Is research on hedge fund performance published selectively? A quantitative survey
F Yang, T Havranek, Z Irsova… - Journal of Economic …, 2023 - Wiley Online Library
We examine whether estimates of hedge fund performance reported in prior empirical
research are affected by publication bias. Using a sample of 1019 intercept terms from …
research are affected by publication bias. Using a sample of 1019 intercept terms from …
Recent advances in explaining hedge fund returns: Implicit factors and exposures
D Stafylas, K Anderson, M Uddin - Global Finance Journal, 2017 - Elsevier
We survey articles covering how hedge fund returns are explained, using largely non-linear
multifactor models that examine the non-linear pay-offs and exposures of hedge funds. We …
multifactor models that examine the non-linear pay-offs and exposures of hedge funds. We …
Hedge fund performance: A quantitative survey
F Yang, T Havranek, Z Irsova… - Available at SSRN …, 2022 - papers.ssrn.com
We provide the first quantitative survey of the empirical literature on hedge fund
performance. We examine the impact of potential biases on the reported results. Using a …
performance. We examine the impact of potential biases on the reported results. Using a …
[PDF][PDF] Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance
We examine the factors influencing published estimates of hedge fund performance. Using a
sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the …
sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the …
Attributing the returns of different hedge fund strategies under changing market conditions
D Stafylas - 2016 - etheses.whiterose.ac.uk
The purpose of this thesis is to contribute to theoretical knowledge and help investors, fund
administrators, financial regulators and database vendors. Its chapters examine hedge fund …
administrators, financial regulators and database vendors. Its chapters examine hedge fund …