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Volumn 35, Issue 3, 2000, Pages 327-342

Multi-period performance persistence analysis of hedge funds

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0034402309     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2676207     Document Type: Article
Times cited : (292)

References (20)
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  • 2
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  • 3
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    • Jan.
    • Brown, S. J.; W. N. Goetzmann; and R. G. Ibbotson. "Offshore Hedge Funds: Survival and Performance 1989-95." Journal of Business, 72 (Jan. 1999), 91-117.
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    • Brown, S.J.1    Goetzmann, W.N.2    Ibbotson, R.G.3
  • 8
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    • On Persistence in Mutual Fund Performance
    • March
    • Carhart, M. "On Persistence in Mutual Fund Performance." Journal of Finance, 52 (March 1997), 57-82.
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    • Carhart, M.1
  • 9
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    • Dec.
    • Carpenter, J. N., and A. W. Lynch. "Survivorship Bias and Attrition Effects in Measures of Performance Persistence." Journal of Financial Economics, 54 (Dec. 1999), 337-374.
    • (1999) Journal of Financial Economics , vol.54 , pp. 337-374
    • Carpenter, J.N.1    Lynch, A.W.2
  • 11
    • 0010858944 scopus 로고    scopus 로고
    • The Persistence of Risk-Adjusted Mutual Fund Performance
    • April
    • Elton, E.; M. Gruber; and C. Blake. "The Persistence of Risk-Adjusted Mutual Fund Performance." Journal of Business, 69 (April 1996), 133-157.
    • (1996) Journal of Business , vol.69 , pp. 133-157
    • Elton, E.1    Gruber, M.2    Blake, C.3
  • 12
    • 0031519866 scopus 로고    scopus 로고
    • Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
    • Summer
    • Fung, W., and D. A. Hsieh. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds." Review of Financial Studies, 10 (Summer 1997), 275-302.
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    • Fung, W.1    Hsieh, D.A.2
  • 14
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    • Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
    • July
    • Grinblatt, M., and S. Titman. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings." Journal of Business, 62 (July 1989), 393-416.
    • (1989) Journal of Business , vol.62 , pp. 393-416
    • Grinblatt, M.1    Titman, S.2
  • 15
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    • The Persistence of Mutual Fund Performance
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    • _. "The Persistence of Mutual Fund Performance." Journal of Finance, 42 (Dec. 1992), 1977-1984.
    • (1992) Journal of Finance , vol.42 , pp. 1977-1984
  • 16
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    • Another Puzzle: The Growth in Actively Managed Mutual Funds
    • July
    • Gruber, M. J. "Another Puzzle: The Growth in Actively Managed Mutual Funds." Journal of Finance, 51 (July 1996), 783-810.
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  • 17
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    • Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance 1974-88
    • March
    • Hendricks, D.; J. Patel; and R. Zeckhauser. "Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance 1974-88." Journal of Finance, 48 (March 1993), 93-130.
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    • (1995) Journal of Finance , vol.50 , pp. 549-572
    • Malkiel, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.