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Journal of Portfolio Management
Volumn 29, Issue 3, 2003, Pages 111-122
The accuracy of hedge fund returns: Auditing makes a real difference
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EID: 0038133425     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2003.319889     Document Type: Article
Times cited : (76)
References (7)
  • 1
    • 0009164330 scopus 로고    scopus 로고
    • The performance of hedge funds: Risk, return and incentives
    • June
    • Ackermann, C., R. McEnally, and D. Ravenscraft. "The Performance of Hedge Funds: Risk, Return and Incentives." Journal of Finance, 54 (June 1999), pp. 833-874.
    • (1999) Journal of Finance , vol.54 , pp. 833-874
    • Ackermann, C.1    McEnally, R.2    Ravenscraft, D.3
  • 2
    • 0011065327 scopus 로고    scopus 로고
    • Offshore hedge funds: Survival and performance 1989-95
    • January
    • Brown, S.J., W.N. Goetzmann, and R.G. Ibbotson. "Offshore Hedge Funds: Survival and Performance 1989-95." Journal of Business, 72 (January 1999), pp. 91-117.
    • (1999) Journal of Business , vol.72 , pp. 91-117
    • Brown, S.J.1    Goetzmann, W.N.2    Ibbotson, R.G.3
  • 3
    • 0013389149 scopus 로고    scopus 로고
    • Careers and survival: Competition and risk in the hedge fund and CTA industry
    • October
    • Brown, S.J., W.N. Goetzmann, and J. Park. "Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry." Journal of Finance, 61 (October 2001).
    • (2001) Journal of Finance , vol.61
    • Brown, S.J.1    Goetzmann, W.N.2    Park, J.3
  • 4
    • 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." The Review of Financial Studies, 10 (Summer 1997a), pp. 275-302.
    • (1997) The Review of Financial Studies , vol.10 , pp. 275-302
    • Fung, W.1    Hsieh, D.A.2
  • 5
    • 0038524058 scopus 로고    scopus 로고
    • 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." The Journal of Portfolio Management, 24 (Fall 1997b), pp. 30-41.
    • (1997) The Journal of Portfolio Management , vol.24 , pp. 30-41
  • 6
    • 0034416371 scopus 로고    scopus 로고
    • Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases
    • September
    • _. "Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases." Journal of Financial and Quantitative Analysis, 35 (September 2000), pp. 291-307.
    • (2000) Journal of Financial and Quantitative Analysis , vol.35 , pp. 291-307

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