An alternative future: Part II - An exploration of the role of hedge funds

Journal of Portfolio Management

Volumn 31, Issue 1, 2004, Pages

  Asness, Clifford ^a  

^a AQR Capital Management LLC   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 10044236311     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

References (5)

1. Arnott, Robert, and Robert H. Jeffrey. "Is Your Alpha Big Enough to Cover Its Taxes?" The Journal of Portfolio Management, Spring 1993.
2. Asness, Clifford. "An Alternative Future." The Journal of Portfolio Management, 30th Anniversary Issue, 2004.
3. Asness, Clifford, Robert Krail, and John Liew. "Do Hedge Funds Hedge?" The Journal of Portfolio Management, Fall 2001.
4. Brown, S.J., W.N. Goetzmann, R.G. Ibbotson, and S. A Ross. "Survivorship Bias in Performance Studies." The Review of Financial Studies, 5(4) (1992), pp. 553-580.
5. Weisman, Andrew, and Jerome Abernathy. "The Dangers of Historical Hedge Fund Data." In L. Rahl, ed., Risk Budgeting. London: Risk Books, 2000, pp. 65-81.