10.1007/s11408-006-0029-zopenalex-extracted
Relative importance of hedge fund characteristics
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/0304-405x(95)00868-fopenalex-extracted
Commonality in the determinants of expected stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2005.04.005openalex-extracted
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
inferredcites →https://doi.org/10.1016/j.jfineco.2005.12.009openalex-extracted
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
inferredcites →https://doi.org/10.1016/j.jfineco.2010.05.001openalex-extracted
Liquidity risk and the cross-section of hedge-fund returns☆
inferredcites →https://doi.org/10.1016/s0304-405x(02)00229-5openalex-extracted
Who underreacts to cash-flow news? evidence from trading between individuals and institutions
inferredcites →https://doi.org/10.1017/s0022109000003173openalex-extracted
Capital Investments and Stock Returns
inferredcites →https://doi.org/10.1017/s0022109014000465openalex-extracted
Recovering Delisting Returns of Hedge Funds
inferredcites →https://doi.org/10.1057/palgrave.jam.2240177openalex-extracted
Impact of fund size on hedge fund performance
inferredcites →https://doi.org/10.1080/0960310042000176407openalex-extracted
Performance persistence and the source of returns for hedge funds
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1093/rfs/14.2.313openalex-extracted
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
inferredcites →https://doi.org/10.1111/0022-1082.00129openalex-extracted
The Performance of Hedge Funds: Risk, Return, and Incentives
inferredcites →https://doi.org/10.1111/j.1467-9965.1993.tb00044.xopenalex-extracted
OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00884.xopenalex-extracted
Market Reactions to Tangible and Intangible Information
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01500.xopenalex-extracted
Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01528.xopenalex-extracted
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
inferredcites →https://doi.org/10.2139/ssrn.924565openalex-extracted
Can Hedge-Fund Returns Be Replicated?: The Linear Case
inferredcites →https://doi.org/10.2139/ssrn.946928openalex-extracted
The Challenge of Hedge Fund Performance Measurement: A Toolbox Rather Than a Pandora's Box
inferredcites →https://doi.org/10.2307/2676205openalex-extracted
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
inferredcites →https://doi.org/10.2307/2676206openalex-extracted
Hedge Funds: The Living and the Dead
inferredcites →https://doi.org/10.2469/faj.v55.n4.2287openalex-extracted
On the Performance of Hedge Funds
inferredcites →https://doi.org/10.2469/faj.v57.n6.2490openalex-extracted
Risk Management for Hedge Funds: Introduction and Overview
inferredcites →https://doi.org/10.2469/faj.v60.n5.2657openalex-extracted
Hedge Fund Benchmarks: A Risk-Based Approach
inferredcites →https://doi.org/10.2469/faj.v61.n5.2753openalex-extracted
Alpha Hunters and Beta Grazers
inferredcites →https://doi.org/10.3905/jai.1998.407851openalex-extracted
Evidence of Superior Performance Persistence in Hedge Funds
inferredcites →https://doi.org/10.3905/jai.2003.319097openalex-extracted
Performance in the Hedge Funds Industry
inferredcites →https://doi.org/10.3905/jpm.2007.698042openalex-extracted
Risk Management for Hedge Funds with Position Information
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00859.xopenalex-snapshot
Pension Plan Funding and Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01374.xopenalex-snapshot
Hedge Funds: Performance, Risk, and Capital Formation
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01499.xopenalex-snapshot
Role of Managerial Incentives and Discretion in Hedge Fund Performance
inferredcites →https://doi.org/10.3905/jai.2004.419601openalex-snapshot
Measuring Loss Potential of Hedge Fund Strategies
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1002/9781118891018.ch17openalex-snapshot
Dynamic Allocation to Trend Following
inferred← citeshttps://doi.org/10.1002/9781118891018.ch8openalex-snapshot
Characteristics of Drawdowns, Volatility, and Correlation
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