Vikas Agarwal

Georgia State University - J. Mack Robinson College of Business

Dr.

35 Broad Street,

Suite 1234

Atlanta, GA 30303-3083

United States

http://https://sites.google.com/view/vikasagarwal

University of Cologne - Centre for Financial Research (CFR)

Albertus-Magnus Platz

Cologne, 50923

Germany

  • Georgia State University - J. Mack Robinson College of Business

    • Email
    • Tel: 404-413-7326
    • Fax: 404-413-7312

  • University of Cologne - Centre for Financial Research (CFR)

SCHOLARLY PAPERS

46

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796

CROSSREF CITATIONS

311

Scholarly Papers (46)

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1.

On Taking the 'Alternative' Route: Risks, Rewards, Style and Performance Persistence of Hedge Funds

Number of pages: 39 Posted: 25 Feb 1999
Vikas Agarwal and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business and London Business School - Institute of Finance and Accounting
Downloads 4,007 (5,204)
Citation 58

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2.

Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies

Number of pages: 51 Posted: 04 Oct 2000
Vikas Agarwal and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business and London Business School - Institute of Finance and Accounting
Downloads 3,741 (5,852)
Citation 50

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3.

Hedge Funds: A Survey of the Academic Literature

Foundations and Trends in Finance, Forthcoming
Number of pages: 120 Posted: 27 Aug 2015
Vikas Agarwal, Kevin Mullally and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business, University of Central Florida and London Business School - Institute of Finance and Accounting
Downloads 3,477 (6,605)
Citation 4

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Hedge Funds, Alternative Investments, Long/Short

4.

Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 15 Aug 2008 Last Revised: 15 Jan 2011
Vikas Agarwal, William Fung, Yee Cheng Loon and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business, PI Asset Management, LLC, Securities and Exchange Commission (SEC) and London Business School - Institute of Finance and Accounting
Downloads 3,184 (7,572)
Citation 4

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Hedge Funds, Convertible Bonds, Convertible Arbitrage, Supply, Risk Factors

5.

Flows, Performance, and Managerial Incentives in Hedge Funds

Number of pages: 44 Posted: 03 Nov 2003
Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 2,801 (9,236)
Citation 78

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6.

Multi-Period Performance Persistence Analysis of Hedge Funds

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Multi-Period Performance Persistence Analysis of Hedge Funds

Number of pages: 27 Posted: 23 Feb 2000
Vikas Agarwal and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business and London Business School - Institute of Finance and Accounting
Downloads 2,250 (12,939)
Citation 50

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Multi-Period Performance Persistence Analysis of Hedge Funds

Posted: 09 Mar 2001
Vikas Agarwal and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business and London Business School - Institute of Finance and Accounting

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Hedge funds, performance, persistence

7.

Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

Journal of Finance, Forthcoming
Number of pages: 78 Posted: 21 Mar 2011 Last Revised: 14 Nov 2013
Vikas Agarwal, Wei Jiang, Yuehua Tang and Baozhong Yang
Georgia State University - J. Mack Robinson College of Business, Emory University Goizueta Business School, University of Florida - Department of Finance and Georgia State University
Downloads 2,090 (14,760)
Citation 40

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Confidential treatment, ownership disclosure, 13F holdings, hedge funds

8.

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics, Vol. 125, No. 3, 491-510, 2017
Number of pages: 64 Posted: 29 Sep 2014 Last Revised: 09 Aug 2019
Vikas Agarwal, Yakup Eser Arısoy and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business, NEOMA Business School and London Business School - Institute of Finance and Accounting
Downloads 1,856 (17,829)
Citation 28

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Uncertainty, volatility of volatility, hedge funds, performance

9.

Role of Managerial Incentives and Discretion in Hedge Fund Performance

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 08 Mar 2006 Last Revised: 11 Oct 2008
Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 1,812 (18,524)
Citation 137

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Hedge Funds, Managerial Incentives, Discretion, Performance, Delta, Lockup Period

10.

Unobserved Performance of Hedge Funds

University of St.Gallen, School of Finance Research Paper No. 2018/25, Journal of Finance, Forthcoming
Number of pages: 73 Posted: 28 Dec 2018 Last Revised: 06 Sep 2023
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
Georgia State University - J. Mack Robinson College of Business, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 1,597 (22,491)
Citation 5

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Hedge Fund Skill, Confidential Holdings, Derivative Usage, Short Selling, Unobserved Performance

11.

Window Dressing in Mutual Funds

The Review of Financial Studies, Forthcoming
Number of pages: 62 Posted: 09 Apr 2011 Last Revised: 22 Jul 2023
Vikas Agarwal, Gerald D. Gay and Leng Ling
Georgia State University - J. Mack Robinson College of Business, Georgia State University - Department of Finance and Georgia College & State University
Downloads 1,548 (23,613)
Citation 29

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Mutual funds, Window dressing, Portfolio disclosure, Fund flows

12.

Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?

28th Annual Conference on Financial Economics and Accounting, Fifth Annual Conference on Financial Market Regulation 2018
Number of pages: 53 Posted: 13 Jul 2017 Last Revised: 11 Dec 2018
Vikas Agarwal, Paul Hanouna, Rabih Moussawi and Christof W. Stahel
Georgia State University - J. Mack Robinson College of Business, Villanova University - School of Business, Villanova University - Department of Finance and Investment Company Institute
Downloads 1,471 (25,512)
Citation 23

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Exchange traded funds, commonality in liquidity, authorized participants, arbitrage, institutional ownership, trading halts, index reconstitution, liquidity risk

13.

Private Company Valuations by Mutual Funds

Review of Finance, Vol. 27, No. 2, 2023
Number of pages: 64 Posted: 08 Nov 2017 Last Revised: 07 Apr 2023
Vikas Agarwal, Brad M. Barber, Si Cheng, Allaudeen Hameed and Ayako Yasuda
Georgia State University - J. Mack Robinson College of Business, University of California, Davis, Syracuse University - Department of Finance, National University of Singapore (NUS) - Department of Finance and University of California, Davis - Graduate School of Management
Downloads 1,438 (26,342)
Citation 10

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Mutual funds, Venture capital, Private valuation, Stale prices, Financial fragility

14.

Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 2, 2009
Number of pages: 47 Posted: 19 Mar 2006 Last Revised: 04 Dec 2012
Nicole M. Boyson, Vikas Agarwal and Narayan Y. Naik
Northeastern University - D’Amore-McKim School of Business, Georgia State University - J. Mack Robinson College of Business and London Business School - Institute of Finance and Accounting
Downloads 1,376 (28,121)
Citation 12

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Hedge funds, mutual funds, hedged mutual funds, hybrid mutual funds

15.

Do Higher-Moment Equity Risks Explain Hedge Fund Returns?

Robert H. Smith School Research Paper No. RHS 06-153
Number of pages: 54 Posted: 21 Mar 2008 Last Revised: 30 Jan 2011
Vikas Agarwal, Gurdip Bakshi, Gurdip Bakshi and Joop Huij
Georgia State University - J. Mack Robinson College of Business, Temple University - Fox School of Business and ManagementFox School of Business and Erasmus University - Rotterdam School of Management
Downloads 1,230 (33,128)
Citation 31

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volatility risk, skewness risk, kurtosis risk, higher moments, exposures, hedge funds, alphas

16.

Why Do Mutual Funds Hold Lottery Stocks?

Georgetown McDonough School of Business Research Paper No. 3164692, Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 56 Posted: 18 Apr 2018 Last Revised: 07 Oct 2020
Vikas Agarwal, Lei Jiang and Quan Wen
Georgia State University - J. Mack Robinson College of Business, Kent State University and McDonough School of Business, Georgetown University
Downloads 1,123 (37,760)
Citation 44

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lottery stocks, risk shifting, fund performance, investor flows, stock mispricing

17.

Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows?

Journal of Financial Economics (JFE), Forthcoming, Hong Kong University of Science & Technology, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 81 Posted: 12 Aug 2015 Last Revised: 02 May 2017
Vikas Agarwal, T. Clifton Green and Honglin Ren
Georgia State University - J. Mack Robinson College of Business, Emory University - Department of Finance and Renmin University of China - School of Business
Downloads 1,117 (38,011)
Citation 41

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Hedge Funds, Investor Flows, Alpha, Alternative Beta, Exotic Beta

18.

Do Hedge Funds Manage Their Reported Returns?

The Review of Financial Studies, Forthcoming
Number of pages: 59 Posted: 16 Mar 2006 Last Revised: 17 Jan 2023
Vikas Agarwal, Naveen D. Daniel and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 1,033 (42,534)
Citation 13

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Hedge Funds, Incentives, Returns Management, December effect

19.

Mutual Fund Transparency and Corporate Myopia

Review of Financial Studies (Forthcoming)
Number of pages: 80 Posted: 08 Feb 2016 Last Revised: 02 Sep 2017
Vikas Agarwal, Rahul Vashishtha and Mohan Venkatachalam
Georgia State University - J. Mack Robinson College of Business, Duke University and Duke University - Fuqua School of Business
Downloads 1,000 (44,567)
Citation 49

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myopia, short-termism, innovation, mutual fund transparency, mutual fund portfolio disclosure, fund managers

20.

Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 02 Nov 2014 Last Revised: 13 Aug 2016
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
Georgia State University - J. Mack Robinson College of Business, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 942 (48,399)
Citation 19

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Hedge Funds, Tail Risk, Portfolio Holdings, Funding Liquidity Risk, Leverage

21.

Common Factors in Analysts’ Earnings Revisions: The Role of Changing Economic Conditions

Number of pages: 44 Posted: 18 Mar 2012
Vikas Agarwal and Dieter Hess
Georgia State University - J. Mack Robinson College of Business and University of Cologne - Department of Corporate Finance
Downloads 842 (56,492)
Citation 4

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earnings forecasts, equity analysts, forecast accuracy, macroeconomic news, business conditions

22.

Political Uncertainty and Household Stock Market Participation

Journal of Financial and Quantitative Analysis--forthcoming, AFA 2019 Annual Meeting Paper, 29th Annual Conference on Financial Economics & Accounting 2018, 2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 49 Posted: 10 Nov 2017 Last Revised: 20 Apr 2021
Vikas Agarwal, Hadiye Aslan, Lixin Huang and Honglin Ren
Georgia State University - J. Mack Robinson College of Business, Georgia State University - Department of Finance, Georgia State University and Renmin University of China - School of Business
Downloads 815 (59,231)
Citation 5

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Political uncertainty, Stock market participation, Portfolio choice, Labor income risk, Asset risk

23.

Managerial Multitasking in the Mutual Fund Industry

Agarwal, Vikas and Ma, Linlin and Mullally, Kevin, Managerial Multitasking in the Mutual Fund Industry (April 17, 2023). Financial Analysts Journal, 2023, 79(2): 65–75. DOI: 10.1080/0015198X.2023.2182600. Available at SSRN: https://ssrn.com/abstract=1910367 or http://dx.doi.org/10.2139/ssrn.1910367
Number of pages: 27 Posted: 16 Aug 2011 Last Revised: 04 May 2023
Vikas Agarwal, Linlin Ma and Kevin Mullally
Georgia State University - J. Mack Robinson College of Business, Peking University HSBC Business School and University of Central Florida
Downloads 751 (65,832)
Citation 5

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Multitasking, Fund Performance, Fund Flows, Agency Problems

24.

Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings

Management Science, Forthcoming
Number of pages: 33 Posted: 18 Jan 2010 Last Revised: 13 Jul 2014
Vikas Agarwal, Vyacheslav Fos and Wei Jiang
Georgia State University - J. Mack Robinson College of Business, Boston College - Department of Finance and Emory University Goizueta Business School
Downloads 746 (66,434)
Citation 64

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hedge funds, mandatory and voluntary disclosure, selection and reporting biases

25.

Intertemporal Variation in the Performance of Hedge Funds Employing a Contingent-Claim-Based Benchmark

Number of pages: 47 Posted: 26 Mar 2001
Vikas Agarwal
Georgia State University - J. Mack Robinson College of Business
Downloads 719 (69,648)
Citation 5

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26.

Hedge Funds: Performance, Risk Management, and Impact on Asset Markets

Oxford Research Encyclopedia of Economics and Finance, 2023 (https://oxfordre.com/economics/). https://doi.org/10.1093/acrefore/9780190625979.013.8
Number of pages: 49 Posted: 07 Apr 2023
Vikas Agarwal and Honglin Ren
Georgia State University - J. Mack Robinson College of Business and Renmin University of China - School of Business
Downloads 716 (70,288)

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hedge funds, performance evaluation, performance attribution, asset market, arbitrage, market efficiency, risk management

27.

Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance

Journal of Finance, Forthcoming
Number of pages: 97 Posted: 07 May 2013 Last Revised: 10 May 2014
Vikas Agarwal, Kevin Mullally, Yuehua Tang and Baozhong Yang
Georgia State University - J. Mack Robinson College of Business, University of Central Florida, University of Florida - Department of Finance and Georgia State University
Downloads 655 (78,434)
Citation 44

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Portfolio disclosure, Stock liquidity, Mutual funds, Fund performance

28.

Interfund Lending in Mutual Fund Families: Role in Liquidity Management

Review of Financial Studies, Forthcoming
Number of pages: 68 Posted: 16 Aug 2015 Last Revised: 28 Dec 2018
Vikas Agarwal and Haibei Zhao
Georgia State University - J. Mack Robinson College of Business and Lehigh University - College of Business
Downloads 600 (87,562)
Citation 5

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interfund lending, fire sales, financial fragility, liquidity management

29.

Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds

Number of pages: 50 Posted: 11 Mar 2015 Last Revised: 15 May 2018
Vikas Agarwal, George O. Aragon and Zhen Shi
Georgia State University - J. Mack Robinson College of Business, Arizona State University (ASU) - Finance Department and Georgia State University
Downloads 580 (91,414)
Citation 11

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funds of hedge funds, liquidity transformation, asset liability management, investor fragility, cash holdings

30.

Redemption in Kind and Mutual Fund Liquidity Management

Review of Financial Studies, forthcoming
Number of pages: 70 Posted: 01 Apr 2020 Last Revised: 10 Jan 2024
Vikas Agarwal, Honglin Ren, Ke Shen and Haibei Zhao
Georgia State University - J. Mack Robinson College of Business, Renmin University of China - School of Business, Lehigh University -- Perella Department of Finance and Lehigh University - College of Business
Downloads 573 (92,824)

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redemption in kind, mutual funds, liquidity management, financial fragility, tax overhang

31.

Eponymous Hedge Funds

Number of pages: 63 Posted: 02 Aug 2021 Last Revised: 10 May 2023
Vikas Agarwal, Yakup Eser Arısoy and Tri Trinh
Georgia State University - J. Mack Robinson College of Business, NEOMA Business School and NEOMA Business School
Downloads 558 (95,991)

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Eponymy, hedge funds, performance, signaling, reputation, trust, ethics, integrity.

32.

Are Hedge Fund Managers’ Charitable Donations Strategic?

Journal of Corporate Finance, Forthcoming
Number of pages: 60 Posted: 14 Dec 2015 Last Revised: 11 Dec 2020
Vikas Agarwal, Yan Lu and Sugata Ray
Georgia State University - J. Mack Robinson College of Business, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 445 (126,215)
Citation 4

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Hedge funds, Philanthropy, Trust, Charitable Donations, Capital Formation, Corporate Social Responsibility (CSR)

33.

Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds

Number of pages: 56 Posted: 01 May 2023 Last Revised: 27 Nov 2023
Vikas Agarwal, Brad M. Barber, Si Cheng, Allaudeen Hameed, Harshini Shanker and Ayako Yasuda
Georgia State University - J. Mack Robinson College of Business, University of California, Davis, Syracuse University - Department of Finance, National University of Singapore (NUS) - Department of Finance, London Business School and University of California, Davis - Graduate School of Management
Downloads 406 (140,398)

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Startup valuation, Mutual funds, Venture capital, Fair value, Private valuation

34.

Incentive Realignment: Mutual Funds’ Influence on Executive Compensation Contracts

Number of pages: 56 Posted: 16 Feb 2021 Last Revised: 21 Feb 2024
Vikas Agarwal, Sean Cao, Shawn X. Huang and Min Kim
Georgia State University - J. Mack Robinson College of Business, University of Maryland - Robert H. Smith School of Business, Arizona State University (ASU) - School of Accountancy and Sogang University
Downloads 362 (159,674)
Citation 2

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Mutual Funds, Corporate Governance, Executive Compensation, Pay Duration, Incentive Horizon

35.

Institutional Investment and Intermediation in the Hedge Fund Industry

Number of pages: 47 Posted: 02 Jul 2013
Vikas Agarwal, Vikram K. Nanda and Sugata Ray
Georgia State University - J. Mack Robinson College of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 360 (160,647)
Citation 9

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Institutional investors, intermediation, hedge funds, investment consultants, funds of hedge funds

36.

The Real Effect of Sociopolitical Racial/Ethnic Animus: Mutual Fund Manager Performance During the AAPI Hate

Number of pages: 70 Posted: 31 Mar 2023 Last Revised: 15 Dec 2023
Vikas Agarwal, Wei Jiang, Yuchen Luo and Hong Zou
Georgia State University - J. Mack Robinson College of Business, Emory University Goizueta Business School, Georgetown University - McDonough School of Business and The University of Hong Kong - Faculty of Business and Economics
Downloads 330 (176,435)

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Ethnic Animus, Mutual Fund Performance, AAPI Hate, Asian Female Managers

37.

Determinants and Implications of Fee Changes in the Hedge Fund Industry

AFA 2013 San Diego Meetings Paper
Number of pages: 44 Posted: 19 Mar 2012 Last Revised: 11 Nov 2012
Vikas Agarwal and Sugata Ray
Georgia State University - J. Mack Robinson College of Business and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 318 (183,511)
Citation 4

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hedge fund fees, management fee, incentive fee, high watermark, performance, capital flows

38.

Birth Order and Fund Manager's Trading Behavior: Role of Sibling Rivalry

Downloads 314 (185,906)

Birth Order and Fund Manager's Trading Behavior: Role of Sibling Rivalry

Number of pages: 52 Posted: 18 Aug 2022 Last Revised: 14 Sep 2022
Vikas Agarwal, Alexander Cochardt and Vitaly Orlov
Georgia State University - J. Mack Robinson College of Business, University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads 301 (193,230)

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birth order; mutual fund manager; sensation seeking; sibling rivalry

Birth Order and Fund Manager's Trading Behavior: Role of Sibling Rivalry

Number of pages: 61 Posted: 03 Sep 2024
Vikas Agarwal, Alexander Cochardt and Vitaly Orlov
Georgia State University - J. Mack Robinson College of Business, University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads 13 (1,094,578)

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birth order, mutual fund manager, sensation seeking, sibling rivalry

39.

The Role of Hedge Funds as Primary Lenders

Review of Derivatives Research, Forthcoming
Number of pages: 27 Posted: 29 Apr 2010 Last Revised: 24 Jan 2011
Vikas Agarwal and Costanza Meneghetti
Georgia State University - J. Mack Robinson College of Business and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 271 (216,785)
Citation 2

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Hedge funds, loan, lending relationship

40.

Income Taxes and Managerial Incentives: Evidence from Hedge Funds

Number of pages: 58 Posted: 24 Jul 2021 Last Revised: 21 Feb 2023
Vikas Agarwal, Gary Chen, Zhen Shi and Bin Wang
Georgia State University - J. Mack Robinson College of Business, DePaul University, Georgia State University and Marquette University - College of Business Administration
Downloads 270 (218,357)
Citation 1

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hedge funds; personal income taxes; performance; incentives

41.

Anticipatory Trading Against Distressed Mega Hedge Funds

Number of pages: 57 Posted: 09 Aug 2021 Last Revised: 09 Apr 2024
Vikas Agarwal, George O. Aragon, Vikram K. Nanda and Kelsey D. Wei
Georgia State University - J. Mack Robinson College of Business, Arizona State University (ASU) - Finance Department, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas
Downloads 259 (226,786)

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Hedge funds, Anticipatory trading, Front-running, Mega hedge funds, Fire sales

42.

Under One Roof: A Study of Simultaneously Managed Hedge Funds and Funds of Hedge Funds

Number of pages: 43 Posted: 27 Aug 2013 Last Revised: 12 Feb 2014
Vikas Agarwal, Yan Lu and Sugata Ray
Georgia State University - J. Mack Robinson College of Business, University of Central Florida - College of Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 257 (228,566)
Citation 2

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hedge funds, funds of hedge funds (FOF), simultaneous management

43.

What Happens 'Before the Birth' and 'After the Death' of a Hedge Fund?

Bankers, Markets & Investors, Forthcoming
Number of pages: 18 Posted: 14 Jul 2014
Vikas Agarwal, Vyacheslav Fos and Wei Jiang
Georgia State University - J. Mack Robinson College of Business, Boston College - Department of Finance and Emory University Goizueta Business School
Downloads 230 (254,699)
Citation 1

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database biases, self-selection bias, reporting bias, timing bias, hedge funds, mandatory and voluntary disclosure

44.

Management Compensation and Market Timing under Portfolio Constraints

Journal of Economic Dynamics and Control, Vol. 36, No. 10, 2012
Number of pages: 41 Posted: 25 Mar 2008 Last Revised: 17 Mar 2015
Vikas Agarwal, Juan-Pedro Gomez and Richard Priestley
Georgia State University - J. Mack Robinson College of Business, IE Business School - IE University and Norwegian Business School
Downloads 91 (538,335)
Citation 2

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Market Timing, Incentive Fee, Benchmarking, Portfolio Constraints

45.

Hedge Funds

Foundations and Trends in Finance, Vol. 1, No. 2, 2005
Number of pages: 68 Posted: 24 Jun 2010
Vikas Agarwal and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business and London Business School - Institute of Finance and Accounting
Downloads 15 (1,036,016)
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46.

Risks and Portfolio Decisions Involving Hedge Funds

Posted: 21 Apr 2003
Vikas Agarwal and Narayan Y. Naik
Georgia State University - J. Mack Robinson College of Business and London Business School - Institute of Finance and Accounting

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hedge funds, option-based trading strategies, conditional Value-at-Risk, tail risk and multifactor models