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Volumn 56, Issue 5, 2001, Pages 1869-1886

Careers and survival: Competition and risk in the hedge fund and CTA industry

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0013389149     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00392     Document Type: Article
Times cited : (252)

References (22)
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  • 2
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  • 4
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    • Brown, S.J.1    Goetzmann, W.N.2    Ibbotson, R.G.3
  • 7
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    • On persistence in mutual fund performance
    • Carhart, Mark, 1997, On persistence in mutual fund performance, Journal of Finance 52, 57-82.
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    • Carhart, M.1
  • 8
    • 0040141569 scopus 로고    scopus 로고
    • Does option compensation increase managerial risk appetite?
    • Carpenter, Jennifer, 2000, Does option compensation increase managerial risk appetite? Journal of Finance 55, 2311-2331.
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    • Carpenter, J.1
  • 9
    • 0033474511 scopus 로고    scopus 로고
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  • 10
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    • Chevalier, J.1    Ellison, G.2
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    • 0031519866 scopus 로고    scopus 로고
    • Empirical characteristics of dynamic trading strategies: The case of hedge funds
    • Fung, William, and David Hsieh, 1997a, Empirical characteristics of dynamic trading strategies: The case of hedge funds, The Review of Financial Studies 10, 275-302.
    • (1997) The Review of Financial Studies , vol.10 , pp. 275-302
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  • 13
    • 0031627052 scopus 로고    scopus 로고
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    • Fung, William, and David Hsieh, 1997b, Survivorship bias and investment style in the returns of CTAs: The information content of performance track records, Journal of Portfolio Management 24, 30-41.
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  • 14
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    • Fung, W.1    Hsieh, D.2
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    • Adverse risk incentives and the design of performance-based contracts
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  • 20
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    • The hazards of underperformance: A Cox regression analysis
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.