The performance of emerging hedge funds and managers.

237 citations recorded by the source corpus.

Citations in the corpus

Systematic Risk and the Cross-Section of Hedge Fund Returns (2012, unknown): “In this paper, our focus is not 1 A partial list includes Fung and Hsieh (1997, 2000, 2001, 2004), Ackermann, McEnally, and Ravenscraft (1999), Liang (1999,2001), Mitchell and Pulvino (2001), Agarwal and Naik (2000,2004), Kosowski, Naik, a”
Macroeconomic Risk and Hedge Fund Returns (2014, unknown): “(2008), Patton (2009), Jagannathan, Malakhov, and Novikov (2010), Aggarwal and Jorion (2010), and Brown, Gregoriou, and Pascalau (2012).”
The Liquidity Risk of Liquid Hedge Funds (2011, unknown): “Consistent with Aggarwal and Jorion (2010), returns are negatively correlated with fund age.”
Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows? (2018, unknown): “…and Naik, 2000; Baquero, ter Horst, and Verbeek, 2005), more recent studies find evidence of persistence using a Bayesian methodology (Kosowski, Naik, and Teo, 2007), among younger fund managers (Aggarwal and Jorion, 2010), and over longer horizons (Jagannathan, Malakhov, and Novikov, 2010).”
Hedge Funds, Managerial Skill, and Macroeconomic Variables (2011, unknown): “Finally, Aggarwal and Jorion (2010) show using a novel event time approach that emerging funds and managers outperform other hedge funds and that strong early performance can persist up to five years.”