On Taking the “Alternative” Route

By Vikas Agarwal, Narayan Naik. 2000

179 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/45889a1e7d0dc1111ec5031e02d22b406f6ec6cc

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Citations in the corpus

Just How Much Do Individual Investors Lose by Trading (2007, background): “In analyses of hedge funds, Ackermann, McEnally, and Ravenscraft (1999); Brown, Goetzmann, and Ibbotson (1999); Liang (1999); and Agrawal and Naik (2000) provide evidence of superior returns, though Amin and Kat (2003) argue that hedge fund performance results may be attributable to the skewed nat”
The Life Cycle of Hedge Funds: Fund Flows, Size and Performance ⁄ (2005, unknown): “Performance attribution and style analysis in hedge funds have been studied in the following papers: Agarwal and Naik (2000b, 2000c), Brown and Goetzmann (2003), Brown, Goetzmann and Ibbotson (1999), Brown, Goetzmann, and Park (2000, 2001a, 2001b), Fung 5 and Hsieh (1997), and Lochoff (2002).”
Share restrictions and asset pricing: Evidence from the hedge fund industry (2007, background): “4See, e.g., Ackermann et al. (1999), Liang (1999), Agarwal and Naik (2000), Harri and Brorsen (2002), and Kazemi and Schneeweis (2003) for evidence of positive hedge fund alphas.”
Performance Evaluation of Hedge Funds with Option-based and Buy-and-Hold Strategies (2000, result): “Mitchell and Pulvino (2000) demonstrate that “risk arbitrage” strategy payoffs are similar to that obtained from writing an uncovered put option 4 the style-mean benchmark used in the performance persistence studies by Brown, Goetzmann and Ibbotson (1999) and Agarwal and Naik (2000a).”
Multi-Period Performance Persistence Analysis of Hedge Funds (2000, unknown): “327 the returns on the traditional asset classes like equities, bonds, and currencies (see Fung and Hsieh (1997), Agarwal and Naik (2000a)).”
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation (2006, unknown): “across managers. On the contrary, Agarwal and Naik (2000a) and Agarwal and Naik (2000b) when using both offshore and onshore hedge funds found significant quarterly persistence -”