Hedge fund performance and persistence in bull and bear markets

By Daniel P. J. Capocci, Albert Corhay, G. Hübner. 2005

123 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ea07bdbfe6a7cac00b6b64915e15d7c7ef4ba45b

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): “Although many hedge funds do not use trend-following strategies, Capocci et al. (2005) found that the market phase may influence the results.”