London NW1 4SA
London Business School - Institute of Finance and Accounting
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hedge funds, funds-of-funds, performance, alpha, survival, flows, capacity constraints
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File name: SSRN-id912465.
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Hedge funds, performance, alpha, factor models, flow, funds-of-hedge funds
Hedge Funds, Convertible Bonds, Convertible Arbitrage, Supply, Risk Factors
Hedge funds, performance, persistence
hedge fund, persistence, Bayesian, alpha, backfill, incubation, bootstrap
Hedge fund performance, Persistence, Alpha, Factor models, Bayesian, Bootstrap
hedge funds, predictability, managerial skills, macroeconomic variables
Hedge Funds, Predictability, Managerial Skills, Macroeconomic Variables
Hedge Funds, Managerial Incentives, Discretion, Performance, Delta, Lockup Period
life settlements, secondary market for life insurance, adverse selection, longevity risk
Hedge funds, mutual funds, hedged mutual funds, hybrid mutual funds
Hedge Funds, Incentives, Returns Management, December effect
Price manipulation, Futures markets, Squeeze
Uncertainty, volatility of volatility, hedge funds, performance
Hedge funds, bootstrap, alpha, persistence
Market Quality, Inventory Control, Insider Trading
Dealer firm, equivalent inventory, correlated risk exposure, unhedgeable risk, effective spreads
Hedge Funds, Alternative Investments, Long/Short
Private Information, Price Formation, Trading Behaviour, Institutional Investors
first funds, hedge fund firms, agency problems
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File name: eufm.
File name: busr.
This is a Now Publishers (01/14-3995) paper. Now Publishers (01/14-3995) charges $39.95 .
File name: SSRN-id1629319.
hedge funds, option-based trading strategies, conditional Value-at-Risk, tail risk and multifactor models
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