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Hedge Fund Strategy Experimentation and Clustering

https://doi.org/10.2139/ssrn.4825373
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jeconom.2019.08.002openalex-extracted
Nonparametric assessment of hedge fund performance
inferredcites →https://doi.org/10.1016/j.jfineco.2009.12.010openalex-extracted
The performance of emerging hedge funds and managers☆
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/j.jfineco.2011.01.003openalex-extracted
Higher risk, lower returns: What hedge fund investors really earn☆
inferredcites →https://doi.org/10.1016/j.jfineco.2012.05.005openalex-extracted
Systematic risk and the cross section of hedge fund returns
inferredcites →https://doi.org/10.1017/s0022109000001848openalex-extracted
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
inferredcites →https://doi.org/10.1086/374184openalex-extracted
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/424739openalex-extracted
Mutual Fund Flows and Performance in Rational Markets
inferredcites →https://doi.org/10.1093/rfs/10.2.275openalex-extracted
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
inferredcites →https://doi.org/10.1093/rfs/hhg044openalex-extracted
Risks and Portfolio Decisions Involving Hedge Funds
inferredcites →https://doi.org/10.1093/rfs/hhn113openalex-extracted
Are “Market Neutral” Hedge Funds Really Market Neutral?
inferredcites →https://doi.org/10.1093/rfs/hhq105openalex-extracted
Do the Best Hedge Funds Hedge?
inferredcites →https://doi.org/10.1093/rfs/hhr092openalex-extracted
The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
inferredcites →https://doi.org/10.1093/rfs/hhz024openalex-extracted
The Fix Is In: Properly Backing out Backfill Bias
inferredcites →https://doi.org/10.1109/icdm.2004.10087openalex-extracted
Density Connected Clustering with Local Subspace Preferences
inferredcites →https://doi.org/10.1109/tit.1982.1056489openalex-extracted
Least squares quantization in PCM
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01499.xopenalex-extracted
Role of Managerial Incentives and Discretion in Hedge Fund Performance
inferredcites →https://doi.org/10.1111/jofi.12008openalex-extracted
On the High‐Frequency Dynamics of Hedge Fund Risk Exposures
inferredcites →https://doi.org/10.1111/jofi.12240openalex-extracted
Change You Can Believe In? Hedge Fund Data Revisions
inferredcites →https://doi.org/10.1137/1.9781611972740.23openalex-extracted
Density-Connected Subspace Clustering for High-Dimensional Data
inferredcites →https://doi.org/10.1142/s2010139212500036openalex-extracted
The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance
inferredcites →https://doi.org/10.1287/mnsc.2019.3433openalex-extracted
Style and Skill: Hedge Funds, Mutual Funds, and Momentum
inferredcites →https://doi.org/10.1287/mnsc.2019.3516openalex-extracted
Hedge Fund Franchises
inferredcites →https://doi.org/10.1287/mnsc.2021.4067openalex-extracted
Hedge Fund Flows and Performance Streaks: How Investors Weigh Information
inferredcites →https://doi.org/10.1561/104.00000104openalex-extracted
Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?
inferredcites →https://doi.org/10.2139/ssrn.1337424openalex-extracted
The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
inferredcites →https://doi.org/10.2139/ssrn.1436759openalex-extracted
Higher Risk, Lower Returns: What Hedge Fund Investors Really Earn
inferredcites →https://doi.org/10.2139/ssrn.1785553openalex-extracted
Systematic Risk and the Cross-Section of Hedge Fund Returns
inferredcites →https://doi.org/10.2139/ssrn.1874668openalex-extracted
On the High-Frequency Dynamics of Hedge Fund Risk Exposures
inferredcites →https://doi.org/10.2139/ssrn.2288102openalex-extracted
Institutional Investment and Intermediation in the Hedge Fund Industry
inferredcites →https://doi.org/10.2139/ssrn.2554523openalex-extracted
Hedge Fund Flows and Performance Streaks: How Investors Weigh Information
inferredcites →https://doi.org/10.2139/ssrn.557096openalex-extracted
Are 'Market Neutral' Hedge Funds Really Market Neutral?
inferredcites →https://doi.org/10.2307/2676205openalex-extracted
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
inferredcites →https://doi.org/10.2469/faj.v60.n5.2657openalex-extracted
Hedge Fund Benchmarks: A Risk-Based Approach
inferredcites →https://doi.org/10.3905/jpm.2001.319819openalex-extracted
Do Hedge Funds Hedge?
inferredcites →https://doi.org/10.3905/jpm.2003.319877openalex-extracted
Hedge Funds with Style
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