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Value Creation in the Hedge Fund Industry

https://doi.org/10.2139/ssrn.5162738
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.1147openalex-snapshot
Assessing and valuing the nonlinear structure of hedge fund returns
inferredcites →https://doi.org/10.1016/j.jbankfin.2023.107009openalex-snapshot
Decreasing returns to scale and skill in hedge funds
inferredcites →https://doi.org/10.1016/j.jempfin.2002.12.002openalex-snapshot
Analysis of hedge fund performance
inferredcites →https://doi.org/10.1016/j.jfineco.2004.08.009openalex-snapshot
Mutual fund performance with learning across funds
inferredcites →https://doi.org/10.1016/j.jfineco.2005.12.009openalex-snapshot
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
inferredcites →https://doi.org/10.1016/j.jfineco.2011.02.015openalex-snapshot
Information spillovers and performance persistence for hedge funds
inferredcites →https://doi.org/10.1016/j.jfineco.2011.02.020openalex-snapshot
Hedge fund leverage
inferredcites →https://doi.org/10.1016/j.jfineco.2011.11.003openalex-snapshot
Time Series Momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2013.05.004openalex-snapshot
The economics of hedge funds
inferredcites →https://doi.org/10.1016/j.jfineco.2013.10.001openalex-snapshot
Are hedge fund managers systematically misreporting? Or not?
inferredcites →https://doi.org/10.1016/j.jfineco.2013.10.005openalex-snapshot
Betting against beta
inferredcites →https://doi.org/10.1016/j.jfineco.2013.11.003openalex-snapshot
Fund Manager Allocation
inferredcites →https://doi.org/10.1016/j.jfineco.2014.11.008openalex-snapshot
Scale and skill in active management
inferredcites →https://doi.org/10.1016/j.jfineco.2015.05.002openalex-snapshot
Measuring skill in the mutual fund industry
inferredcites →https://doi.org/10.1016/j.jfineco.2017.11.002openalex-snapshot
Carry
inferredcites →https://doi.org/10.1016/j.jfineco.2018.01.006openalex-snapshot
Alpha or beta in the eye of the beholder: What drives hedge fund flows?
inferredcites →https://doi.org/10.1016/j.jfineco.2018.06.002openalex-snapshot
Informative fund size, managerial skill, and investor rationality
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103805openalex-snapshot
Is it alpha or beta? Decomposing hedge fund returns when models are misspecified
inferredcites →https://doi.org/10.1017/9781009057745openalex-snapshot
Analysis of Panel Data
inferredcites →https://doi.org/10.1017/s0022109013000422openalex-snapshot
Hedge Fund Return Predictability Under the Magnifying Glass
inferredcites →https://doi.org/10.1017/s0022109017000217openalex-snapshot
Hedge Funds: The Good, the Bad, and the Lucky
inferredcites →https://doi.org/10.1017/s0022109018001333openalex-snapshot
The Effect of Investment Constraints on Hedge Fund Investor Returns
inferredcites →https://doi.org/10.1080/0015198x.2021.1960133openalex-snapshot
Hedge Funds vs. Alternative Risk Premia
inferredcites →https://doi.org/10.1086/374184openalex-snapshot
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/424739openalex-snapshot
Mutual Fund Flows and Performance in Rational Markets
inferredcites →https://doi.org/10.1086/667987openalex-snapshot
On the Size of the Active Management Industry
inferredcites →https://doi.org/10.1093/oxfordhb/9780198840954.013.26openalex-snapshot
Hedge Fund Flows
inferredcites →https://doi.org/10.1093/rfs/hhaa095openalex-snapshot
Marketing Mutual Funds
inferredcites →https://doi.org/10.1093/rfs/hhl026openalex-snapshot
Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?
inferredcites →https://doi.org/10.1093/rfs/hhn042openalex-snapshot
Mutual Fund Fees Around the World
inferredcites →https://doi.org/10.1093/rfs/hht046openalex-snapshot
Informational Holdup and Performance Persistence in Venture Capital
inferredcites →https://doi.org/10.1093/rfs/hhx127openalex-snapshot
Mutual Fund Competition, Managerial Skill, and Alpha Persistence
inferredcites →https://doi.org/10.1093/rfs/hhy014openalex-snapshot
Detecting Repeatable Performance
inferredcites →https://doi.org/10.1093/rof/rfaa023openalex-snapshot
The Persistence of Fee Dispersion among Mutual Funds
inferredcites →https://doi.org/10.1111/0022-1082.00129openalex-snapshot
The Performance of Hedge Funds: Risk, Return, and Incentives
inferredcites →https://doi.org/10.1111/1540-6261.00581openalex-snapshot
High‐Water Marks and Hedge Fund Management Contracts
inferredcites →https://doi.org/10.1111/eufm.12202openalex-snapshot
Hedge fund leverage: 2002–2017
inferredcites →https://doi.org/10.1111/j.1468-036x.2006.00353.xopenalex-snapshot
Capacity Constraints and Hedge Fund Strategy Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02690.xopenalex-snapshot
Measuring Fund Strategy and Performance in Changing Economic Conditions
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02707.xopenalex-snapshot
Another Puzzle: The Growth in Actively Managed Mutual Funds
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01368.xopenalex-snapshot
Presidential Address: The Cost of Active Investing
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.1540-6261.2009.01472.xopenalex-snapshot
Presidential Address: Sophisticated Investors and Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01671.xopenalex-snapshot
Presidential Address: Discount Rates
inferredcites →https://doi.org/10.1111/jofi.12030openalex-snapshot
Reverse Survivorship Bias
inferredcites →https://doi.org/10.1111/jofi.12048openalex-snapshot
Mutual Fund Performance and the Incentive to Generate Alpha
inferredcites →https://doi.org/10.1111/jofi.13086openalex-snapshot
Do Intermediaries Matter for Aggregate Asset Prices?
inferredcites →https://doi.org/10.1111/jofi.13096openalex-snapshot
Skill, Scale, and Value Creation in the Mutual Fund Industry
inferredcites →https://doi.org/10.1111/jofi.13331openalex-snapshot
A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101741openalex-snapshot
Hedge Funds: A Dynamic Industry in Transition
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101826openalex-snapshot
The Real Effects of Financial Markets
inferredcites →https://doi.org/10.1257/0002828043052277openalex-snapshot
Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
inferredcites →https://doi.org/10.1257/aer.20171735openalex-snapshot
The Social Value of Financial Expertise
inferredcites →https://doi.org/10.1257/jep.21.2.175openalex-snapshot
Hedge Funds: Past, Present, and Future
inferredcites →https://doi.org/10.1257/jep.27.2.29openalex-snapshot
Finance: Function Matters, Not Size
inferredcites →https://doi.org/10.1257/jep.27.2.3openalex-snapshot
The Growth of Finance
inferredcites →https://doi.org/10.1287/mnsc.2013.1729openalex-snapshot
Onshore and Offshore Hedge Funds: Are They Twins?
inferredcites →https://doi.org/10.1287/mnsc.2019.3429openalex-snapshot
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
inferredcites →https://doi.org/10.1287/mnsc.2019.3524openalex-snapshot
Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance
inferredcites →https://doi.org/10.1561/104.00000007openalex-snapshot
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
inferredcites →https://doi.org/10.2307/2534766openalex-snapshot
The Structure and Performance of the Money Management Industry
inferredcites →https://doi.org/10.2469/faj.v47.n3.31openalex-snapshot
The Right Amount of Assets Under Management
inferredcites →https://doi.org/10.2469/faj.v55.n4.2287openalex-snapshot
On the Performance of Hedge Funds
inferredcites →https://doi.org/10.2469/faj.v70.n5.4openalex-snapshot
Exotic Beta Revisited
inferredcites →https://doi.org/10.2469/faj.v71.n4.3openalex-snapshot
Crystallization: A Hidden Dimension of CTA Fees
inferredcites →https://doi.org/10.3982/ecta11069openalex-snapshot
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
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