Persistence Analysis of Hedge Fund Returns

2010 ◽  
Author(s):  
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Iwan Meier ◽  
Nicolas A. Papageorgiou
Keyword(s):  
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Hedge Fund Returns

Hidden Survivorship in Hedge Fund Returns

2010 ◽  
Vol 66 (2) ◽  
Author(s):  
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Philippe Jorion
Keyword(s):  
Hedge Fund ◽  
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A note on statistical models for individual hedge fund returns

2008 ◽  
Vol 69 (3) ◽  
pp. 553-577 ◽  
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Ryozo Miura ◽  
Yoshimitsu Aoki ◽  
Daisuke Yokouchi
Keyword(s):  
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Hedge Fund ◽  
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Systematic risk and the cross section of hedge fund returns

2012 ◽  
Vol 106 (1) ◽  
pp. 114-131 ◽  
Author(s):  
Turan G. Bali ◽  
Stephen J. Brown ◽  
Mustafa Onur Caglayan
Keyword(s):  
Cross Section ◽  
Hedge Fund ◽  
Systematic Risk ◽  
The Cross ◽  
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