References and Additional Reading
Ackerman, C., R. McEnally, et al. “The Performance of Hedge Funds: Risk, Return and Incentives.” Journal of Finance 54 (1999): 833–874.
Agarwal, V., N. D. Daniel, et al. “Flows, Performance and Managerial Incentives in Hedge Funds.” Centre for Financial Research, Cologne: 44, 2004.
Agarwal, V., N. D. Daniel, et al. “Role of Managerial Incentives and Discretion in Hedge Fund Performance.” The Journal of Finance 64, no. 5 (2009): 2221–2255.
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.
Androkovich, R. “Relative Risk Aversion, Incentive Effects, and Risk Sharing.” Atlantic Economic Journal 18, no. 4 (1990): 38–55.
Ang, A., S. Gorovyy, G. van Inwegan. “ Hedge Fund Leverage.” Journal of Financial Economics. 102, no. 1. (2011): 102–126.
Boyson, N. M. “Hedge Fund Performance Persistence: A New Approach.” Financial Analysts Journal 64, no. 6 (2008): 172–190.
Boyson, N. M. “Why Do Experienced Hedge Fund Managers Have Lower Returns.” Working paper, 2004.
Braun, C., and S. MacDonald. Revolution in Miniature. New York: Cambridge University Press, 1982.
Brown, S., and W. Goetzmann. “Hedge Funds with Style.” NBER Working paper 8173, 2001.
Brown, S., W. Goetzmann, et al. “Off Shore Hedge Funds: Survival and Performance 1989–1995.” Journal of Business ...
Get Hedge Fund Investing: A Practical Approach to Understanding Investor Motivation, Manager Profits, and Fund Performance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
