Is research on hedge fund performance published selectively? A quantitative survey

F Yang, T Havranek, Z Irsova… - Journal of Economic …, 2023 - Wiley Online Library
We examine whether estimates of hedge fund performance reported in prior empirical
research are affected by publication bias. Using a sample of 1019 intercept terms from …

The macroeconomic drivers in hedge fund beta management

M Lambert, F Platania - Economic Modelling, 2020 - Elsevier
We investigate how macroeconomic indicators alter the dynamic risk exposure of different
hedge fund style strategies. We implement a multifactor model to estimate the unobservable …

Hedge fund performance: A quantitative survey

F Yang, T Havranek, Z Irsova… - Available at SSRN …, 2022 - papers.ssrn.com
We provide the first quantitative survey of the empirical literature on hedge fund
performance. We examine the impact of potential biases on the reported results. Using a …

[HTML][HTML] Performance characteristics of hedge fund indices

S Kapil, J Gupta - Theoretical Economics Letters, 2019 - scirp.org
The focus of the study is to provide a detailed account of how various strategy-specific or
composite hedge fund indices have performed in the past. The study analyses returns …

Hedge Funds as a Diversification Vehicle

A Mikkelsen, F Kjærland… - The Journal of …, 2019 - joi.pm-research.com
This study evaluates the out-of-sample diversification benefits of including hedge fund
indexes in global stock-bond portfolios. The topic is investigated by assessing several asset …

College of Management and Technology

S Subocz - 2022 - search.proquest.com
Eighty-two percent of Jamaican workers are employed by micro, small, and medium-sized
enterprises, but only 5.1% of private sector entrepreneurial endeavors remain open after 42 …

Relationship Between Risk Exposure, Volatility Forecasting, and Financial Performance of Hedge Funds

T Lasana - 2022 - search.proquest.com
Poor hedge fund performance can impede the financial performance of a business
organization. Despite the success of hedge funds, they incurred a loss of 33% during the …

[PDF][PDF] Abnormal gold, hedge fund and bond performance during bad times

N van Erp - arno.uvt.nl
In this study, an important question for financial market investors is investigated, namely
which assets obtain an abnormal return during bad times. Bad times are defined as months …

状態空間モデルを用いたバランス型投資信託のリバランス推定

今井崇公 - 人工知能学会第二種研究会資料, 2021 - jstage.jst.go.jp
抄録 ベンチマークのないバランス型運用では, しばしば自身と類似した運用を行うプレイヤーとの
パフォーマンス比較が重視されるため, 他のプレイヤーのポジションを把握することが相対的な運用 …