-
1
-
-
85011223069
-
Risks and portfolio decisions involving hedge funds
-
at press
-
Agarwal V and Naik N 2003 Risks and portfolio decisions involving hedge funds Rev. Financial Studies at press
-
(2003)
Rev. Financial Studies
-
-
Agarwal, V.1
Naik, N.2
-
5
-
-
0031519866
-
Empirical characteristics of dynamic trading strategies: The case of hedge funds
-
Fung W and Hsieh D 1997 Empirical characteristics of dynamic trading strategies: the case of hedge funds Rev. Financial Studies 10 275-302
-
(1997)
Rev. Financial Studies
, vol.10
, pp. 275-302
-
-
Fung, W.1
Hsieh, D.2
-
6
-
-
0035595435
-
The risk in hedge fund strategies: Theory and evidence from trend followers
-
Fung W and Hsieh D 2001 The risk in hedge fund strategies: theory and evidence from trend followers Rev. Financial Studies 14 313-41
-
(2001)
Rev. Financial Studies
, vol.14
, pp. 313-341
-
-
Fung, W.1
Hsieh, D.2
-
9
-
-
0346117492
-
-
revised 8 April 1992
-
Harvard Business School 1992 The Harvard Management Company 9-292-094 (revised 8 April 1992)
-
(1992)
The Harvard Management Company
, vol.292
, Issue.9
-
-
-
10
-
-
0347378479
-
Asymmetric returns and sector specialists
-
Ineichen A 2003 Asymmetric returns and sector specialists J. Alternative Investments 5 31-40
-
(2003)
J. Alternative Investments
, vol.5
, pp. 31-40
-
-
Ineichen, A.1
-
11
-
-
0347378485
-
Modeling the return structure of a fund of hedge funds
-
April 2002
-
Johnson D, Macleod N and Thomas C 2002 Modeling the return structure of a fund of hedge funds AIMA Newsletter April 2002
-
(2002)
AIMA Newsletter
-
-
Johnson, D.1
Macleod, N.2
Thomas, C.3
-
13
-
-
0347378482
-
The hierarchy of investment choice: A normative interpretation
-
30 August 2002
-
Kritzman M and Page S 2002 The hierarchy of investment choice: a normative interpretation Revere Street Working Paper Series 30 August 2002
-
(2002)
Revere Street Working Paper Series
-
-
Kritzman, M.1
Page, S.2
-
15
-
-
0037413209
-
Strategy benchmarks: From the investment manager's perspective
-
Kuenzi D 2003 Strategy benchmarks: from the investment manager's perspective J. Portfolio Management 29 46-56
-
(2003)
J. Portfolio Management
, vol.29
, pp. 46-56
-
-
Kuenzi, D.1
-
17
-
-
0346748086
-
Explaining hedge fund investment styles by loss aversion: A rational alternative
-
May 2002
-
Siegmann A and Lucas A 2002 Explaining hedge fund investment styles by loss aversion: a rational alternative Tinbergen Institute Discussion Paper May 2002
-
(2002)
Tinbergen Institute Discussion Paper
-
-
Siegmann, A.1
Lucas, A.2
-
18
-
-
0346117493
-
The difficulties of measuring the benefits of hedge funds
-
Signer A and Favre L 2002 The difficulties of measuring the benefits of hedge funds J. Alternative Investments 31-41
-
(2002)
J. Alternative Investments
, pp. 31-41
-
-
Signer, A.1
Favre, L.2
-
19
-
-
85008814952
-
Measuring risk-adjusted returns in alternative investments
-
Till H 2002a Measuring risk-adjusted returns in alternative investments Quant. Finance 2 237-8
-
(2002)
Quant. Finance
, vol.2
, pp. 237-238
-
-
Till, H.1
-
20
-
-
85011187112
-
Risk considerations unique to hedge funds
-
Till H 2002b Risk considerations unique to hedge funds Quant. Finance 2 409-11
-
(2002)
Quant. Finance
, vol.2
, pp. 409-411
-
-
Till, H.1
|