Skip to Content
Evaluating Hedge Fund Performance
book

Evaluating Hedge Fund Performance

by VINH Q. TRAN
February 2006
Intermediate to advanced
302 pages
8h 52m
English
Wiley
Content preview from Evaluating Hedge Fund Performance

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 ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

The Sortino Framework for Constructing Portfolios

The Sortino Framework for Constructing Portfolios

Frank A. Sortino

Publisher Resources

ISBN: 9780471681717Purchase book