R. Faust

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom R. Faust trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. William Fung
  2. Martin Eling
  3. David A. Hsieh
  4. Vikas Agarwal
  5. Narayan Naik
  6. Frank Schuhmacher

Papers from R. Faust's perspective

Ordered by how strongly the researchers R. Faust trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk in Fixed-Income Hedge Fund Styles
  2. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
  3. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
  4. Risks and Portfolio Decisions Involving Hedge Funds
  5. Capacity Constraints and Hedge Fund Strategy Returns
  6. A refinement to the Sharpe ratio and information ratio
  7. Incentives and Risk Taking in Hedge Funds
  8. Does the Measure Matter in the Mutual Fund Industry?
  9. Hedge fund performance and persistence in bull and bear markets
  10. Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds

Their papers