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Relevant bibliographies by topics / Hedge Fund

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Academic literature on the topic 'Hedge Fund'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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Journal articles on the topic "Hedge Fund"

1

Agarwal, Vikas, Nicole M. Boyson, and Narayan Y. Naik. "Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds." Journal of Financial and Quantitative Analysis 44, no. 2 (2009): 273–305. http://dx.doi.org/10.1017/s0022109009090188.

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AbstractRecently, there has been rapid growth in the assets managed by “hedged mutual funds”—mutual funds mimicking hedge fund strategies. We examine the performance of these funds relative to hedge funds and traditional mutual funds. Despite using similar trading strategies, hedged mutual funds underperform hedge funds. We attribute this finding to hedge funds’ lighter regulation and better incentives. Conversely, hedged mutual funds outperform traditional mutual funds. Notably, this superior performance is driven by managers with experience implementing hedge fund strategies. Our findings ha

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Kolisovas, Danielius, Gintarė Giriūnienė, Tomas Baležentis, Dalia Štreimikienė, and Mangirdas Morkūnas. "DETERMINANTS OF THE NORDIC HEDGE FUND PERFORMANCE." Journal of Business Economics and Management 23, no. 2 (2022): 426–50. http://dx.doi.org/10.3846/jbem.2022.16170.

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Hedge funds have become an important part of the financial sector. The development of the hedge funds in the Nordic countries has been rather robust. Therefore, it is important to identify the determinants of the hedge fund performance and isolate the managerial performance, i.e., the Jensen’s alpha. To this end, this paper construct cross sectional and panel model for the Nordic hedge funds over 2005–2018. The Fung-Hsieh 8-factor model and other models are developed to identify the determinants of the Nordic hedge fund performance. The effects of crises of different nature (local to global, h

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Muhtaseb, Majed R. "A hedge fund collapse and diversification 101: lessons to stakeholders." Journal of Financial Crime 28, no. 3 (2021): 774–83. http://dx.doi.org/10.1108/jfc-09-2020-0198.

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Purpose The purpose of this paper is events and analysis of present a hedge fund collapse, offer lessons to investors and hedge fund industry stakeholders and propose a possible remedy for mitigating operational risks and associated potential losses. Design/methodology/approach This study focused on one hedge fund case study and conducted a thorough investigation of the events that led to the collapse and eventual filing of the Securities and Exchange Commission (SEC) complaint. All articles and publications used for this research are available in the public domain and accessible. Findings Woo

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Acito, Christopher J., and F. Peter Fisher. "Fund of Hedge Funds." Journal of Alternative Investments 4, no. 4 (2002): 25–35. http://dx.doi.org/10.3905/jai.2002.319029.

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Cao, Charles, Bradley A. Goldie, Bing Liang, and Lubomir Petrasek. "What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy." Journal of Financial and Quantitative Analysis 51, no. 3 (2016): 929–57. http://dx.doi.org/10.1017/s0022109016000387.

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AbstractTo understand the nature of hedge fund managers’ skills, we study the implementation of risk arbitrage by hedge funds using their portfolio holdings and comparing them with those of other institutional arbitrageurs. We find that hedge funds significantly outperform a naive risk-arbitrage portfolio by 3.7% annually on a risk-adjusted basis, whereas non–hedge fund arbitrageurs fail to outperform the benchmark. Our analysis reveals that hedge funds’ superior performance does not reflect fund managers’ ability to predict or affect the outcome of merger and acquisition deals; rather, hedge

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Fadoua, Fadoua. "Design of Single Valued Neutrosophic Hypersoft Set VIKOR Method for Hedge Fund Return Prediction." International Journal of Neutrosophic Science 24, no. 2 (2024): 317–27. http://dx.doi.org/10.54216/ijns.240228.

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The theory of neutrosophic hypersoft set (NHSS) is an appropriate extension of the neutrosophic soft set to precisely measure the uncertainty, anxiety, and deficiencies in decision-making and is a parameterized family that handles sub-attributes of the parameters. In contrast to recent studies, NHSS could accommodate more uncertainty, which is the essential procedures to describe fuzzy data in the decision-making method. Hedge funds are financial funds, finance institutions that increase funds from stockholders and accomplish them. Usually, they try to make certain predictions and work with th

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Li, Dan, Phillip J. Monin, and Lubomir Petrasek. "Credit Supply and Hedge Fund Performance: Evidence from Prime Broker Surveys." Finance and Economics Discussion Series, no. 2024-089 (November 2024): 1–35. https://doi.org/10.17016/feds.2024.089.

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Constraints on the supply of credit by prime brokers affect hedge funds' leverage and performance. Using dealer surveys and hedge fund regulatory filings, we identify individual funds' credit supply from the availability of credit under agreements currently in place between a hedge fund and its prime brokers. We find that hedge funds connected to prime brokers that make more credit available to their hedge fund clients increase their borrowing and generate higher returns and alphas. These effects are more pronounced among hedge funds that rely on a small number of prime brokers, and those that

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Wibowo, Stefanus Chandra, Robiyanto Robiyanto, Andrian Dolfriandra Huruta, and Triyanto Triyanto. "Nexus between Cryptocurrency Markets and Hedge Funds in Period Before and During Russia-Ukraine War." Media Ekonomi dan Manajemen 40, no. 2 (2025): 289. https://doi.org/10.56444/mem.v40i2.5476.

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<p>The purpose of this study is to identify the pre- and post-war impact of the Russia-Ukraine war on the interaction between cryptocurrencies, cryptocurrency hedge funds, and traditional hedge funds. This study provides a deeper understanding of how geopolitical events can affect the behavior of financial markets involving cryptocurrencies and hedge funds. In addition, this study also seeks to fill the knowledge gap that exists in the current literature, specifically with regards to hedge fund strategies during specific geopolitical conflicts. This study utilizes secondary data involvin

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Gregoriou, Greg, François-Éric Racicot, and Raymond Théoret. "The q-factor and the Fama and French asset pricing models: hedge fund evidence." Managerial Finance 42, no. 12 (2016): 1180–207. http://dx.doi.org/10.1108/mf-01-2016-0034.

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Purpose The purpose of this paper is to test the new Fama and French (2015) five-factor model relying on a thorough sample of hedge fund strategies drawn from the Barclay’s Global hedge fund database. Design/methodology/approach The authors use a stepwise regression to identify the factors of the q-factor model which are relevant for the hedge fund strategy analysis. Doing so, the authors account for the Fung and Hsieh seven factors which prove very useful in the explanation of the hedge fund strategies. The authors introduce interaction terms to depict any interaction of the traditional Fama

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Caslin, J. J. "Hedge Funds." British Actuarial Journal 10, no. 3 (2004): 441–521. http://dx.doi.org/10.1017/s1357321700002671.

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ABSTRACTThe paper opens by showing how certain types of hedge funds can reduce the risk and increase the return on a traditional balanced managed fund. One of the key characteristics of such a hedge fund is that it has a low correlation with the balanced managed fund. The paper puts forward a new way of explaining correlation so that it can be more readily understood, and suggests methods of analysis for dealing with the fact that correlation is unstable. Volatility correlation is also examined because of its importance in reducing the risk of a portfolio.An outline of the characteristics and

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Dissertations / Theses on the topic "Hedge Fund"

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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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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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<p>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.</p><p>To be able to create successful ex ante portfolios we have explored various prediction models for both risk and retur

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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 char

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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 valui

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MacDonald, Lynn M. (Lynn Marie). "Hedge fund structured products." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/33556.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2005.<br>Includes bibliographical references (leaves 58-63).<br>In the aftermath of the bear market and one of the most volatile periods in recent financial history, individual and institutional investors worldwide are reevaluating their asset allocation strategies. Interest in hedge funds and alternative investment styles is growing as investors realize these investments offer better return potential with relatively low correlation to traditional asset classes. However, returns of hedge funds have been somewhat

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Mokoma, Kaibe. "Strategic asset selection taxonomy : fund of hedge funds." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/9037.

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Includes bibliographical references (leaves 68-70).<br>This thesis develops a logical methodology to be used to assess the hedge fund managers' return time series in comparison with their peers. This enables Fund of Hedge Funds portfolio manager to identify those with required factors to be included in a portfolio. The models that had been used as the industry standard for some time are derived on the assumption of normal distribution. Hence they use only mean and standard deviation to explain all data phenomenal attributes of time series. This study project uses higher order moments and some

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Palaro, Helder Parra. "Essays in hedge fund replication, evaluation and synthetic funds." Thesis, City University London, 2007. http://openaccess.city.ac.uk/8541/.

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In this thesis it is developed and demonstrated the workings of a copula-based technique that allows the derivation of dynamic trading strategies, which generate returns with statistical properties similar to hedge funds. It is shown that this technique is not only capable of replicating fund of funds returns, but is equally well suited for the replication of individual hedge fund returns. Since replication is accomplished by trading futures on traditional assets only, it avoids the usual drawbacks surrounding hedge fund investments, including the need for extensive due diligence, liquidity, c

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Schaub, Nic. "Persistence of Hedge Fund Performance." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02060515001/$FILE/02060515001.pdf.

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DeVault, Luke, and Richard Sias. "Hedge fund politics and portfolios." ELSEVIER SCIENCE BV, 2017. http://hdl.handle.net/10150/623039.

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Consistent with the well-documented relation between political orientation and psychological traits, hedge funds' political orientations are related to their portfolio decisions. Relative to politically conservative hedge funds, politically liberal hedge funds exhibit a preference for smaller stocks, less mature companies, volatile stocks, unprofitable companies, non-dividend paying companies, and lottery-type securities. Politically liberal hedge funds are also more likely to enter new positions or fully exit existing positions, and make larger adjustments to their U.S. equity market exposure

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Mattes, Achim [Verfasser]. "Three Essays on Hedge Fund Risk Taking, Hedge Fund Herding, and Audit Experts / Achim Mattes." Konstanz : Bibliothek der Universität Konstanz, 2014. http://d-nb.info/1058825747/34.

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Books on the topic "Hedge Fund"

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McCrary, Stuart A. Hedge Fund Course. John Wiley & Sons, Ltd., 2004.

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Gregoriou, Greg N., and Maher Kooli, eds. Hedge Fund Replication. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9780230358317.

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Scharfman, Jason A. Hedge Fund Compliance. John Wiley & Sons, Inc., 2016. http://dx.doi.org/10.1002/9781119240242.

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Travers, Frank J., ed. Hedge Fund Analysis. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119204855.

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Mirabile, Kevin R., ed. Hedge Fund Investing. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119205074.

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Kiev, Ari, ed. Hedge Fund Leadership. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119197775.

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Lederman, Scott J. Hedge fund regulation. Practising Law Institute, 2006.

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Boncompagni, Tatiana. Hedge Fund Wives. HarperCollins, 2009.

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Ang, Andrew. Hedge fund leverage. National Bureau of Economic Research, 2011.

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Lederman, Scott J. Hedge fund regulation. Practising Law Institute, 2006.

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Book chapters on the topic "Hedge Fund"

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Yingyi, Hu. "Hedge Fund." In Dictionary of Contemporary Chinese Economics. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-97-4036-9_925.

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Capocci, Daniel. "Hedge Fund Characteristics." In The Complete Guide to Hedge Funds and Hedge Fund Strategies. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137264442_2.

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Chatterjee, Rupak. "Hedge Fund Replication." In Practical Methods of Financial Engineering and Risk Management. Apress, 2014. http://dx.doi.org/10.1007/978-1-4302-6134-6_9.

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Savona, Roberto. "Hedge Fund Performance." In Asset Management and Institutional Investors. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-32796-9_12.

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Savona, Roberto. "Hedge Fund Performance." In Contributions to Finance and Accounting. Springer International Publishing, 2024. http://dx.doi.org/10.1007/978-3-031-59819-7_13.

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Kooli, Maher, and Sameer Sharma. "Can We Really “Clone” Hedge Fund Returns? Further Evidence." In Hedge Fund Replication. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9780230358317_1.

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Barone-Adesi, Giovanni, and Simone Siragusa. "Linear Model for Passive Hedge Fund Replication." In Hedge Fund Replication. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9780230358317_10.

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Markov, Iliya, and Nils S. Tuchschmid. "Can Hedge Fund-Like Returns be Replicated in a Regulated Environment?" In Hedge Fund Replication. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9780230358317_11.

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Rossi, Marco, and Sergio L. Rodríguez. "A Factor-Based Application to Hedge Fund Replication." In Hedge Fund Replication. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9780230358317_12.

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Teïletche, Jérôme. "Hedge Fund Replication: Does Model Combination Help?" In Hedge Fund Replication. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9780230358317_2.

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Conference papers on the topic "Hedge Fund"

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Wang, Yu. "Analysis about China Hedge Fund and Global Hedge Fund in the Same Type." In ICEBI 2021: 2021 5th International Conference on E-Business and Internet. ACM, 2021. http://dx.doi.org/10.1145/3497701.3497715.

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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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Johnston, Douglas E., and Petar M. Djuric. "Estimating hedge fund risk factor exposures." In 2012 IEEE 13th Workshop on Signal Processing Advances in Wireless Communications (SPAWC 2012). IEEE, 2012. http://dx.doi.org/10.1109/spawc.2012.6292961.

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Agarwal, Aditya. "Performance Overview of Indian Hedge Fund Industry." In 2nd International Conference on Business, Management and Economics. acavent, 2019. http://dx.doi.org/10.33422/2nd.icbmeconf.2019.06.1026.

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Buckley, Muneer, Adam Ghandar, Zbigniew Michalewicz, and Ralf Zurbruegg. "Evaluation of intelligent quantitative hedge fund management." In 2009 IEEE Congress on Evolutionary Computation (CEC). IEEE, 2009. http://dx.doi.org/10.1109/cec.2009.4983205.

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Budík, Jan, Radek Doskočil, and Lenka Niebauerová. "Proposal of Investment Portfolio of Hedge Fund." In The 7th International Scientific Conference "Business and Management 2012". Vilnius Gediminas Technical University Publishing House Technika, 2012. http://dx.doi.org/10.3846/bm.2012.003.

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Cru, David, and Jiaqiao Hu. "Dynamic hedge fund asset allocation under multiple regimes." In 2010 48th Annual Allerton Conference on Communication, Control, and Computing (Allerton). IEEE, 2010. http://dx.doi.org/10.1109/allerton.2010.5707074.

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Boudt, K., B. G. Peterson, and P. Carl. "Hedge fund portfolio selection with modified expected shortfall." In COMPUTATIONAL FINANCE 2008. WIT Press, 2008. http://dx.doi.org/10.2495/cf080101.

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Rong, Runsheng, Yongwei Yang, Mengru He, Dingyin Hu, and Zhenting Gu. "Identification of Optimal Risky Portfolios for Hedge Fund." In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.433.

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Johnston, Douglas E., Inigo Urteaga, and Petar M. Djuric. "Replication and optimization of hedge fund risk factor exposures." In ICASSP 2013 - 2013 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2013. http://dx.doi.org/10.1109/icassp.2013.6639367.

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Reports on the topic "Hedge Fund"

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

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Chen, Joseph, Samuel Hanson, Harrison Hong, and Jeremy Stein. Do Hedge Funds Profit From Mutual-Fund Distress? National Bureau of Economic Research, 2008. http://dx.doi.org/10.3386/w13786.

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

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

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

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Ben-David, Itzhak, Justin Birru, and Andrea Rossi. The Performance of Hedge Fund Performance Fees. National Bureau of Economic Research, 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? National Bureau of Economic Research, 2016. http://dx.doi.org/10.3386/w22273.

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Bebchuk, Lucian, Alon Brav, and Wei Jiang. The Long-Term Effects of Hedge Fund Activism. National Bureau of Economic Research, 2015. http://dx.doi.org/10.3386/w21227.

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Dor, Arik Ben, and Ravi Jagannathan. Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w9111.

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Gupta, Arpit, and Kunal Sachdeva. Skin or Skim? Inside Investment and Hedge Fund Performance. National Bureau of Economic Research, 2019. http://dx.doi.org/10.3386/w26113.

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