Relevant bibliographies by topics / Hedga

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Hedga'

Author: Grafiati
Published: 4 June 2021
Last updated: 6 February 2022

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Journal articles on the topic "Hedga"

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Asness, Clifford S., Robert J. Krail, and John M. Liew. "Do Hedge Funds Hedge?" Journal of Portfolio Management 28, no. 1 (October 31, 2001): 6–19. http://dx.doi.org/10.3905/jpm.2001.319819.

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Yuen, Janet. "Do Hedge Funds Hedge?" CFA Digest 32, no. 2 (May 2002): 5–6. http://dx.doi.org/10.2469/dig.v32.n2.1052.

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Ostrovsky, Katerina. "Do the Best Hedge Funds Hedge?" CFA Digest 41, no. 2 (May 2011): 6–7. http://dx.doi.org/10.2469/dig.v41.n2.17.

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Chang, Charles. "To Hedge or Not to Hedge." Cornell Hospitality Quarterly 50, no. 3 (July 28, 2009): 301–13. http://dx.doi.org/10.1177/1938965509333168.

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Titman, Sheridan, and Cristian Tiu. "Do the Best Hedge Funds Hedge?" Review of Financial Studies 24, no. 1 (October 18, 2010): 123–68. http://dx.doi.org/10.1093/rfs/hhq105.

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Butowsky, Michael R., and Michele L. Gibbons. "Hedge fund marketing by broker‐dealers questions and comments in response to recent developments." Journal of Investment Compliance 4, no. 3 (July 1, 2003): 7–12. http://dx.doi.org/10.1108/15285810310813158.

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This article discusses the implications of heightened regulatory attention to hedge funds by focusing on the practical questions that are on the minds of many in the hedge fund industry and, possibly, even in the thoughts of the regulators themselves. The primary regulatory condition relevant to the offer and sale of interests in hedge funds is the prohibition on general solicitation or general advertising by the sponsor of the hedge fund. Under NASD rules, brokers must (1) provide balanced disclosures in their promotional efforts; (2) perform reasonable‐basis suitability determinations; (3) perform customer‐specific suitability determinations; (4) supervise associated persons selling hedge funds and funds of hedge funds; and (5) train associated persons regarding the features, risks, and suitability of hedge funds and funds of hedge funds. Internal controls, including supervision and compliance, must include written procedures to ensure that sales of hedge funds and funds of hedge funds comply with all relevant NASD and SEC rules. Promotion of hedge funds must be balanced by a fair presentation of the risks and potential disadvantages of hedge fund investing
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Matos, Inês Serrano de. "Hedge Fund: the shareholder that never sleeps?" Boletim de Ciências Económicas 57, no. 2 (2014): 2211–48. http://dx.doi.org/10.14195/0870-4260_57-2_25.

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Moon Sub Choi, Paul, Won Young Chae, Joung Hwa Choi, and Young Bin Han. "Does insurance hedge macro volatility? Global evidence." Investment Management and Financial Innovations 14, no. 2 (August 7, 2017): 307–15. http://dx.doi.org/10.21511/imfi.14(2-2).2017.02.

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Insurance is known in the literature as a contribution to economic growth. In our cross-country analysis, we found out that insurance density also appears to subdue macro volatility. In other words, an overall expansion of insurance coverage in an economy cushions aggregate risks. This empirical inference remains robust to controlling for other covariates known to co-move with economic activities. Given that the contribution of insurance to economic growth is more impactful in developing countries than in industrialized economies, not only this result is appealing to economic intuition, but also extends the claims in the existing researches.
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Elam, Emmett, and James Davis. "Hedging Risk For Feeder Cattle With A Traditional Hedge Compared To A Ratio Hedge." Journal of Agricultural and Applied Economics 22, no. 2 (December 1990): 209–16. http://dx.doi.org/10.1017/s1074070800001954.

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Abstract This paper compares hedging risk for various weights of feeder cattle hedged with a traditional cross hedge and a ratio cross hedge. A traditional hedge calls for the purchase/sale of one pound of futures for each pound of cash feeder cattle. By contrast, a ratio hedge requires estimation of a hedge ratio to determine the number of pounds of futures needed to hedge one pound of cash feeder cattle. Hedge ratios were found to be larger than 1.0 for light-weight feeder cattle. By using the estimated hedge ratios, it was shown that hedging risk could be reduced 20-50 percent compared to that achieved by using a hedge ratio of 1.0.
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Pierce, Spencer. "Determinants and Consequences of Firms' Derivative Accounting Decisions." Journal of Financial Reporting 5, no. 1 (March 1, 2020): 81–114. http://dx.doi.org/10.2308/jfr-2019-0014.

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ABSTRACTFinancial accounting standards require derivatives to be recognized at fair value with changes in value recognized immediately in earnings. However, if specified criteria are met, firms may use an alternative accounting treatment, hedge accounting, which is intended to better represent the underlying economics of firms' derivative use. Using FAS 161 disclosures, I examine determinants of hedge accounting use and the effects of hedge accounting on financial reporting and capital markets. I find variation in firms' hedge accounting use and provide evidence that compliance costs of applying hedge accounting affect firms' decision to use hedge accounting. Firms decrease their reported earnings volatility via derivatives that receive hedge accounting and could further decrease their earnings volatility if hedge accounting were applied to all their derivatives. Inconsistent with arguments given for using hedge accounting, I fail to find a decrease in investors' assessments of firm risk from using hedge accounting.JEL Classifications: M40; M41; G32.
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Dissertations / Theses on the topic "Hedga"

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Samuelsson, Kristine, and Karin Nyrén. "Att hedga eller att inte hedga : En kvantitativ studie om valutahedging och dess effekt på företags totala risk." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-29424.

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Inledning: Finansiella risker har blivit mer påtagliga i dagens samhälle och finansiell risk management har under senare år blivit ett mycket omtalat och studerat ämne. Det finns olika finansiella derivat som används för att säkra finansiella risker, det går att identifiera olika åsikter bland forskare om vilken påverkan dessa derivat har på risker inom företag. Valutaderivat är en av dessa säkringsinstrument som enligt teorin används för att reducera valutarisker. Problem: Huruvida valutaderivat reducerar den totala risken inom företag. Syfte: Undersöka om det finns ett riskreducerande samband mellan omfattningen på valutaderivat och företagens totala risk.  Teoretisk referensram: Teorier som används i uppsatsen beskriver valutarisker och vad de grundar sig i. Vidare tar den teoretiska referensramen upp hur valutarisker kan hanteras med hjälp av valutaderivat. Slutligen beskrivs vilket mått på risk undersökning använder, det vill säga standardavvikelsen i aktiekursen. Teoriavsnittet inkluderar även en djupare insyn i forskares delade åsikter om vilken effekt valutaderivat har på risk.  Metod: Studien använder sig främst av en kvantitativ metod där 45 internationellt verksamma företag har undersökts. Ett korrelationssamband samt polynomsamband testades mellan variablerna; företagens standardavvikelse i aktiekursen och omfattningen på valutaderivat i förhållande till nettoomsättningen. Även kvalitativa inslag i form av intervjuer inkluderades och bidrog till en metodtriangulering.  Slutsatser: Varken ett linjärt samband eller ett olinjärt samband gick att identifiera med hjälp av de statistiska uträkningarna. Den kvalitativa datan pekar på att valutaderivat kan minska företagens totala risk men för att kunna se en påverkan i aktiekursen behöver man rensa bort ett antal störande faktorer.
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Hedström, David, and Rebecca Lantz. "Transaktionsrisk : En kvalitativ studie om faktorerna bakom valutasäkring hos svenska SMEs." Thesis, Högskolan i Gävle, Avdelningen för ekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-24659.

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Syfte: Tidigare forskning visar att företag som exponeras mot transaktionsrisk tjänar på att hedga sin valutarisk samt visar hur det bör gå till. Majoriteten av denna forskning är däremot begränsad mot stora företag, det finns alltså ett relativt outforskat område gällande transaktionsrisk hos svenska SMEs. Syftet blir således att undersöka vilka interna och externa faktorer som ligger till grund för hur svenska SMEs hanterar sin exponering mot transaktionsrisk.
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Austová, Lucia. "Analysis and classification of hedge funds and hedge strategies." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-9268.

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An objective of my graduation thesis is an analysis of hedge funds and hedge strategies while reflecting the distribution of the investments to right portfolio taking into account the risk. The main aim is to provide clear and consistent classification of whole variety of different hedge styles and strategies. There are plenty of different investment and trading strategies of hedge funds and their classification differs from analyst to analyst and from database to database. The work focuses on finding an alternative consistent classification of hedge funds which will lead to improvement of investment decisions of financial market participants, to effective distribution of the investment portfolio and therefore to elimination of undiversified risks. For the practical analysis I use real data of hedge fund returns of particular relevant time period. I focus on research and description of possible methods of hedge fund classification mentioning their pluses and minuses. After passionate evaluation of each method I have chosen two methods according to which I classify the hedge funds datasets and finally I compare the results of both. The theoretical part of work focuses on definition of hedge funds, hedge styles and strategies, pluses and minuses as well as risk accompanying particular strategy.
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Samiev, Sarvar, and Yaqian Wu. "Do hedge fund investment strategies matter in hedge fund performance?" Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-37518.

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Our study aims at analyzing the performance of 1455 live hedge funds in the chosen timeframe from 2004 and 2010. Our work is of great importance both forindividual and institutional investor which finds alternative investments as aninvestment choice. By decomposing hedge funds into different strategies we implementour analysis. To answer to our research question “Do hedge fund investing strategiesmatter in hedge fund performance?” our findings based on single and multipleregression models on risk-adjusted basis, show that different hedge investmentstrategies have different risk and return characteristics.Our multiple regression analysis in which we have included sub-category indices asfactor has provided the high R squared (99%). Managerial skill (alpha) is lower in caseof single regression using benchmarks compared to market (S&P 500), which isreasonable since our benchmark is homogenous funds included and measures theaverage performance of specific hedge fund sub category. The beta values in case ofbenchmark used is higher compared to market due to the same reason. The difference inR squared values is quite fluctuating. For some hedge funds, the explanatory power ofbenchmark is higher while for others is lower. We would like to emphasize that Rsquared values in case of market (S&P 500) are more stable compared to benchmark.H test showed that the differences existed among the performance of hedge fundinvestment strategies. LSD test showed that there are some strategies having significantdifferences on performance among different investment strategies. The multipleregression analysis using dummy variables showed that to some extent hedge fundstrategies matter on hedge fund performance. Risk-adjusted performance measuresshow the highest sharp ratio to PIPES (2,88) and Statistical Arbitrage (1,55).
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Palma, Kelly. "Hedge funds and the SEC regulation of Hedge Fund Advisers : /." Staten Island, N.Y. : [s.n.], 2006. http://library.wagner.edu/theses/business/2006/thesis_bus_2006_palma_hedge.pdf.

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Brecailo, Helizander (Helizander de Oliveira). "Activist hedge funds." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/44443.

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Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2008.
Includes bibliographical references.
Hedge funds have played a significant role in shareholder activism in the U.S. They have appeared quite frequently in the media as the driving force behind changes in firms' management that generate higher returns on their investments. Nonetheless, many wonder whether they really bring long-term value and benefits to firms, stakeholders, or financial markets, or whether hedge funds net returns for their investments only. The purpose of this thesis, which is written as a case study based solely on public information, is to discuss the attributes of activist hedge funds and how they differ from corporate raiders and private equity firms. The case study then maps activists' most common mechanisms for accomplishing their goals. Finally, the restaurant industry-in particular, Wendy's International Inc., which has been highly targeted by activists-offers a platform for studying the outcomes of activists' maneuvers.
by Helizander Brecailo.
M.B.A.
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Werner-Zankl, Simon, Linda Samuelsson, and Emma Jonsson. "Swedish hedge funds : An analysis of the Swedish hedge funds’ investment strategies and risks associated with hedge funds." Thesis, Jönköping University, JIBS, Business Administration, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-1042.

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Background

Out of the different fund categories hedge funds have had the highest development in Sweden since 1994. Swedish investors’ interest in hedge funds doubled from 2005 to 2006. Hedge funds are said to be an investment with a low risk and not being dependent upon business cycle movements. Historically there have been high initial investments, most often over 100 000 SEK, required to invest in hedge funds. This has started to shift towards lower initial investments. This is a reason why hedge funds start to become interesting to private investors and not only to institutional, and wealthy private investors.

Purpose

The purpose of this thesis is to explore what different investment strategies and sub strategies that are used within Swedish hedge funds. Also specific risks and risk measurements, depending on investment strategy, will be investigated and compared.

Method

In order to meet the purpose of this thesis a qualitative approach has been used. A questionnaire, with both closed and open-end questions, was sent to 13 hedge fund managers operating in the Swedish hedge fund market. Afterwards, four semi-structured interviews were conducted. Two of the interviewees are hedge fund managers who also answered the questionnaire. The others were with a person who is a hedge fund analyst and a person working at the Swedish Financial Supervisory Authority (SFSA).

Conclusion

Out of the five different investment strategies investigated the two most widely used in Swedish hedge funds are funds of hedge funds and equity hedge. The sub strategies that are used within the Swedish hedge fund market are those with a focus on low risk. Within Swedish hedge funds there are some specific risks and risk measurements that are useful. Sharpe ratio is best used to compare similar funds. Standard deviation is useful to evaluate each specific hedge fund. How much leverage capital that can be used is decided by SFSA. Yet, the risks depend on the hedge fund manager rather than the investment strategy used. This, due to the fact that the hedge fund managers have an own interest in the hedge fund.

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Adlersson, Patrik, and Patrik Blomdahl. "Hedge Fund Style Allocation : A Risk Adjusted Fund of Hedge Fund Perspective." Thesis, Linköping University, Department of Production Economics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2758.

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The purpose of the thesis has been to explore the use of hedge fund styles when constructing portfolios of hedge funds (i.e. funds of hedge funds). The central question is if the use of hedge fund styles can significantly explain and improve risk adjusted returns (characterized by Sharpe ratios). The study has been done in collaboration with Optimized Portfolio Management AB who desire further knowledge and evaluation of hedge fund styles for their fund of hedge funds.

To be able to create successful ex ante portfolios we have explored various prediction models for both risk and return. Our findings indicate that return prediction is problematic using simple models such as regression since the risk exposure of the indices appear to change significantly over time. One can however using exponentially weighted moving averages (EWMA) achieve relatively promising estimations of future returns.

Covariance matrix estimation seems to be more straightforward. We have achieved promising results using both traditional EWMA models as well as improved estimators using principal component analysis.Covariance prediction models were evaluated separately using a minimum-variance portfolio optimization technique and provided a significant risk reduction compared to the aggregated hedge fund universe (represented by a naively diversified portfolio). Combinations of risk and return prediction models were evaluated using traditional mean-variance portfolio construction methods, which were optimized for Sharpe ratios. These provided a significant increase in risk adjusted returns relative to the aggregated hedge fund universe. The allocation is however discouraging due to serious instability over time.

Our findings indicate that there indeed is an advantage of taking hedge fund styles into consideration when constructing funds of hedge funds in a risk adjusted perspective. However, further research into return prediction needs to be done in order to stabilize portfolio allocation. An alternative seems to be tactical style allocation on a more fundamental analysis basis.

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Xiao, Li. "Valuing Hedge Fund Fees." Thesis, University of Waterloo, 2006. http://hdl.handle.net/10012/2931.

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This thesis applies a Partial Integral Differential Equation model, along with a Monte Carlo approach to quantitatively analyze the no arbitrage value of hedge fund performance fees. From a no-arbitrage point of view, the investor in a hedge fund is providing a free option to the manager of the hedge fund. The no-arbitrage value of this option can be locked in by the hedge fund manager using a simple hedging strategy. Interpolation methods, grid construction techniques and parallel computation techniques are discussed to improve the performance of the numerical methods for valuing this option.
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Fernández, Suárez Ma Yolanda Praga Terente Inés. "Las "Hedge Schools" irlandesas." Burgos : Servicio de Publicaciones, Universidad de Burgos, 2007. http://hdl.handle.net/10259/66.

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Books on the topic "Hedga"

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Helga: Roman. Cap-Saint-Ignace, Québec: La Plume d'oie, 1999.

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Elgin, Elizabeth. Rose hedge. London: Hale, 1985.

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Lhabitant, François-Serge. Hedge Funds. New York: John Wiley & Sons, Ltd., 2009.

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Ibsen, Henrik. Hedda Gabler. San Diego, CA: ICON Classics, 2005.

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Hedge hogging. Hoboken, N.J: Wiley, 2006.

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Ibsen, Henrik. Hedda Gabler. San Diego, CA: ICON Classics, 2005.

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Ibsen, Henrik. Hedda Gabler. New York: Dover, 1990.

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Friel, Brian. Hedda Gabler. London: Faber and Faber, 2008.

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1828-1906, Ibsen Henrik, ed. Hedda Gabler. New York, NY: Dramatists Play Service, 2002.

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Vries, Eric De. Hedge-rider. Los Angeles: Pendraig Publishing, 2008.

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Book chapters on the topic "Hedga"

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Bährle-Rapp, Marina. "HEDTA." In Springer Lexikon Kosmetik und Körperpflege, 252. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-71095-0_4654.

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Basile, Ignazio. "Hedge Funds." In Asset Management and Institutional Investors, 339–53. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-32796-9_11.

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Sokołowska, Ewelina. "Hedge Funds." In The Principles of Alternative Investments Management, 21–53. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-13215-0_2.

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Lähn, Marcel Vincent. "Hedge Fonds." In Hedge Fonds, Banken und Finanzkrisen, 253–94. Wiesbaden: Deutscher Universitätsverlag, 2004. http://dx.doi.org/10.1007/978-3-322-81765-5_3.

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Kaufmann, Eva. "Königsdorf, Helga." In Metzler Autorinnen Lexikon, 267–68. Stuttgart: J.B. Metzler, 1998. http://dx.doi.org/10.1007/978-3-476-03702-2_187.

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Donaldson, Thomas. "Hedge Funds." In Finance Ethics, 239–52. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266298.ch13.

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Kuhse, Helga. "Helga Kuhse." In Terminal Sedation: Euthanasia in Disguise?, 57–70. Dordrecht: Springer Netherlands, 2004. http://dx.doi.org/10.1007/978-1-4020-2124-4_6.

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Lorenz, Volkmar. "Hedge Accounting." In Die Bilanzierung von Finanzinstrumenten in den USA, 137–54. Wiesbaden: Deutscher Universitätsverlag, 1997. http://dx.doi.org/10.1007/978-3-663-08376-4_6.

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Fevurly, Keith R. "Hedge Funds." In The Handbook of Professionally Managed Assets, 165–87. Berkeley, CA: Apress, 2013. http://dx.doi.org/10.1007/978-1-4302-6020-2_9.

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Aigner, Konrad. "Hedge Fonds." In Strategische Anlageberatung, 337–48. Wiesbaden: Gabler Verlag, 2002. http://dx.doi.org/10.1007/978-3-322-89097-9_17.

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Conference papers on the topic "Hedga"

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Dorr, Bonnie, David Zajic, and Richard Schwartz. "Hedge Trimmer." In the HLT-NAACL 03. Morristown, NJ, USA: Association for Computational Linguistics, 2003. http://dx.doi.org/10.3115/1119467.1119468.

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Batako, Andre D. L., Valery V. Kuzin, and Brian Rowe. "New Development in High Efficiency Deep Grinding." In ASME 2012 11th Biennial Conference on Engineering Systems Design and Analysis. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/esda2012-82530.

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High Efficiency Deep Grinding (HEDG) has been known to secure high removal rates in grinding processes at high wheel speed, relatively large depth of cut and moderately high work speed. High removal rates in HEDG are associated with very efficient grinding and secure very low specific energy comparable to conventional cutting processes. Though there exist HEDG-enabled machine tools, the wide spread of HEDG has been very limited due to the requirement for the machine tool and process design to ensure workpiece surface integrity. HEDG is an aggressive machining process that requires an adequate selection of grinding parameters in order to be successful within a given machine tool and workpiece configuration. This paper presents progress made in the development of a specialised HEDG machine. Results of HEDG processes obtained from the designed machine tool are presented to illustrate achievable high specific removal rates. Specific grinding energies are shown alongside with measured contact arc temperatures. An enhanced single-pole thermocouple technique was used to measure the actual contact temperatures in deep cutting. The performance of conventional wheels is depicted together with the performance of a CBN wheel obtained from actual industrial tests.
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Weisbrod, Mookie, and Ringling School of Art and Design. "When Wolfy Met Helga." In ACM SIGGRAPH 2001 video review. New York, New York, USA: ACM Press, 2001. http://dx.doi.org/10.1145/945191.945261.

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Pearce, Jon, and John Murphy. "Living on the hedge." In the 22nd Conference of the Computer-Human Interaction Special Interest Group of Australia. New York, New York, USA: ACM Press, 2010. http://dx.doi.org/10.1145/1952222.1952325.

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Ulinski, Morgan, and Julia Hirschberg. "Crowdsourced Hedge Term Disambiguation." In Proceedings of the 13th Linguistic Annotation Workshop. Stroudsburg, PA, USA: Association for Computational Linguistics, 2019. http://dx.doi.org/10.18653/v1/w19-4001.

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Xiao-feng, Hui, Li Jing, and Zhang Zhou. "Empirical Study on Hedge Ratio and Hedge Effectiveness of Soybean Futures in China." In 2007 International Conference on Management Science and Engineering. IEEE, 2007. http://dx.doi.org/10.1109/icmse.2007.4422073.

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Dong, Dinh Khac, Tran Dinh Khang, and Phan Anh Phong. "Fuzzy clustering with hedge algebra." In the 2010 Symposium. New York, New York, USA: ACM Press, 2010. http://dx.doi.org/10.1145/1852611.1852621.

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Barbosa, Rui Pedro, and Orlando Belo. "The Agent-Based Hedge Fund." In 2010 IEEE/ACM International Conference on Web Intelligence-Intelligent Agent Technology (WI-IAT). IEEE, 2010. http://dx.doi.org/10.1109/wi-iat.2010.149.

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Marin, Mircea, and Adrian Craciun. "Factorizations of Regular Hedge Languages." In 2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing (SYNASC). IEEE, 2009. http://dx.doi.org/10.1109/synasc.2009.27.

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Pareek, Ankur. "Risk analytics for hedge funds." In SPIE Third International Symposium on Fluctuations and Noise, edited by Derek Abbott, Jean-Philippe Bouchaud, Xavier Gabaix, and Joseph L. McCauley. SPIE, 2005. http://dx.doi.org/10.1117/12.599049.

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Reports on the topic "Hedga"

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Ang, Andrew, Sergiy Gorovyy, and Gregory van Inwegen. Hedge Fund Leverage. Cambridge, MA: National Bureau of Economic Research, February 2011. http://dx.doi.org/10.3386/w16801.

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Brown, Stephen, and William Goetzmann. Hedge Funds With Style. Cambridge, MA: National Bureau of Economic Research, March 2001. http://dx.doi.org/10.3386/w8173.

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Boyson, Nicole, Christof Stahel, and Rene Stulz. Is There Hedge Fund Contagion? Cambridge, MA: National Bureau of Economic Research, March 2006. http://dx.doi.org/10.3386/w12090.

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Chan, Nicholas, Mila Getmansky, Shane Haas, and Andrew Lo. Systemic Risk and Hedge Funds. Cambridge, MA: National Bureau of Economic Research, March 2005. http://dx.doi.org/10.3386/w11200.

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Boyson, Nicole, Christof Stahel, and Rene Stulz. Hedge Fund Contagion and Liquidity. Cambridge, MA: National Bureau of Economic Research, June 2008. http://dx.doi.org/10.3386/w14068.

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Lim, Jongha, Berk Sensoy, and Michael Weisbach. Indirect Incentives of Hedge Fund Managers. Cambridge, MA: National Bureau of Economic Research, March 2013. http://dx.doi.org/10.3386/w18903.

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7

Sadri, D. Giant Hedge-Hogs: Spikes on Giant Gravitons. Office of Scientific and Technical Information (OSTI), January 2004. http://dx.doi.org/10.2172/826633.

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8

Getmansky, Mila, Peter Lee, and Andrew Lo. Hedge Funds: A Dynamic Industry In Transition. Cambridge, MA: National Bureau of Economic Research, August 2015. http://dx.doi.org/10.3386/w21449.

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9

Ben-David, Itzhak, Justin Birru, and Andrea Rossi. The Performance of Hedge Fund Performance Fees. Cambridge, MA: National Bureau of Economic Research, June 2020. http://dx.doi.org/10.3386/w27454.

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Brav, Alon, Wei Jiang, Song Ma, and Xuan Tian. How Does Hedge Fund Activism Reshape Corporate Innovation? Cambridge, MA: National Bureau of Economic Research, May 2016. http://dx.doi.org/10.3386/w22273.

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