Hedge Funds: Performance, Risk, and Capital Formation

By C. Peake. 2009

483 citations recorded by the source corpus.

Subfields: Accounting, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/db80c5dd23f41273e4bb30ecea9acbbe6891464d

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Citations in the corpus

Hedge Funds: Past, Present, and Future (2007, unknown): “Alfred W. Jones is generally believed to have started the first hedge fund in 1949, pursuing a strategy of buying stocks and hedging the positions with short sales.”
Systematic Risk and the Cross-Section of Hedge Fund Returns (2012, unknown): “…Ackermann, McEnally, and Ravenscraft (1999), Liang (1999,2001), Mitchell and Pulvino (2001), Agarwal and Naik (2000,2004), Kosowski, Naik, and Teo (2007), Bali, Gokcan, and Liang (2007), Liang and Park (2007), Fung et al. (2008), Patton (2009), Agarwal, Bakshi, and Huij (2009), Jagannathan,…”
Scale and Skill in Active Management (2014, background): “For example, Kaplan and Schoar (2005) report such evidence in venture capital and leveraged buyout investing, Fung et al. (2008) in the hedge fund industry, and Wu, Wermers, and Zechner (2013) in closed-end funds.”
On the High Frequency Dynamics of Hedge Fund Risk Exposures (2013, unknown): “A partial list includes Fung and Hsieh (1997, 2004a,b), Ackermann, McEnally and Ravenscraft (1999), Liang (1999), Agarwal and Naik (2004), Kosowski, Naik and Teo (2006), Agarwal et al. (2009), Chen and Liang (2007), Fung et al. (2008), Patton (2009), and Jagannathan, Malakhov, and Novikov (2010).”
The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds (2011, methodology): “Given that equity hedge funds comprise, consistently throughout history, approximately 40 percent of the industry’s capacity, it is important to understand whether their managers are subject to the same empirical phenomenon, and to what extent contributed to the phenomenon reported in Fung et al (2”
Higher Risk, Lower Returns: What Hedge Fund Investors Really Earn (2011, unknown): “This finding is intriguing because it highlights the underappreciated importance of aggregate capital flow effects as compared to the existing literature that emphasizes the flow effects across funds, e.g., Fung et al. (2008).”