Incentives and Risk Taking in Hedge Funds

By Roy Kouwenberg, William T. Ziemba. 2007

139 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7c79ec510c22514867354c033602fbfb5eb009cc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. R. Faust
2. Martin Eling
3. Andreas Kleefeld
4. M. Delignette-Muller
5. Vytaras Brazauskas
6. Christophe Dutang

In Finance

1. R. Faust
2. Martin Eling
3. Andreas Kleefeld
4. M. Delignette-Muller
5. Vytaras Brazauskas
6. Christophe Dutang

Citations in the corpus

• The performance of hedge funds and mutual funds in emerging markets (2010, background): “…need to be aware that hedge fund managers might smooth their returns (see Getmansky et al., 2004), which might bias performance measurement results.26 Kouwenberg and Ziemba (2007) illustrate that incentive fees and manager’s own investment in the fund substantially affect the investment strategy…”
• Does Monetary Policy Affect Bank Risk-Taking? (2010, unknown): “9 ECB Working Paper Series No 1166 March 2010 supervision and regulation (Ackerman et al., 1999; Salas and Saurina, 2003; Kouwenberg and Ziemba, 2007).”