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Hedge Fund Bibliography

Top 20 New Publications

1. ARAGON, G.O., 2007. Share restrictions and asset pricing: Evidence from the hedge fund industry. Journal of Financial Economics. [Cited by 24] (24.72/year)
2. KOSOWSKI, R., N.Y. NAIK and M. TEO, 2007. Do hedge funds deliver alpha? A Bayesian and bootstrap analysis. Journal of Financial Economics. [Cited by 25] (25.75/year)
3. HODDER, J.E. and J.C. JACKWERTH, 2007. Incentive Contracts and Hedge Fund Management. Journal of Financial and Quantitative Analysis. [Cited by 24] (24.72/year)
4. KAHAN, M. and E.B. ROCK, 2007. Hedge Funds in Corporate Governance and Corporate Control. University of Pennsylvania Law Review. [Cited by 22] (22.66/year)
5. HARDIE, I. and D. MACKENZIE, 2007. Assembling an economic actor: the agencement of a Hedge Fund. Sociological Review. [Cited by 14] (14.42/year)
6. KOUWENBERG, R. and W.T. ZIEMBA, 2007. Incentives and risk taking in hedge funds. Journal of Banking and Finance. [Cited by 13] (13.39/year)
7. ELING, M. and F. SCHUHMACHER, 2007. Does the choice of performance measure influence the evaluation of hedge funds?. Journal of Banking and Finance. [Cited by 11] (11.33/year)
8. LIANG, B. and H. PARK, 2007. Risk Measures for Hedge Funds: a Cross-sectional Approach. European Financial Management. [Cited by 7] (7.21/year)
9. PANAGEAS, S. and M.M. WESTERFIELD, 2007. High water marks: High risk appetites? Hedge fund compensation and portfolio choice. Journal of Finance, forthcoming. [Cited by 7] (7.21/year)
10. GRIFFIN, J.M. and J. XU, 2007. How smart are the smart guys? A unique view from hedge fund stock holdings. Review of Financial Studies. [Cited by 7] (7.21/year)
11. BALI, T.G., S. GOKCAN and B. LIANG, 2007. Value at risk and the cross-section of hedge fund returns. Journal of Banking and Finance. [Cited by 6] (6.18/year)
12. AGARWAL, V., N.M. BOYSON and N.Y. NAIK, 2007. Hedge funds for retail investors? An examination of hedged mutual funds. SSRN eLibrary. [Cited by 6] (6.18/year)
13. HU, H.T.C. and B. BLACK, 2007. Hedge funds, insiders, and the decoupling of economic and voting ownership: Empty voting and hidden …. Journal of Corporate Finance. [Cited by 9] (9.27/year)
14. HILDEBRAND, P.M., 2007. Hedge Funds and Prime Broker Dealers: Steps towards a best practice proposal. … , Financial Stability Review-Special issue on Hedge Funds. [Cited by 4] (4.12/year)
15. FüSS, R., D.G. KAISER and Z. ADAMS, 2007. Value at risk, GARCH modelling and the forecasting of hedge fund return volatility. Journal of Derivatives and Hedge Funds. [Cited by 4] (4.12/year)
16. GIAMOURIDIS, D. and I.D. VRONTOS, 2007. Hedge fund portfolio construction: A comparison of static and dynamic approaches. Journal of Banking and Finance. [Cited by 7] (7.21/year)
17. BROWN, S., et al., 2007. Optimal Disclosure and Operational Risk: Evidence from Hedge Fund Registration. Journal of Finance. [Cited by 4] (4.12/year)
18. VERRET, J.W., Dr. Jones and the Raiders of Lost Capital: Hedge Fund Regulation, Part II”, Harvard Law School Law …. [Cited by 4] (?/year)
19. HAIGH, M.S., J. HRANAIOVA and J. OVERDAHL, 2007. Price volatility, liquidity provision and the role of hedge funds in energy futures markets. Journal of Alternative Investments. [Cited by 5] (5.15/year)
20. BRIGGS, T.W., 2007. Corporate Governance and the New Hedge Fund Activism: an Empirical Analysis. Journal of Corporation Law. [Cited by 6] (6.18/year)

Top 20 Publications

1. FUNG, W. and D.A. HSIEH, 1997. Empirical characteristics of dynamic trading strategies: the case of hedge funds. Review of Financial Studies. [Cited by 393] (35.82/year)
2. EICHENGREEN, B.J. and D.J. MATHIESON, 1998. Hedge Funds and Financial Market Dynamics. books.google.com. [Cited by 113] (11.33/year)
3. HSIEH, D.A. and W. FUNG, Performance Characteristics of Hedge Funds and CTA Funds: Natural vs. Spurious Biases. papers.ssrn.com. [Cited by 132] (?/year)
4. ACKERMANN, C., R. MCENALLY and D. RAVENSCRAFT, 1999. The Performance of Hedge Funds: Risk, Return, and Incentives. The Journal of Finance. [Cited by 301] (33.55/year)
5. FUNG, W. and D.A. HSIEH, 2001. The risk in hedge fund strategies: theory and evidence from trend followers. Review of Financial Studies. [Cited by 247] (35.43/year)
6. AGARWAL, V. and N.Y. NAIK, 2004. Risks and Portfolio Decisions Involving Hedge Funds. Review of Financial Studies. [Cited by 244] (61.45/year)
7. EDWARDS, F.R., 1999. Hedge Funds and the Collapse of Long-Term Capital Management (Digest Summary). Journal of Economic Perspectives. [Cited by 98] (10.92/year)
8. LIANG, B., Hedge Funds: The Living and the Dead. papers.ssrn.com. [Cited by 203] (?/year)
9. AGARWAL, V. and N.Y. NAIK, Multi-Period Performance Persistence Analysis of Hedge Funds. papers.ssrn.com. [Cited by 178] (?/year)
10. LIANG, B., On the Performance of Hedge Funds. papers.ssrn.com. [Cited by 173] (?/year)
11. K., M. and S. NAGEL, 2004. Hedge Funds and the Technology Bubble. The Journal of Finance. [Cited by 166] (41.81/year)
12. BROWN, S.J., W.N. GOETZMANN and R.G. IBBOTSON, 1997. Offshore Hedge Funds: Survival and Performance 1989-1995. [Cited by 152] (13.86/year)
13. FUNG, W. and D.A. HSIEH, 1999. A primer on hedge funds. Journal of Empirical Finance. [Cited by 146] (16.28/year)
14. ASNESS, C.S., R. KRAIL and J.M. LIEW, Do Hedge Funds Hedge?. papers.ssrn.com. [Cited by 140] (?/year)
15. GOETZMANN, W.N., J.E. INGERSOLL and S.A. ROSS, 2003. High-Water Marks and Hedge Fund Management Contracts. The Journal of Finance. [Cited by 145] (29.17/year)
16. BROWN, S.J. and W.N. GOETZMANN, Hedge Funds With Style. papers.ssrn.com. [Cited by 122] (?/year)
17. BROWN, S., W. GOETZMANN and J. PARK, 1998. Hedge Funds and the Asian Currency Crisis of 1997. NBER Working Paper. [Cited by 91] (9.13/year)
18. KAT, H.M. and C. BROOKS, The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors. papers.ssrn.com. [Cited by 131] (?/year)
19. BROWN, S.J., W.N. GOETZMANN and J. PARK, 2001. Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry. The Journal of Finance. [Cited by 111] (15.92/year)
20. SCHNEEWEIS, T. and R. SPURGIN, 1998. Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics …. Journal of Alternative Investments. [Cited by 55] (5.52/year)

Bibliography

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• ACKERMANN, Carl, Richard McENALLY and David RAVENSCRAFT, 1999. The Performance of Hedge Funds: Risk, Return, and Incentives, The Journal of Finance, Vol. 54, No. 3. (Jun., 1999), pp. 833-874. [Cited by 111]
• AGARWAL, V., N.D. DANIEL and N.Y. NAIK, Why is Santa so kind to hedge funds? The December return puzzle!. bsigamma.com. [not cited]
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• AGARWAL, Vikas and Narayan Y. NAIK, 2000. Generalized Style Analysis of Hedge Funds. Journal of Asset Management. [Cited by 16]
• AGARWAL, Vikas and Narayan Y. NAIK, 2000. Multi-Period Performance Persistence Analysis of Hedge Funds. Journal of Financial and Quantitative Analysis. [Cited by 48]
• AGARWAL, Vikas and Narayan Y. NAIK, 2000. On Taking the Alternative Route: Risks, Rewards, and Performance Persistence of Hedge Funds. Journal of Alternative Investments. [Cited by 36]
• AGARWAL, Vikas and Narayan Y. NAIK, 2003. Performance Evaluation of Hedge Funds with Option-based and Buy-and-Hold Strategies. Review of Financial Studies. [Cited by 26]
• AGARWAL, Vikas and Narayan Y. NAIK, 2004. Risks and Portfolio Decisions Involving Hedge Funds. Review of Financial Studies. [Cited by 50]
• AGARWAL, Vikas and Narayan Y. NAIK, Characterizing Hedge Fund Risks with Buy-and-Hold and Option-Based Strategies, 2001.
• AGARWAL, Vikas, Intertemporal Variation in the Performance of Hedge Funds Employing a Contingent-Claim-Based Benchmark
• AGARWAL, Vikas, Naveen D. DANIEL and Narayan Y. NAIK, Flows, Performance, and Managerial Incentives in the Hedge Fund Industry
• AGRAWAL, V. and N. NAIK, 2001. "Characterizing the Risk and Return of Equity Hedge Funds," Working Paper, Georgia State University and London Business School.
• AL-SHARKAS, A.A., 2005. The Return in Hedge-Fund Strategies. International Journal of Business. [not cited]
• ALEXANDER, Carol and Anca DIMITRIU, 2002. The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies
• ALEXANDER, Carol and Anca DIMITRIU, The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations
• ALI, Paul Usman, Adding Yield to Stable Portfolios: Regulating Investments in Australian Hedge Funds
• ALI, Paul Usman, Hedge Fund Investments and the Prudent Investor Rule
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• AMENC, Noël, Lionel MARTELLINI and Mathieu VAISSIÉ, Benefits and Risks of Alternative Investment Strategies
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• AMIN, G. and H. KAT, 2003. Hedge Fund Performance 1990-2000: Do the ‘Money Machines' Really Add Value?. Journal of Financial and Quantitative Analysis. [Cited by 22]
• AMIN, G. and H. KAT, 2003. Stocks, Bonds, and Hedge Funds. Journal of Portfolio Management. [Cited by 6]
• AMIN, G. and H. KAT, 2003. Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias 1994-2001. forthcoming Journal of Alternative Investments. [Cited by 6]
• AMIN, G. and H. KAT, 2003. Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias over the Period 1994-2001. Journal of Alternative Investments. [Cited by 10]
• AMIN, G. and H.M. KAT, Stocks, Bond and Hedge Funds: Not a Free Lunch!. gloriamundi.org. [Cited by 6]
• AMIN, G.S. and H.M. KAT, Do The. Hedge Fund Performance 1990-2000. [Cited by 5]
• AMIN, Gaurav S., and Harry M. KAT, "Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value? December, 2001
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• ASNESS, C., R. KRAIL and J. LIEW, 2001. Do Hedge Funds Hedge?. Journal of Portfolio Management. [Cited by 35]
• ASNESS, Clifford S., Robert KRAIL and John M. LIEW, 2001. Do Hedge Funds Hedge?, Journal of Portfolio Management, 2001.
• BACMANN, J.F. and S. PACHE, 2004. Optimal hedge fund style allocation under higher moments. Intelligent Hedge Fund. [Cited by 2]
• BACMANN, Jean-François and Stefan SCHOLZ, 2003. Alternative Performance Measures for Hedge Funds, AIMA Journal, June 2003.
• BACMANN, Jean-Francois and Gregor GAWRON, Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments
• BACON, Carl, Monitoring and measuring performance and risk in the hedge fund world
• BAQUERO, G. and J. HORST, M. Verbeek, 2002,” Survival, Look-Ahead Bias and the Performance of Hedge Funds”. Erasmus University Rotterdam Working Paper. [Cited by 7]
• BAQUERO, G., HORST, J. and M. VERBEEK, "Survival, Look-Ahead Bias and the Performance of Hedge Funds", Erasmus University Rotterdam Working Paper, 2002
• BAQUERO, G., J. TER and M. VERBEEK, 2004. Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance. Journal of Financial and Quantitative Analysis, forthcoming. [Cited by 2]
• BAQUERO, Guillermo, Jenke Ter HORST and Marno VERBEEK, Survival, Look-Ahead Bias and the Performance of Hedge Funds
• BARES, Pierre-Antoine and Rajna GIBSON and Sebastien GYGER, Hedge Fund Allocation with Survival Uncertainty and Investment Constraints
• BARES, Pierre-Antoine, Rajna GIBSON and Sebastien GYGER, Style Consistency and Survival Probability in the Hedge Funds Industry, 2001.
• BARES, Pierre-Antoine, Rajna GIBSON and Sebastien GYGER, Performance in the Hedge Funds Industry: An Analysis of Short and Long-Term Persistence, Working Paper Serie
• BARON, David P., On the Utility Theoretic Foundations of Mean-Variance Analysis, The Journal of Finance, Vol. 32, No. 5. (Dec., 1977), pp. 1683-1697.
• BARRY, Ross, Hedge Funds: A Walk Through The Graveyard
• BARTH, Michael, and Xin ZHANG, "Foreign Equity Flows and the Asian Financial Crisis Proceedings of The World Bank Group - Brookings Conference on Financial Markets and Development: The Crisis in Emerging Markets, March 26 & 27, 1999
• BECKER, Brandon, and Colleen DOHERTY-MINICOZZI, "Hedge Funds in Global Financial Markets, February 2000
• BERENYI, Zsolt, 2002. Measuring hedge fund risk with multi-moment risk measures. University of Munich. [Cited by 5]
• BIERWAG, G. O., The Rationale of the Mean-Standard Deviation Analysis: Comment, The American Economic Review, Vol. 64, No. 3 (Jun., 1974), 431-433.
• BOLLEN, N.P.B. and V. KREPELY, 2004. Fraud detection in the hedge fund industry. [Cited by 2]
• BONDARENKO, O., 2004. Market Price of Variance Risk and Performance of Hedge Funds. [Cited by 2]
• BORCH, Karl, The Rationale of the Mean-Standard Deviation Analysis: Comment, The American Economic Review, Vol. 64, No. 3 (Jun., 1974), 428-430.
• BOYSON, N., 2002. How Are Hedge Fund Manager Characteristics Related to Performance, Volatility and Survival?. Ohio State University, Working Paper. [Cited by 5]
• BOYSON, Nicole M., Why do Experienced Hedge Fund Managers have Lower Returns?, 2003.
• BRANDS, S. and D.R. GALLAGHER, 2005. Portfolio selection, diversification and fund-of-funds: a note. Accounting and Finance. [not cited]
• BRAWN, Steve, The Outlook for Institutional Investment in Hedge Funds in the UK, 2002.
• BREALEY, Richard A and Evi KAPLANIS, 2000. Changes in the Factor Exposures of Hedge Funds. Institute of Finance and Accounting (IFA) Working Paper No. …. [Cited by 10]
• BREALEY, Richard A. and Evi KAPLANIS "Changes in the Factor Exposures of Hedge Funds January 2001
• BREALEY, Richard A. and Evi KAPLANIS, Hedge Funds and Financial Stability: An Analysis of their Factor Exposures, International Finance, Vol. 4, pp. 161-187, 2001.
• BROOKS, Chris, and Harry KAT, 2002. The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors. Journal of Alternative Investments. [Cited by 28]
• BROWN, S., GOETZMANN, W. and B. LIANG, Fees on Fees in Funds of Funds, NBER Working Paper No. W9464, 2003
• BROWN, S., GOETZRNANN W. and J. PARK, "Careers and Survival: Competition and Risks in the Hedge Fund and CTA Industry", Journal of Finance 56, 1869-1886, 2001
• BROWN, S.J., W.N. GOETZMANN and J. PARK, 2001. Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry. The Journal of Finance. [Cited by 27]
• BROWN, Stephen J. and William N. GOETZMANN, 2001. Hedge funds with style, NBER Working Paper No. 8173. [Cited by 51]
• BROWN, Stephen J., William N. GOETZMANN and James M. PARK, 2000. “Hedge Funds and the Asian Currency Crisis”. Journal of Portfolio Management. [Cited by 23]
• BROWN, Stephen J., William N. GOETZMANN and James PARK, 1997. Conditions for survival: Changing risk and the performance of hedge fund managers and CTAs. Review of Financial Studies. [Cited by 17]
• BROWN, Stephen J., William N. GOETZMANN and James PARK, 1998. Hedge funds and the Asian currency crisis of 1997. [Cited by 52]
• BROWN, Stephen J., William N. GOETZMANN and Roger G. IBBOTSON, 1998. Offshore hedge funds: survival & performance 1989-1995, The Journal of Business, Vol. 72, No. 1. (Jan., 1999), pp. 91-117. [Cited by 56]
• BRULHART, T. and P. KLEIN, 2005. Are Extreme Hedge Fund Returns Problematic?. [Cited by 1]
• BRUNNERMEIER, M.K. and S. NAGEL, 2004. Arbitrage at its Limits: Hedge Funds and the Technology Bubble. Journal of Finance, forthcoming. [Cited by 6]
• BRUNNERMEIER, Markus K. and Stefan NAGEL, Hedge Funds and the Technology Bubble
• BURNABY-ATKINS, Hugh, Alternative Investment Research: The Search for Fresh Hedge Fund Strategies
• Basle Committee on Banking Supervision (1999), "Banks’ Interactions with Highly Leveraged Institutions, Bank for International Settlements, Basle
• Basle Committee on Banking Supervision, "Sound Practices for Bank’s Interactions with Highly Leveraged Institutions, Bank for International Settlements, Basle,1999
• CAPOCCI, D. and G. HUBNER, 2003. Analysis of hedge fund performance. Journal of Empirical Finance. [Cited by 6]
• CAPOCCI, D., 2004. Introduction aux hedge funds. Paris: Economica. [Cited by 1]
• CAPOCCI, Daniel P.J. and Georges HUBNER, An Analysis of Hedge Fund Performance
• CAPOCCI, Daniel P.J., An Analysis of Hedge Fund Performance 1984-2000, Working Paper Series.
• CAPOCCI, Daniel P.J., A. CORHAY and Georges HUBNER, Hedge Fund Performance and Persistence in Bull and Bear Markets
• CASCON, A., C. KEATING and W. F. SHADWICK, 2003. The Omega Function
• CHAN, N., M. GETMANSKY and S. HAAS, ress. A. Lo, 2004,“Systemic Risk and Hedge Funds”, to appear in M. Carey and R. Stulz, eds., The Risks …. Chicago, IL: University of Chicago. [Cited by 1]
• CHEN, Kaifeng (Kevin), Quantitative Selection of Long-Short Hedge Funds, 2004.
• CHEN, Peng, Barry FELDMAN and Chandra GODA, Portfolios with Hedge Funds and Other Alternative Investments
• CHEN, Zhiwu and Peter J. KNEZ, Portfolio Performance Measurement: Theory and Applications, Review of Financial Studies, (1996),Vol. 9, pp. 511-555.
• COLDWELL, Ted and Tom KIRKPATRICK, A Primer on Hedge Funds, 1995.
• COLLINS, Daniel P., Hedge Fund Indexes on the Rise
• COTTIER, P., 1997. Hedge Funds and Managed Futures: Performance. Risks, Strategies, and Use in Investment Portfolios, Bern/ …. [Cited by 6]
• COTTIER, P., 1997. Hedge funds and managed futures: performance, risks, strategies, and use in investment portfolios. Bern: P. Haupt. [Cited by 5]
• CRAPPLE, George. "Are all Alternative Assets Hedge Funds?" The Journal of Alternative Investments, Spring 1999
• Capco, Hedge Funds Fail Due to Operational Risk
• Crossborder Capital, "Fund Age and Performance", Journal of Alternative Investments, 2001
• DAGLIOGLU, Alper, Georgi GEORGIEV and Bhaswar GUPTA, The Benefits of Hedge Funds
• DAHLQUIST, Magnus and Paul SÖDERLIND, Evaluating Portfolio Performance with Stochastic Discount Factors, Journal of Business, Vol. 72, pp. 347-383, 1999.
• DASH, Gordon H. and Nina KAJIJI, Forecasting Hedge Fund Index Returns by Level and Classification: A Comparative Analysis of Neural Network Topologies
• DAVIES, Ryan J., Harry M. KAT and Sa LU, 2003. Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach. International Securities Market Association Centre. [Cited by 2]
• DE, C. and S. GOKCAN, 2004. Allocation Methodologies and Customizing Hedge Fund Multi-Manager Multi-Strategy Products. The Journal of Alternative Investments. [Cited by 2]
• DE, G., 2001. Hedge Funds in Emerging Markets. print.google.com. [Cited by 15]
• DECEMBER, I., 2004. … and rule amendments under the Investment Advisers Act of 1940 requiring hedge fund and certain other …. … , the final rule requires hedge fund advisers with more than. [Cited by 1]
• DOR, Arik Ben and Ravi JAGANNATHAN, Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
• DOUGLAS, Peter, Hedge Funds in Asia.
• DOWD, Kevin, Adjusting for risk: An improved Sharpe ratio, International Review of Economics & Finance, Volume 9, Issue 3 , July 2000, Pages 209-222
• DZIKEVICIUS, Audrius, A Comparative Analysis of Some Risk Adjustment Rules, 2004.
• EDHEC, "A Return Based Approach to Fund of Hedge Fund Reporting" Questionnaire
• EDWARDS, F. and M. CAGLAYAN, 2001. Hedge Fund and Commodity Fund Investments in Bull and Bear Markets. The Journal of Portfolio Management. [Cited by 12]
• EDWARDS, F.R. "Hedge Funds versus Managed Futures as Asset Classes, Journal of Derivatives, Summer, 1999, pp. 45-64
• EDWARDS, F.R. and J. LIEW, 1999. Hedge Funds and Managed Futures As Asset Classes. Journal of Derivatives. [Cited by 12]
• EDWARDS, F.R. and M. CAGLAYAN, "Hedge Funds and Commodity Fund Investments in Bull and Bear Markets", Journal of Portfolio Management, Vol. 27, No. 4, Summer 2001
• EDWARDS, F.R. and M.O. CAGLAYAN, 2001. Hedge Fund Performance and Manager Skill. Journal of Futures Markets., Vol 21, no.11, pp. 1003-1028, 2001. [Cited by 20]
• EDWARDS, F.R., 1999. Hedge Funds and the Collapse of Long-Term Capital Management. Journal of Economic Perspectives. [Cited by 50]
• EDWARDS, Franklin R. and Mustafa CAGLAYAN, Hedge Fund Performance and Manager Skill
• EDWARDS, Franklin R. and Mustafa O. CAGLAYAN, Comment on ‘Do Hedge Funds Disrupt Emerging Markets?’ in Brookings-Wharton Papers on Financial Services 2000, ed. by R. Litan and A. Sanatomoero, Brookings Institution Press, Wash., D.C., 2000, pp.409-4
• EDWARDS, Franklin R., 1999. "Hedge Funds and the Collapse of Long-Term Capital Management, Journal of Economic Perspectives, 13(2), 189-210
• EDWARDS, Franklin R., Hedge Funds and the Collapse of Long-Term Capital Management, The Journal of Economic Perspectives, Vol. 13, No. 2. (Spring, 1999), pp. 189-210.
• EICHENGREEN, B.J. and D.J. MATHIESON, 1999. Hedge funds: what do we really know?. heiwww.unige.ch. [Cited by 8]
• EICHENGREEN, B.J., et al., 1998. Hedge funds and financial market dynamics. Washington, DC: International Monetary Fund. [Cited by 58]
• EICHENGREEN, Barry. et al., "Hedge Funds and Financial Market Dynamics, Washington, D.C., International Monetary Fund, Occasional Paper No. 166, 1998
• ENNIS, R.M. and M.D. SEBASTIAN, 2003. A Critical Look at the Case for Hedge Funds. Journal of Portfolio Management. [Cited by 8]
• FARINELLI, Simone and Luisa TIBILETTI, 2002. Sharpe Thinking with Asymmetrical Preferences
• FARINELLI, Simone and Luisa TIBILETTI, 2003. Sharpe Thinking in asset ranking with a benchmark
• FAVRE, L. and J.A. GALEANO, 2002. Mean-modified Value-at-Risk optimization with hedge funds. The Journal of Alternative Investments. [Cited by 5]
• FAVRE, Laurent and José-Antonio GALEANO, Portfolio Allocation with Hedge Funds: Case Study of a Swiss Institutional Investor
• FAVRE, Laurent and José-Antonio GALEANO, An Analysis of Hedge Fund Performance Using Loess Fit Regression, Journal of Alternative Investment, Spring 2002
• FAVRE-BULLE, Alexandre and Sébastien PACHE, The Omega Measure: Hedge Fund Portfolio Optimization, January, 2003.
• FEIGER, George and Pascal BOTTERON, Should you, would you, could you invest in hedge funds?
• FISHBURN, Peter C., Mean-Risk Analysis with Risk Associated with Below-Target Returns, The American Economic Review, Vol. 67, No. 2. (Mar., 1977), pp. 116-126.
• FOTHERGILL, Martin and Carolyn COKE, Funds of Hedge Funds: An Introduction to Multi-manager Funds, 2000.
• FUNG, W. and D.A. HSIEH, 2004. Hedge Fund Benchmarks: A Risk-Based Approach. Financial Analysts Journal. [Cited by 4]
• FUNG, William K.H. and David A. HSIEH, 2003. The Risk in Hedge Fund Strategies: Alternative Alphas and Alternative Betas, 2003.
• FUNG, William and David A. HSIEH and Konstantinos TSATSARONIS, Do Hedge Funds Disrupt Emerging Markets?
• FUNG, William and David A. HSIEH, "The Risk in Fixed-Income Hedge Fund Strategies, Journal of Fixed Income, 2002
• FUNG, William and David A. HSIEH, 1997. Empirical characteristics of dynamic trading strategies: the case of hedge funds. Review of Financial Studies, Vol. 10, No. 2. (Summer, 1997), pp. 275-302. [Cited by 147]
• FUNG, William and David A. HSIEH, 1998. Performance Attribution and Style Analysis: From Mutual Funds to Hedge Funds, Feb, 1998.
• FUNG, William and David A. HSIEH, 1998. Performance Attribution and Style Analysis: From Mutual Funds to Hedge Funds.. Fung and Hsieh. [Cited by 13]
• FUNG, William and David A. HSIEH, 1999. Is Mean-Variance Analysis Applicable to Hedge Funds?. Economic Letters. [Cited by 21]
• FUNG, William and David A. HSIEH, 1999. A Primer on Hedge Funds. Journal of Empirical Finance, 6, 309-31. [Cited by 53]
• 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. [Cited by 29]
• FUNG, William and David A. HSIEH, 2000. Measuring the market impact of hedge funds. Journal of Empirical Finance. [Cited by 21]
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