Hedge Funds: Past, Present, and Future

By W. Trent. 2007

154 citations recorded by the source corpus.

Subfields: Strategy and Management

View Paper: https://www.semanticscholar.org/paper/ae6d143c9d43e6a0959f0cfaf972a1ba9621a6b0

Citations in the corpus

• Higher Risk, Lower Returns: What Hedge Fund Investors Really Earn (2011, unknown): “Specifically, the return on hedge funds is given by the buy-and- There are a number of reasons for this success but the most important one is hedge funds’ apparent ability to deliver superior performance, e.g., a review in Stulz (2007) finds annual alpha of 3 to 5 percent.”
• How Smart are the Smart Guys? A Unique View from Hedge Fund Stock Holdings (2009, unknown): “In his survey article of the academic hedge fund literature, Stulz (2007) states, “The bottom line of hedge fund research is that, at the very least, hedge funds have a nonnegative alpha net of fees on average.””
• Speculation and Hedging in Segmented Markets (2014, unknown): “…19/2/2014 RFS-hht059.tex] Second, many trading strategies—for example, CDS-bond basis arbitrage, convertible bond arbitrage, index arbitrage—typically involve short-selling and the usage of derivatives, which are often used by hedge funds facing fewer regulations (see the discussion in Stulz 2007).”