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 ...

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