메뉴 건너뛰기




Volumn 67, Issue 1, 2011, Pages 15-25

The ABCs of hedge funds: Alphas, betas, and costs

Author keywords

[No Author keywords available]

Indexed keywords


EID: 79952153684     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v67.n1.6     Document Type: Article
Times cited : (52)

References (15)
  • 1
    • 78349269501 scopus 로고    scopus 로고
    • Hidden survivorship in hedge fund returns
    • March/April
    • Aggarwal, Rajesh K., and Philippe Jorion. 2010. "Hidden Survivorship in Hedge Fund Returns." Financial Analysts Journal, vol. 66, no. 2 (March/April): 69-74.
    • (2010) Financial Analysts Journal , vol.66 , Issue.2 , pp. 69-74
    • Aggarwal Rajesh, K.1    Jorion, P.2
  • 2
    • 7544230076 scopus 로고    scopus 로고
    • An alternative future
    • (30th Anniversary)
    • Asness, Clifford. 2004a. "An Alternative Future." Journal of Portfolio Management, vol. 30, no. 5 (30th Anniversary): 94-103.
    • (2004) Journal of Portfolio Management , vol.30 , Issue.5 , pp. 94-103
    • Asness, C.1
  • 3
    • 10044236311 scopus 로고    scopus 로고
    • An alternative future: Part II
    • (Fall)
    • -. 2004b. "An Alternative Future: Part II." Journal of Portfolio Management, vol. 31, no. 1 (Fall): 8-23.
    • (2004) Journal of Portfolio Management , vol.31 , Issue.1 , pp. 8-23
  • 5
    • 33847371141 scopus 로고    scopus 로고
    • Working paper, Macquarie University Applied Finance Centre
    • Barry, Ross. 2003. "Hedge Funds: A Walk in the Graveyard." Working paper, Macquarie University Applied Finance Centre.
    • (2003) Hedge Funds: A Walk in the Graveyard
    • Barry, R.1
  • 6
    • 0011065327 scopus 로고    scopus 로고
    • Offshore hedge funds: Survival and performance 1989-95
    • (January)
    • Brown, Stephen J., William Goetzmann, and Roger G. Ibbotson. 1999. "Offshore Hedge Funds: Survival and Performance 1989-95." Journal of Business, vol. 72, no. 1 (January): 91-117.
    • (1999) Journal of Business , vol.72 , Issue.1 , pp. 91-117
    • Brown Stephen, J.1    Goetzmann, W.2    Ibbotson, R.G.3
  • 7
    • 0034416371 scopus 로고    scopus 로고
    • Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases
    • (September)
    • Fung, William, and David A. Hsieh. 2000. "Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases." Journal of Financial and Quantitative Analysis, vol. 35, no. 3 (September): 291-307.
    • (2000) Journal of Financial and Quantitative Analysis , vol.35 , Issue.3 , pp. 291-307
    • Fung, W.1    Hsieh, D.A.2
  • 8
    • 7444249771 scopus 로고    scopus 로고
    • Hedge fund benchmarks: A risk-Based approach
    • (September/ October)
    • -. 2004. "Hedge Fund Benchmarks: A Risk-Based Approach." Financial Analysts Journal, vol. 60, no. 5 (September/ October): 65-80.
    • (2004) Financial Analysts Journal , vol.60 , Issue.5 , pp. 65-80
  • 9
    • 67949099197 scopus 로고    scopus 로고
    • Measurement biases in hedge fund performance data: An update
    • (May/ June)
    • -; 2009. "Measurement Biases in Hedge Fund Performance Data: An Update." Financial Analysts Journal, vol. 65, no. 3 (May/ June): 36-38.
    • (2009) Financial Analysts Journal , vol.65 , Issue.3 , pp. 36-38
  • 10
    • 44249126134 scopus 로고    scopus 로고
    • Factor modeling and benchmarking of hedge funds: Can passive investments in hedge fund strategies deliver?
    • (Winter)
    • Jaeger, Lars, and Christian Wagner. 2005. "Factor Modeling and Benchmarking of Hedge Funds: Can Passive Investments in Hedge Fund Strategies Deliver?" Journal of Alternative Investments, vol. 8, no. 3 (Winter): 9-36.
    • (2005) Journal of Alternative Investments , vol.8 , Issue.3 , pp. 9-36
    • Jaeger, L.1    Wagner, C.2
  • 11
    • 0034415483 scopus 로고    scopus 로고
    • Hedge funds: The living and the dead
    • (September)
    • Liang, Bing. 2000. "Hedge Funds: The Living and the Dead." Journal of Financial and Quantitative Analysis, vol. 35, no. 3 (September): 309-326.
    • (2000) Journal of Financial and Quantitative Analysis , vol.35 , Issue.3 , pp. 309-326
    • Liang, B.1
  • 13
    • 33645793288 scopus 로고    scopus 로고
    • Hedge funds: Risk and return
    • (November/ December)
    • Malkiel, Burton G., and Atanu Saha. 2005. "Hedge Funds: Risk and Return." Financial Analysts Journal, vol. 61, no. 6 (November/ December): 80-88.
    • (2005) Financial Analysts Journal , vol.61 , Issue.6 , pp. 80-88
    • Malkiel Burton, G.1    Saha, A.2
  • 15
    • 0002716956 scopus 로고
    • Asset allocation: Management style and performance measurement
    • (Winter)
    • Sharpe, William. 1992. "Asset Allocation: Management Style and Performance Measurement." Journal of Portfolio Management, vol. 18, no. 2 (Winter): 7-19.
    • (1992) Journal of Portfolio Management , vol.18 , Issue.2 , pp. 7-19
    • Sharpe, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.