References

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Agarwal, V. and Naik, N. (2000b) Generalised Style Analysis of Hedge Funds. Journal of Asset Management, 1(1), 93–109.

Agarwal, V. and Naik, N. (2004) Risks and Portfolio Decisions Involving Hedge Funds. Review of Financial Studies, 17, 63–98.

Agarwal, V., Fung, B., Loon, Y. & Naik, N. (2006) Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market. EFA 2006 Zurich Meetings.

Agarwal, V., Naik, N. and Naveen D. (2006) Why is Santa So Kind to Hedge Funds? The December Return Puzzle! Purdue University, Working Paper.

Agarwal, V., Daniel, N. and Naik, N. (2007) Role of Managerial Incentives and Discretion in Hedge Fund Performance. BNP Paribas Hedge Fund Centre Working Paper Series LBS.

Ammann, M., Kind, A. and Seiz, R. (2006) What Drives the Performance of US Convertible Bond Funds. University of St. Gallen, Working Paper.

Amenc, N., El Bied, S. and Martinelli, L. (2003) Predictability in Hedge Fund Returns. Financial Analysts Journal Sept/Oct 2003, 32–46.

Amin, G. and Kat, H. (2003) Hedge Fund Performance 1990–2000: Do the Money Machines Really Add Value? Journal of Financial and Quantitative Analysis, 38 June, 1–24.

Boyson, N., Stahel, C. and Stulz, R. (2006) Is There Hedge Fund Contagion? NBER, Working Paper Series WP 12090.

Brealey, R. and Kaplanis, E. (2001) Changes in ...

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