References
- Ackerman, C., R. McNally, and D Ravenscraft. 1999. “The Performance of Hedge Funds: Risk, Return, and Incentive.” Journal of Finance, vol. 54, no. 3 (June): 833–874.
- Brown, S.J., W. Goetzmann, and R. Ibbotson. 1999. “Offshore Hedge Funds: Survival & Performance, 1989–95.” Journal of Business, vol. 72, no. 1 (January): 91–118.
- Brown, S.J, W.R.G. GoetzmannIbbotson, and S.A. Ross. 1992. “Survivorship Bias in Performance Studies.” Review of Financial Studies, vol. 5, no. 4 (October): 553–580.
- Fung, W., and D.A. Hsieh. 1997a. “Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.” Review of Financial Studies, vol. 10, no. 2 (April): 275–302.
- Fung, W., and D.A. Hsieh. 1997b. “Survivorship Bias and Investment Style in the Returns of CTAs.” Journal of Portfolio Management, vol. 24, no. 1 (Fall): 30–41.
- Fung, W., and D.A. Hsieh. 1999. “A Primer for Hedge Funds.” Journal of Empirical Finance, vol. 6, no. 3 (September): 309–331.
- Fung, W., and D.A. Hsieh. 2000a. “Measuring the Market Impact of Hedge Funds.” Journal of Empirical Finance, vol. 7, no. 1 (May): 1–36.
- Fung, W., and D.A. Hsieh. 2000b. “Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases.” Journal of Financial and Quantitative Analysis, vol. 35, no. 3 (September): 291–307.
- Fung, W., and D.A. Hsieh. 2001. “The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers.” Review of Financial Studies, vol. 14, no. 2 (June): 313–341.
- Grinblatt, M, and S. Titman. 1989. “Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings.” Journal of Business, vol. 62, no. 3 (July): 393–416.
- Liang, B.. 2000. “Hedge Funds: The Living and the Dead.” Journal of Financial and Quantitative Analysis, vol. 35, no. 3 (September): 309–336.
- Malkiel, B.. 1995. “Returns from Investing in Equity Mutual Funds, 1971 to 1991.” Journal of Finance, vol. 50, no. 2 (June): 549–572.
- Park, J.. 1995. Managed Futures as an Investment Set Doctoral dissertation, Columbia University.
- Schneeweis, T, and T. Spurgin. 1998. “Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics.” Journal of Alternative Investments, vol. 1, no. 2 (Fall): 1–24.
- Sharpe, W.. 1992. “Asset Allocation: Management Style and Performance Measurement.” Journal of Portfolio Management, vol. 18, no. 2 (Winter): 7–19.