A critical look at the case for hedge funds

Journal of Portfolio Management

Volumn 29, Issue 4, 2003, Pages

  Ennis, Richard M ^a   Sebastian, Michael D ^a  

^a Ennis Knupp and Associates   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042833074     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2003.319899     Document Type: Article

References (8)

1. Agarwal, Vikas, and Narayan Y. Naik."Generalized Style Analysis of Hedge Funds." Journal of Asset Management, vol. 1, no. 1 (July 2000), pp. 93-109.
2. "Alternative Investment Survey Results Part 2: Inside the Mind of the Hedge Fund Investor." Deutsche Bank, 2003.
3. Asness, Clifford, Robert Krail, and John Liew. "Do Hedge Funds Hedge?" The Journal of Portfolio Management, Fall 2001, pp. 6-19.
4. Fung, Hung-Gay, Xiaoqing Eleanor Xu, and Jot Yau. "Global Hedge Funds: Risk, Return and Market Timing." Financial Analysts Journal, November/December 2002, pp. 19-30.
5. Fung, William, and David H. Hsieh. "Hedge Fund Benchmarks: Information Content and Biases." Financial Analysts Journal, January/February 2002, pp. 22-34.
6. _. "Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases." Journal of Financial and Quantitative Management, vol. 35, no. 3 (September 2000), pp. 291-307.
7. Lo, Andrew W. "The Statistics of Sharpe Ratios." Financial Analysts Journal, July/August 2002, pp. 36-45.
8. Sharpe, William F. "Asset Allocation: Management Style and Performance Measurement." The Journal of Portfolio Management, vol. 18, no. 2 (Winter 1992), pp. 7-19.