Relevant bibliographies by topics / Hedge funds

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

Academic literature on the topic 'Hedge funds'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Hedge funds"

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

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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 (2001): 6–19. http://dx.doi.org/10.3905/jpm.2001.319819.

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El Kalak, Izidin, Alcino Azevedo, and Robert Hudson. "Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics." International Review of Financial Analysis 48 (December 2016): 85–97. http://dx.doi.org/10.1016/j.irfa.2016.09.008.

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Agarwal, Vikas, and Narayan Y. Naik. "Hedge Funds." Foundations and Trends® in Finance 1, no. 2 (2005): 103–69. http://dx.doi.org/10.1561/0500000002.

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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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Morgan, Jamie. "Hedge funds." Critical perspectives on international business 9, no. 4 (2013): 377–97. http://dx.doi.org/10.1108/cpoib-06-2013-0020.

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Yago, Glenn, Lalita Ramesh, and Noah E. Hochman. "Hedge Funds." Journal of Alternative Investments 2, no. 1 (1999): 43–56. http://dx.doi.org/10.3905/jai.1999.318914.

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Yago, Glenn, and Lalita Ramesh. "Hedge Funds." Journal of Alternative Investments 2, no. 2 (1999): 69–76. http://dx.doi.org/10.3905/jai.1999.318942.

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Dissertations / Theses on the topic "Hedge funds"

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Lee, Hee Soo. "EVALUATION OF FINANCIAL RISK OF HEDGE FUNDS AND FUNDS-OF-HEDGE FUNDS." Thesis, The University of Sydney, 2010. http://hdl.handle.net/2123/7918.

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The primary objective of this thesis is to provide models capable of predicting financial distress in individual hedge funds (HFs) and funds-of-hedge funds (FOHFs). Two approaches were used to build these models. The first approach was based on a cross-sectional model while the second one was on a time-varying model. Using a survival analysis technique known as the Cox Proportional Hazards (CPH) model, the first study not only established a survival/hazard model to determine the factors which contributed most to the survival and failure probabilities, but also provided a forecast of survival p
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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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Börjesson, Oscar, and Sebastian Rezwanul HaQ. "Do hedge funds yield greater risk-adjusted rate of returns than mutual funds?A quantitative study comparing hedge funds to mutual funds and hedge fund strategies." Thesis, KTH, Matematisk statistik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146730.

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In recent times, the popularity of hedge funds has undoubtedly increased. There are shared opinions on whether hedge funds generate absolute rates of returns and whether they provide a strong alternative investment to mutual funds. This thesis aims to examine whether hedge funds with different investment strategies create absolute returns and if certain investment strategies outperform others. This thesis compares hedge funds risk-adjusted rate of return towards mutual funds, such as mutual funds, to see if certain investment strategies are more lucrative than the corresponding investments in
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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.<br>Includes bibliographical references.<br>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 writt
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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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<p>Background</p><p>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, a
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Cui, Wei. "Tail Risk in Funds of Hedge Funds." Thesis, The University of Sydney, 2016. http://hdl.handle.net/2123/17118.

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Funds of hedge funds (FOFs) are portfolios of investment in hedge funds. Marketed to retail investors who are otherwise unable to access hedge fund investments, FOFs are normally depicted as well-diversified investment vehicles that benefit investors with their due-diligence selection process. However, some earlier research has suggested that FOFs work like disaster insurance writers (Stulz, 2007; Agarwal and Naik, 2004). The implication is that they gain stable premium income during normal times but lose dramatically when the insured event occurs. The primary objective of this dissertation is
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Enderli, Daniel. "Kreditgeschäft von Hedge Funds." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03604352002/$FILE/03604352002.pdf.

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Gerhardt, Markus. "Hedge Funds als Assetklasse /." Hamburg : Diplomica Verl, 2007. http://www.diplom.de/katalog/arbeit/10559.

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Gerhardt, Markus. "Hedge Funds als Assetklasse." Hamburg Diplomica-Verl, 2006. http://d-nb.info/987196537/04.

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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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Books on the topic "Hedge funds"

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Hedges, James R. Hedges on Hedge Funds. John Wiley & Sons, Ltd., 2004.

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Baums, Theodor, and Andreas Cahn, eds. Hedge Funds. DE GRUYTER, 2004. http://dx.doi.org/10.1515/9783110907346.

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Lhabitant, François-Serge. Hedge Funds. John Wiley & Sons Ltd, 2004. http://dx.doi.org/10.1002/9781118673546.

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

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Institute, Practising Law, ed. Hedge funds 2009. Practising Law Institute, 2009.

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

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Satchell, Stephen, ed. Derivatives and Hedge Funds. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178.

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Vincent, John Konnayil, ed. Profiting from Hedge Funds. John Wiley & Sons Singapore Pte. Ltd., 2013. http://dx.doi.org/10.1002/9781118638293.

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Lhabitant, FranÇois-Serge, ed. Handbook of Hedge Funds. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119202028.

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Brown, Stephen J. Hedge funds with style. National Bureau of Economic Research, 2001.

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Book chapters on the topic "Hedge funds"

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Cowell, Frances. "Hedge Funds and Funds of Hedge Funds." In Risk-Based Investment Management in Practice. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_16.

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Vishwanath, S. R., and Chandrasekhar Krishnamurti. "Hedge Funds." In Investment Management. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-88802-4_26.

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

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

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Basile, Ignazio. "Hedge Funds." In Contributions to Finance and Accounting. Springer International Publishing, 2024. http://dx.doi.org/10.1007/978-3-031-59819-7_12.

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

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

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Taulli, Tom. "Hedge Funds." In The Personal Finance Guide for Tech Professionals. Apress, 2022. http://dx.doi.org/10.1007/978-1-4842-8242-7_4.

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"Hedge Funds." In Funds. John Wiley & Sons, Ltd, 2014. http://dx.doi.org/10.1002/9781118790274.ch3.

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"Hedge Fund Investing." In Fund of Funds Investing. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118268216.ch4.

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Conference papers on the topic "Hedge funds"

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Di, Boya, Shuming Zhao, Yuting Lei, ZhiHao Ke, Gaohao Zhu, and Ziyuan Kang. "Do Hedge Funds Hedge in Recent 20 Years?" In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.056.

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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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Groeneveld, Patrick, Rob A. Rutenbar, Jed Pitera, Erik Carlson, and Jinsong Chen. "Oil fields, hedge funds, and drugs." In the 46th Annual Design Automation Conference. ACM Press, 2009. http://dx.doi.org/10.1145/1629911.1630021.

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Kisilova, I., and N. Kairachka. "PORTFOLIO OF SECURITIES OF FOREIGN HEDGE FUNDS." In THEORETICAL AND EMPIRICAL SCIENTIFIC RESEARCH: CONCEPT AND TRENDS. European Scientific Platform, 2025. https://doi.org/10.36074/logos-07.03.2025.003.

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Markov, Michael, Ilya Muchnik, Vadim Mottl, and Olga Krasotkina. "Machine-Learning for Dynamic Reverse Engineering of Hedge Funds." In 2007 International Conference on Machine Learning and Cybernetics. IEEE, 2007. http://dx.doi.org/10.1109/icmlc.2007.4370625.

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Li, Gang. "Notice of Retraction: Convergence of private equity and hedge funds." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882333.

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Qian, Dan. "The Impact of the Coronavirus Pandemic on Global Hedge Funds." In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.458.

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Sun, Zouyi, Wenjun Zhang, and Ying Jin. "The Impact of Macroeconomic Factors on Global Macro Hedge Funds." In ICEBI 2021: 2021 5th International Conference on E-Business and Internet. ACM, 2021. http://dx.doi.org/10.1145/3497701.3497721.

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Xie, Fei, and Liyan Han. "Notice of Retraction: Impacts of Hedge Funds on American Banking Industry." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5303228.

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Gantenbein, Pascal, Stephan Glatz, and Heinz Zimmermann. "Equity Markets and the Performance of Hedge Funds: How stable is Persistence?" In 3rd Annual International Conference on Qualitative and Quantitative Economics Research (QQE 2013). Global Science and Technology Forum Pte Ltd, 2013. http://dx.doi.org/10.5176/2251-2012_qqe13.29.

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Reports on the topic "Hedge funds"

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

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

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

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Sialm, Clemens, Zheng Sun, and Lu Zheng. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds. National Bureau of Economic Research, 2013. http://dx.doi.org/10.3386/w19570.

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Brown, Stephen, William Goetzmann, and Roger Ibbotson. Offshore Hedge Funds: Survival and Performance 1989-1995. National Bureau of Economic Research, 1997. http://dx.doi.org/10.3386/w5909.

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raterman, clay. Decentralized ETFs &amp; Hedge Funds In Crypto. ResearchHub Technologies, Inc., 2022. http://dx.doi.org/10.55277/researchhub.nv9y7pc4.

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Brown, Stephen, William Goetzmann, and James Park. Hedge Funds and the Asian Currency Crisis of 1997. National Bureau of Economic Research, 1998. http://dx.doi.org/10.3386/w6427.

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Lan, Yingcong, Neng Wang, and Jinqiang Yang. The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w16842.

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Aragon, George, and Philip Strahan. Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15336.

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