Commonality in Hedge Fund Returns: A Determinant of Systemic Risk?

2011 ◽  
Author(s):  
Matthieu Bussière ◽  
Marie Hoerova ◽  
Benjamin Klaus
Keyword(s):  
Systemic Risk ◽  
Hedge Fund ◽  
Hedge Fund Returns

scholarly journals Systemic Risk and Cross-Sectional Hedge Fund Returns

2013 ◽  
Author(s):  
Stephen J. Brown ◽  
Inchang Hwang ◽  
Francis Haeuck In ◽  
Tong Suk Kim
Keyword(s):  
Systemic Risk ◽  
Hedge Fund ◽  
Cross Sectional ◽  
Hedge Fund Returns

scholarly journals Systemic risk and cross-sectional hedge fund returns

2017 ◽  
Vol 42 ◽  
pp. 109-130 ◽  
Author(s):  
Inchang Hwang ◽  
Simon Xu ◽  
Francis In ◽  
Tong Suk Kim
Keyword(s):  
Systemic Risk ◽  
Hedge Fund ◽  
Cross Sectional ◽  
Hedge Fund Returns

Hidden Survivorship in Hedge Fund Returns

2010 ◽  
Vol 66 (2) ◽  
Author(s):  
Rajesh K. Aggarwal ◽  
Philippe Jorion
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Returns

Persistence Analysis of Hedge Fund Returns

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

A note on statistical models for individual hedge fund returns

2008 ◽  
Vol 69 (3) ◽  
pp. 553-577 ◽  
Author(s):  
Ryozo Miura ◽  
Yoshimitsu Aoki ◽  
Daisuke Yokouchi
Keyword(s):  
Statistical Models ◽  
Hedge Fund ◽  
Hedge Fund Returns
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