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Volumn 12, Issue 2, 2001, Pages 225-234

Hedge funds and the institutional investor

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EID: 0348217536     PISSN: 09541314     EISSN: 1467646X     Source Type: Journal    
DOI: 10.1111/1467-646X.00072     Document Type: Article
Times cited : (8)

References (24)
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  • 3
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    • Brittain, W.H.B.1
  • 4
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    • Brown, S.J.1    Goetzmann, W.N.2    Ibbotson, R.G.3
  • 5
    • 84993890011 scopus 로고
    • Performance persistence
    • Brown, Stephen J. and William N. Goetzmann, "Performance Persistence," Journal of Finance 50 (1995), pp. 679-698.
    • (1995) Journal of Finance , vol.50 , pp. 679-698
    • Brown, S.J.1    Goetzmann, W.N.2
  • 8
    • 0030517263 scopus 로고    scopus 로고
    • Survivorship bias and mutual fund performance
    • Elton, Edwin J., Martin J. Gruber and Christopher R. Blake, "Survivorship Bias and Mutual Fund Performance," Review of Financial Studies 9 (1996), pp. 1097-1120.
    • (1996) Review of Financial Studies , vol.9 , pp. 1097-1120
    • Elton, E.J.1    Gruber, M.J.2    Blake, C.R.3
  • 9
    • 84977737676 scopus 로고
    • The cross-section of expected stock returns
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  • 10
    • 0031519866 scopus 로고    scopus 로고
    • Empirical characteristics of dynamic trading strategies: The case of hedge funds
    • Fung, William and David Hsieh, "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds," Review of Financial Studies 10 (1997), pp. 275-302.
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    • Fung, W.1    Hsieh, D.2
  • 12
    • 77951892088 scopus 로고    scopus 로고
    • Naïve diversification for Hedge funds
    • Henker, T., "Naïve Diversification for Hedge Funds," The Journal of Alternative Investments 1 (1998), pp. 30-39.
    • (1998) Journal of Alternative Investments , vol.1 , pp. 30-39
    • Henker, T.1
  • 14
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    • Where's the risk in risk arbitrage
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    • Karolyi, G. Andrew and John Shannon, "Where's the Risk in Risk Arbitrage," accessed through the SSRN (1998), karolyi@cob.ohio-state.edu.
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  • 18
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    • MS (Case Western Reserve University, Weatherhead School of Management)
    • Liang, Bing, "Hedge Funds: The Living and the Dead," MS (Case Western Reserve University, Weatherhead School of Management, 2000).
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    • Liang, B.1
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  • 22
    • 0010179854 scopus 로고    scopus 로고
    • Style return differentials: Illusions, risk premiums, or investment opportunities
    • T. Daniel Coggin, Grank J. Fabozzi, and Robert D. Arnott, eds, 2nd ed. (New Hope, PA: Frank J. Fabozzi Associates)
    • Roll, Richard, "Style Return Differentials: Illusions, Risk Premiums, or Investment Opportunities," in The Handbook of Equity Style Management, T. Daniel Coggin, Grank J. Fabozzi, and Robert D. Arnott, eds, 2nd ed. (New Hope, PA: Frank J. Fabozzi Associates, 1997), pp. 93-119.
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    • November/December
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