[BOOK][B] Personal finance and investments: a behavioural finance perspective

K Redhead - 2008 - taylorfrancis.com
In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

A survey of the literature on hedge fund performance

W Géhin - Available at SSRN 626441, 2004 - papers.ssrn.com
The issue of performance measurement in the hedge fund industry has led to literature that
is both abundant and controversial. The explanation for this complexity lies in the particular …

An empirical analysis of hedge fund performance: The case of Australian hedge funds industry

V Do, R Faff, J Wickramanayake - Journal of Multinational Financial …, 2005 - Elsevier
This study empirically investigates the performance of Australian hedge funds by extending
and modifying [Capocci, D., Hubner, G., 2004. Analysis of hedge funds performance. Journal …

[PDF][PDF] The cross-sectional dispersion of stock returns, alpha and the information ratio

LR Gorman, SG Sapra, RA Weigand - Journal of Investing, 2010 - academia.edu
Both the cross-sectional dispersion of US stock returns and the VIX provide forecasts of
alpha dispersion across high-and low-performing portfolios of stocks that are statistically and …

[HTML][HTML] Decreasing returns to scale and skill in hedge funds

Y Ling, S Satchell, J Yao - Journal of Banking & Finance, 2023 - Elsevier
In this paper, we investigate value creation by hedge funds using Berk and van Binsbergen's
(2015) value-added. We find that, on average, hedge fund managers extract $0.76 million …

Evaluating hedge fund performance

H Fund - 2006 - Wiley Online Library
Alfred Winslow Jones started a hedge fund in 1949, pioneering the con-cept and strategy of
using hedges to protect his portfolios against market declines. Though hugely successful …

[HTML][HTML] Hedge funds: A summary of the literature

GN Gregoriou, NE Duffy - Pensions: An International Journal, 2006 - Springer
The authors survey numerous hedge fund studies related to their institutional, historical and
performance characteristics; their purpose and effectiveness in achieving balanced …

Hedge fund attrition, survivorship bias, and performance: Perspectives from the global financial crisis

XE Xu, J Liu, A Loviscek - … the Global Financial Crisis (February 12 …, 2010 - papers.ssrn.com
The impact of the global financial crisis since 2007 has been deep and broad, blanketing the
financial and economic landscape and hammering the hedge fund industry. Using both …

Did the STOCK Act impact the performance, risk and flow of hedge funds?

L Samarbakhsh, M Shah - International Journal of Managerial …, 2022 - emerald.com
Purpose This research aims to examine hedge funds' performance, risk and flow before and
after the implementation of the Stop Trading on Congressional Knowledge (STOCK) Act …

An examination of hedge fund survivorship bias and attrition before and during the global financial crisis

XE Xu, J Liu, AL Loviscek - The Journal of Alternative …, 2011 - search.proquest.com
The impact of the recent global financial crisis has been deep and broad, blanketing the
financial and economic landscape and hammering the hedge fund industry. Using both …