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Evaluating Hedge Fund Performance by VINH Q. TRAN

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Bibliography

Acito, Christopher J., and F. Peter Fisher. “Fund of Hedge Funds: Rethinking Resource Requirements.” Journal of Alternative Investments (Spring 2002).

Ackermann, Carl, Richard McEnally, and David Ravenscraft. “The Performance of Hedge Funds: Risk, Return, and Incentives.” Journal of Finance 54, no. 3 (June 1999): 833–874.

Agarwal, Vikas, Naveen N. Daniel, and Narayan Y. Naik. “Flows, Performance, and Managerial Incentives in the Hedge Fund Industry.” Working paper, September 2003.

Agarwal, Vikas, Naveen N. Daniel, and Narayan Y. Naik. “Role of Managerial Incentives, Flexibility, and Ability: Evidence from Performance and Money Flows.” Working paper, April 5, 2005.

Agarwal, Vikas, and Narayan Y. Naik. “Does Gain-Loss Analysis Outperform Mean-Variance Analysis? Evidence from Portfolios of Hedge Funds and Passive Strategies.” Working paper, November 1999.

Agarwal, Vikas, and Narayan Y. Naik. “Generalised Style Analaysis of Hedge Funds.” Journal of Asset Management 1, no. 1 (2000): 93–109. www.gsu.edu/~fncvaa/genstyle.pdf.

Agarwal, Vikas, and Narayan Y. Naik. “Multi-Period Performance Persistence Analysis of Hedge Funds.” Journal of Financial and Quantitative Analysis 35, no. 3 (September 2000): 327–342. www.gsu.edu/~fncvaa/Jfqapers.pdf.

Agarwal, Vikas, and Narayan Y. Naik. “On Taking the Alternative Route: Risks, Rewards, and Performance Persistence of Hedge Funds.” Journal of Alternative Investments 2, no. 4 (Spring 2000): 6–23.

Agarwal, Vikas, and Narayan Y. Naik. “Performance ...

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