References and Additional Reading

Agarwal, V., N. D. Daniel, et al. “Role of Managerial Incentives and Discretion in Hedge Fund Performance.” Journal of Finance 64, no. 5 (2009): 35.

Agarwal, V., N. D. Daniel, et al. Flows, Performance and Managerial Incentives in Hedge Funds. Cologne: Centre for Financial Research, 2004), 44.

Agarwal, V., and N. Y. Naik. “Multiperiod Performance Persistence of Hedge Funds.” Journal of Quantitative Analysis 35 (2000): 327–342.

Agarwal, V., and N. Y. Naik. “On Taking the Alternative Route: Risks, Rewards, Style and Performance Persistence of Hedge Funds.” Working paper, August 1999.

Aggarwal, R., and P. Jorion. “The Performance of Emerging Hedge Funds and Managers.” Journal of Finance 96 (2010).

Akerman, C., R. McEnally, et al. “The Performance of Hedge Funds: Risk, Return and Incentives.” Journal of Finance 54 (1999): 833–874.

Amenc, N., and L. Martellini. “The Alpha and the Omega of Hedge Fund Performance.” Working paper, Edhec/USC, 2003.

Amenc, N., L. Martellini, et al. “Benefits and Risk of Alternative Investment Strategies.” Journal of Asset Management 4, no. 2 (2003): 96–118.

Amin, G., and H. M. Kat. “Hedge Fund Performance 1990–2000: Do the Money Machines Really Add Value?” Journal of Financial and Quantitative Analysis 38, no. 2 (2003): 251–274.

Ammann, M., and P. Moerth. “Impact of Fund Size on Hedge Fund Performance.” The Journal of Asset Management 6, no. 3 (2005): 219–238.

Ang, A., S. Gorovyy, et al. “The Changing Role of Hedge Funds ...

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