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Volumn 35, Issue 3, 2000, Pages 291-307

Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases

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Indexed keywords


EID: 0034416371     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2676205     Document Type: Article
Times cited : (409)

References (19)
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  • 2
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    • Diz, F.1
  • 7
    • 84978554478 scopus 로고
    • Commodity Pool Performance: Is the Information Contained in Pool Prospectuses Useful?
    • Edwards, F. R., and C. Ma. "Commodity Pool Performance: Is the Information Contained in Pool Prospectuses Useful?" Journal of Futures Markets, 8 (1988), 589-616.
    • (1988) Journal of Futures Markets , vol.8 , pp. 589-616
    • Edwards, F.R.1    Ma, C.2
  • 10
    • 0031519866 scopus 로고    scopus 로고
    • Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
    • Fung, W., and D. A. Hsieh. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds." Review of Financial Studies, 10 (1997a), 275-302.
    • (1997) Review of Financial Studies , vol.10 , pp. 275-302
    • Fung, W.1    Hsieh, D.A.2
  • 11
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    • _. "Investment Style and Survivorship Bias in the Returns of CTAs: The Information Content of Track Records." Journal of Portfolio Management, 24 (1997b), 30-41.
    • (1997) Journal of Portfolio Management , vol.24 , pp. 30-41
  • 12
    • 9744221064 scopus 로고    scopus 로고
    • The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
    • forthcoming
    • _ "The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers." Review of Financial Studies, 13 (forthcoming 2000).
    • (2000) Review of Financial Studies , vol.13
  • 13
    • 0001264756 scopus 로고
    • Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
    • Grinblatt, M., and S. Titman. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings." Journal of Business, 62 (1989), 393-416.
    • (1989) Journal of Business , vol.62 , pp. 393-416
    • Grinblatt, M.1    Titman, S.2
  • 14
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    • Investment Performance of Public Commodity Pools: 1919-1990
    • Irwin, S. H.; T. R. Krukemyer; and C. R. Zulauf. "Investment Performance of Public Commodity Pools: 1919-1990." Journal of Futures Markets, 13 (1993), 799-820.
    • (1993) Journal of Futures Markets , vol.13 , pp. 799-820
    • Irwin, S.H.1    Krukemyer, T.R.2    Zulauf, C.R.3
  • 16
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    • Returns from Investing in Equity Mutual Funds 1971 to 1991
    • Malkiel, B. "Returns from Investing in Equity Mutual Funds 1971 to 1991." Journal of Finance, 50 (1995), 549-572.
    • (1995) Journal of Finance , vol.50 , pp. 549-572
    • Malkiel, B.1
  • 18
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    • Mutlifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics
    • Schneeweis, T., and R. Spurgin. "Mutlifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics." Journal of Alternative Investments, 1 (1998), 1-24.
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    • Schneeweis, T.1    Spurgin, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.