The Life Cycle of Hedge Funds: Fund Flows, Size and Performance ⁄

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Mutual Fund Flows and Performance in Rational Markets (2004, unknown): “…for example, if the minimum fund size 9 In contrast, for hedge funds in which there is little distinction between the manager and the fund company, Getmansky (2003) finds that survival rates do drop off geometrically. mutual fund flows 1293 is $5 million, the model implies that new funds would…”
On the High Frequency Dynamics of Hedge Fund Risk Exposures (2013, unknown): “The median fund has assets under management of USD 32MM, while the mean is much larger, at USD 167MM, re ecting the signi cantly skewed size distribution that several other studies (Getmansky (2004), Teo (2010)) have highlighted.”
Are "Market Neutral" Hedge Funds Really Market Neutral? (2009, methodology): “For the main results, I followed Getmansky, Lo, and Makarov (2004) and set q = 2, and then, in robustness checks, I also considered q = 0 and q = 4.”
Investing in Talents: Manager Characteristics and Hedge Fund Performances (2010, methodology): “10We use quarterly returns mainly because, as documented in Getmansky, Lo, and Makarov (2004), quarterly returns might be more precisely measured than monthly returns for hedge funds due to liquidity issues.”