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Journal of Financial and Quantitative Analysis

Volumn 35, Issue 3, 2000, Pages 309-326

Hedge funds: The living and the dead

(1) Liang, Bing a

a CASE WESTERN RESERVE UNIVERSITY (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034415483 PISSN: 00221090 EISSN: None Source Type: Journal
DOI: 10.2307/2676206 Document Type: Article

Times cited : (282)

References (11)

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2
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- Performance Persistence
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3
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- 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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4
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- Survivorship Bias in Performance Studies
- Winter
- Brown, S. J.; W. N. Goetzmann; R. G. Ibbotson; and S. A. Ross. "Survivorship Bias in Performance Studies." Review of Financial Studies, 5 (Winter 1992), 553-580.
- (1992) Review of Financial Studies , vol.5 , pp. 553-580
- Brown, S.J.¹ Goetzmann, W.N.² Ibbotson, R.G.³ Ross, S.A.⁴

5
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- Unpubl. Manuscript, Duke Univ.
- Fung, W., and D. A. Hsieh. "Performance Characteristics of Hedge Funds and CTA Funds: Natural versus Spurious Biases." Unpubl. Manuscript, Duke Univ. (1998).
- (1998) Performance Characteristics of Hedge Funds and CTA Funds: Natural Versus Spurious Biases
- Fung, W.¹ Hsieh, D.A.²

6
- 0031519866
- Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
- Summer
- _. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds." Review of Financial Studies, 10 (Summer 1997a), 275-302.
- (1997) Review of Financial Studies , vol.10 , pp. 275-302

7
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- The Information Content of Performance Track Records: Investment Style and Survivorship Bias in the Historical Returns of Commodity Trading Advisors
- Fall
- _. "The Information Content of Performance Track Records: Investment Style and Survivorship Bias in the Historical Returns of Commodity Trading Advisors." Journal of Portfolio Management, 24 (Fall 1997b), 30-41.
- (1997) Journal of Portfolio Management , vol.24 , pp. 30-41

8
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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

9
- 0006218042
- On the Performance of Hedge Funds
- July/Aug.
- Liang, B. "On the Performance of Hedge Funds." Financial Analysis Journal, 55 (July/Aug. 1999), 72-85.
- (1999) Financial Analysis Journal , vol.55 , pp. 72-85
- Liang, B.¹

10
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- Returns from Investing in Equity Mutual Funds 1971 to 1991
- June
- Malkiel, B. G. "Returns from Investing in Equity Mutual Funds 1971 to 1991." Journal of Finance, 50 (June 1999), 549-572.
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- Malkiel, B.G.¹

11
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- Winter
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- Sharpe, W.F.¹

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