Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Géhin, Walter
and
Vaissié, Mathieu
2004.
Hedge Fund Indices: Investable, Non-Investable and Strategy Benchmarks.
SSRN Electronic Journal,
Lhabitant, Francois
2006.
Hedge Fund Indices for Retail Investors: UCITS Eligible or Not Eligible?.
SSRN Electronic Journal,
Hubner, Georges
and
Papageorgiou, Nicolas A.
2006.
Optional and Conditional Components in Hedge Fund Returns.
SSRN Electronic Journal,
Baquero, G.
and
Verbeek, Marno
2006.
Style Investing: Investor Sentiment in Aggregate Hedge Fund Flows.
SSRN Electronic Journal,
Le Moigne, Cécile
and
Savaria, Patrick
2006.
Relative importance of hedge fund characteristics.
Financial Markets and Portfolio Management,
Vol. 20,
Issue. 4,
p.
419.
Chen, Yong
2006.
Timing Ability in the Focus Market of Hedge Funds.
SSRN Electronic Journal,
Baquero, G.
and
Verbeek, Marno
2007.
Do Sophisticated Investors Believe in the Law of Small Numbers?.
SSRN Electronic Journal,
Lhabitant, François-Serge
2007.
Hedge fund indices for retail investors: UCITS eligible or not eligible?.
Derivatives Use, Trading & Regulation,
Vol. 12,
Issue. 4,
p.
275.
Andreu, Laura
Ferruz, Luis
Sarto, Jose Luis
and
Vicente, Luis
2007.
Análisis de la persistencia en rentabilidad de los FIAMM y de los determinantes de sus comisiones.
Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad,
Vol. 36,
Issue. 136,
p.
689.
Carlson, Mark A.
and
Steinman, Jason
2007.
Market Conditions and Hedge Fund Survival.
Finance and Economics Discussion Series,
Vol. 2007.0,
Issue. 28,
p.
1.
Grecu, Alex
Malkiel, Burton G.
and
Saha, Atanu
2007.
Why Do Hedge Funds Stop Reporting Performance?.
The Journal of Portfolio Management,
Vol. 34,
Issue. 1,
p.
119.
Horst, Jenke Ter
and
Verbeek, Marno
2007.
Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry*.
Review of Finance,
Vol. 11,
Issue. 4,
p.
605.
Chen, Yong
and
Liang, Bing
2007.
Do Market Timing Hedge Funds Time the Market?.
Journal of Financial and Quantitative Analysis,
Vol. 42,
Issue. 4,
p.
827.
Ding, Bill
Shawky, Hany A.
and
Tian, Jianbo
2008.
Liquidity Shocks, Size and the Relative Performance of Hedge Fund Strategies.
SSRN Electronic Journal,
Kaiser, Dieter
2008.
The lifecycle of hedge funds.
Journal of Derivatives & Hedge Funds,
Vol. 14,
Issue. 2,
p.
127.
Cumming, Douglas J.
and
Dai, Na
2008.
Capital Flows and Hedge Fund Regulation.
SSRN Electronic Journal,
Gatfaoui, Hayette
2008.
A Correction for Classic Performance Measures.
SSRN Electronic Journal,
Aggarwal, Rajesh K.
and
Jorion, Philippe
2008.
The Performance of Emerging Hedge Fund Managers.
SSRN Electronic Journal,
Brav, Alon
Jiang, Wei
Partnoy, Frank
and
Thomas, Randall S.
2008.
The Returns to Hedge Fund Activism.
Financial Analysts Journal,
Vol. 64,
Issue. 6,
p.
45.
Boyson, Nicole M.
2008.
Hedge Fund Performance Persistence: A New Approach.
Financial Analysts Journal,
Vol. 64,
Issue. 6,
p.
27.