Otto R. Huber

Credit Suisse

Eleven Madison Avenue

9th Floor

New York, NY 10010

United States

SCHOLARLY PAPERS

3

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CITATIONS
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9

Scholarly Papers (3)

1.

Benchmarking Hedge Funds: The Choice of the Factor Model

Number of pages: 23 Posted: 07 Sep 2010 Last Revised: 29 May 2013
Manuel Ammann, Otto R. Huber and Markus Schmid
University of St. Gallen - School of Finance, Credit Suisse and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 918 (24,326)
Citation 2

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Hedge Funds, Performance Measurement, Alpha, Factor Models, Crisis

Hedge Fund Characteristics and Performance Persistence

Number of pages: 49 Posted: 30 Jul 2010 Last Revised: 29 May 2013
Manuel Ammann, Otto R. Huber and Markus Schmid
University of St. Gallen - School of Finance, Credit Suisse and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 875 (25,642)
Citation 1

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Hedge Funds, Performance, Alpha, Factor Models, Performance Persistence

Hedge Fund Characteristics and Performance Persistence

European Financial Management, Vol. 19, Issue 2, pp. 209-250, 2013
Number of pages: 42 Posted: 08 Mar 2013
Manuel Ammann, Otto R. Huber and Markus Schmid
University of St. Gallen - School of Finance, Credit Suisse and University of St. Gallen - Swiss Institute of Banking and Finance
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hedge funds, performance, alpha, factor models, performance persistence

3.

Has Hedge Fund Alpha Disappeared?

Journal of Investment Management (JOIM), First Quarter 2011
Number of pages: 34 Posted: 08 Jan 2010 Last Revised: 21 Dec 2016
Manuel Ammann, Otto R. Huber and Markus Schmid
University of St. Gallen - School of Finance, Credit Suisse and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 376 (77,604)
Citation 2

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Hedge Funds, Performance, Alpha, Factor Models, Capacity Constraints