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Volumn 27, Issue 4, 2001, Pages 97-108

Hedge fund and commodity fund investments in bull and bear markets: Commodity funds generally offer better downside protection than hedge funds

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EID: 0039254123     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2001.319817     Document Type: Article
Times cited : (64)

References (13)
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    • The performance of hedge funds: Risk, return, and incentives
    • Ackermann, Carl, Richard McEnally, and David Ravenscraft. "The Performance of Hedge Funds: Risk, Return, and Incentives." Journal of Finance, 54 (1999), pp. 833-874.
    • (1999) Journal of Finance , vol.54 , pp. 833-874
    • Ackermann, C.1    McEnally, R.2    Ravenscraft, D.3
  • 2
    • 0038239964 scopus 로고    scopus 로고
    • On taking the alternative route: Risks, rewards, and performance persistence of hedge funds
    • Agarwal, Vikas, and Narayan Y. Naik. "On Taking the Alternative Route: Risks, Rewards, and Performance Persistence of Hedge Funds." The Journal of Alternative Investments, 2 (2000), pp. 6-23.
    • (2000) The Journal of Alternative Investments , vol.2 , pp. 6-23
    • Agarwal, V.1    Naik, N.Y.2
  • 3
    • 0011065327 scopus 로고    scopus 로고
    • Offshore hedge funds: Survival and performance 1989-1995
    • Brown, Stephen J., William N. Goetzmann, and Roger G. Ibbotson. "Offshore Hedge Funds: Survival and Performance 1989-1995." Journal of Business, 72 (1999), pp. 91-118.
    • (1999) Journal of Business , vol.72 , pp. 91-118
    • Brown, S.J.1    Goetzmann, W.N.2    Ibbotson, R.G.3
  • 5
    • 85015683232 scopus 로고    scopus 로고
    • Hedge funds versus managed futures as asset classes
    • Edwards, Franklin R., and Jimmy Liew. "Hedge Funds versus Managed Futures as Asset Classes." The Journal of Derivatives, 6 (1999a), pp. 45-64.
    • (1999) The Journal of Derivatives , vol.6 , pp. 45-64
    • Edwards, F.R.1    Liew, J.2
  • 6
    • 0033459777 scopus 로고    scopus 로고
    • Managed commodity funds
    • _. "Managed Commodity Funds." Journal of Futures Markets, 19 (1999b), pp. 377-411.
    • (1999) Journal of Futures Markets , vol.19 , pp. 377-411
  • 8
    • 0038119737 scopus 로고
    • Professionally managed, publicly traded commodity funds
    • Elton, Edwin J., Martin J. Gruber, and Joel C. Rentzler. "Professionally Managed, Publicly Traded Commodity Funds." Journal of Business, 60 (1987), pp. 175-199.
    • (1987) Journal of Business , vol.60 , pp. 175-199
    • Elton, E.J.1    Gruber, M.J.2    Rentzler, J.C.3
  • 10
    • 0031627052 scopus 로고    scopus 로고
    • Survivorship bias and investment style in the returns of CTAs
    • Fall
    • Fung, William, and David A. Hsieh. "Survivorship Bias and Investment Style in the Returns of CTAs." The Journal of Portfolio Management, Fall 1997, pp. 30-41.
    • (1997) The Journal of Portfolio Management , pp. 30-41
    • Fung, W.1    Hsieh, D.A.2
  • 11
    • 0006218042 scopus 로고    scopus 로고
    • On the performance of hedge funds
    • Liang, Bing. "On the Performance of Hedge Funds." Financial Analysts Journal, 55 (1999), pp. 72-85.
    • (1999) Financial Analysts Journal , vol.55 , pp. 72-85
    • Liang, B.1
  • 13
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    • Working paper, CISDM Isenberg School of Management, University of Massachusetts
    • _. "The Benefits of Hedge Funds." Working paper, CISDM Isenberg School of Management, University of Massachusetts, 1999.
    • (1999) The Benefits of Hedge Funds


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.