Impact of fund size on hedge fund performance
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DOI: 10.1057/palgrave.jam.2240177
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Cited by:
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024.
"Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance,"
MetaArXiv
ps2yn, Center for Open Science.
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," EconStor Preprints 289497, ZBW - Leibniz Information Centre for Economics.
- Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," Working Papers IES 2024/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2024.
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," CEPR Discussion Papers 18979, C.E.P.R. Discussion Papers.
- Greg Filbeck & Timothy A. Krause & Lauren Reis, 2016. "Socially responsible investing in hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 17(6), pages 408-421, October.
- Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2022.
"Hedge Fund Performance: A Quantitative Survey,"
Working Papers IES
2022/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2022.
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," EconStor Preprints 260612, ZBW - Leibniz Information Centre for Economics.
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," CEPR Discussion Papers 17417, C.E.P.R. Discussion Papers.
- Martin Eling, 2006. "Performance measurement of hedge funds using data envelopment analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(4), pages 442-471, December.
- Braun, Alexander & Ben Ammar, Semir & Eling, Martin, 2019.
"Asset pricing and extreme event risk: Common factors in ILS fund returns,"
Journal of Banking & Finance, Elsevier, vol. 102(C), pages 59-78.
- Ben Ammar, Semir & Braun, Alexander & Eling, Martin, 2016. "Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns," Working Papers on Finance 1621, University of St. Gallen, School of Finance.
- Rungmaitree, Pattamon & Boateng, Agyenim & Ahiabor, Frederick & Lu, Qinye, 2022. "Political risk, hedge fund strategies, and returns: Evidence from G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Sevgi Eda Tuzcu & Emrah Ertugay, 2020. "Is size an input in the mutual fund performance evaluation with DEA?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 635-659, December.
- Samar Farid & Hayam Wahba, 2022. "The effect of fund size on mutual funds performance in Egypt," Future Business Journal, Springer, vol. 8(1), pages 1-11, December.
- Laurent Bodson & Laurent Cavenaile & Danielle Sougné, 2011. "Does size affect mutual fund performance? A general approach," Journal of Asset Management, Palgrave Macmillan, vol. 12(3), pages 163-171, August.
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Keywords
hedge funds; performance measurement; size;All these keywords.
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