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Journal articles on the topic 'Hedge funds'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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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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2

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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3

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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4

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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5

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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6

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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7

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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8

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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9

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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10

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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11

Zask, Ezra. "Hedge Funds." Journal of Alternative Investments 3, no. 3 (2000): 33–42. http://dx.doi.org/10.3905/jai.2000.318964.

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12

Zask, Ezra. "Hedge Funds." Journal of Alternative Investments 3, no. 3 (2000): 43–46. http://dx.doi.org/10.3905/jai.2000.318965.

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13

Könberg, Magnus, and Martin Lindberg. "Hedge Funds." Journal of Alternative Investments 4, no. 1 (2001): 21–31. http://dx.doi.org/10.3905/jai.2001.318999.

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14

Giraud, Jean René, James R. Hedges, and Ted Wright. "Hedge Funds." Journal of Alternative Investments 4, no. 3 (2001): 27–37. http://dx.doi.org/10.3905/jai.2001.319018.

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15

Gregoriou, Greg N. "Hedge Funds." Journal of Alternative Investments 5, no. 2 (2002): 97–98. http://dx.doi.org/10.3905/jai.2002.319058.

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16

Terhune, Hannah M. "Hedge Funds." Wilmott 2013, no. 63 (2013): 8–11. http://dx.doi.org/10.1002/wilm.10178.

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17

Mellone Júnior, Geraldo. "Fundos multimercados." GV-executivo 5, no. 3 (2006): 58. http://dx.doi.org/10.12660/gvexec.v5n3.2006.34302.

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A ind&uacute;stria de hedge funds alcan&ccedil;ou sua maturidade em mercados desenvolvidos. Populares em pa&iacute;ses como os Estados Unidos, esses fundos baseiamse em uma estrat&eacute;gia de investimento em diferentes tipos de ativos, apresentando em geral bons resultados. O equivalente brasileiro dos hedge funds s&atilde;o os fundos de investimento multimercados. O artigo analisa as caracter&iacute;sticas desses fundos, comparando-os com os hedge funds, e discute seu desempenho recente.

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18

Ineichen, Alexander M. "Funds of Hedge Funds." Journal of Wealth Management 4, no. 4 (2002): 47–63. http://dx.doi.org/10.3905/jwm.2002.320425.

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19

Fothergill, Martin, and Carolyn Coke. "Funds of Hedge Funds." Journal of Alternative Investments 4, no. 2 (2001): 7–16. http://dx.doi.org/10.3905/jai.2001.319006.

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20

Seretakis, Alexandros. "EU Hedge Fund Regulation: Hedge Funds and Single Supervision." European Company Law 15, Issue 6 (2018): 213–20. http://dx.doi.org/10.54648/eucl2018031.

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21

Getmansky, Mila. "The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance." Quarterly Journal of Finance 02, no. 01 (2012): 1250003. http://dx.doi.org/10.1142/s2010139212500036.

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This paper analyzes the life cycles of hedge funds. Using the Lipper TASS database it provides category and fund specific factors that affect the survival probability of hedge funds. The findings show that in general, investors chasing individual fund performance, thus increasing fund flows, decrease probabilities of hedge funds liquidating. However, if investors chase a category of hedge funds that has performed well (favorably positioned), then the probability of hedge funds liquidating in this category increases. We interpret this finding as a result of competition among hedge funds in a ca

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22

Kooli, Maher. "The diversification benefits of hedge funds and funds of hedge funds." Derivatives Use, Trading & Regulation 12, no. 4 (2007): 290–300. http://dx.doi.org/10.1057/palgrave.dutr.1850053.

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23

Stulz, René M. "Hedge Funds: Past, Present, and Future." Journal of Economic Perspectives 21, no. 2 (2007): 175–94. http://dx.doi.org/10.1257/jep.21.2.175.

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Assets managed by hedge funds have grown faster over the last ten years than assets managed by mutual funds. Hedge funds and mutual funds perform the same economic function, but hedge funds are largely unregulated while mutual funds are tightly regulated. This paper compares the organization, performance, and risks of hedge funds and mutual funds. It then examines whether one can expect increasing convergence between these two investment vehicles and concludes that the performance gap between hedge funds and mutual funds will narrow, that regulatory developments will limit the flexibility of h

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24

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 (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) p

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25

Lechner, G., and B. Fauster. "Relationship between mutual funds and hedge funds performance in different periods." Finance, Markets and Valuation 4, no. 1 (2018): 1–14. http://dx.doi.org/10.46503/qluv5221.

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The hedge fund literature has already shown that hedge funds and mutual funds follow a different strategy. One result of the literature was that mutual funds herd into or out of stocks following the herd of hedge funds one quarter later. The aim of this paper is to find out whether herding behavior of mutual funds have changed after the financial crisis. Our paper compares mutual funds and equity hedge funds in general (not only large hedge funds). The hypothesis is that mutual funds are not herding to equity hedge funds as strong as before the crisis. We use OLS regressions and correlation an

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26

Grinblatt, Mark, Gergana Jostova, Lubomir Petrasek, and Alexander Philipov. "Style and Skill: Hedge Funds, Mutual Funds, and Momentum." Management Science 66, no. 12 (2020): 5505–31. http://dx.doi.org/10.1287/mnsc.2019.3433.

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Classifying mandatory 13F stockholding filings by manager type reveals that hedge fund strategies are mostly contrarian, and mutual fund strategies are largely trend following. The only institutional performers—the two thirds of hedge fund managers that are contrarian—earn alpha of 2.4% per year. Contrarian hedge fund managers tend to trade profitably with all other manager types, especially when purchasing stocks from momentum-oriented hedge and mutual fund managers. Superior contrarian hedge fund performance exhibits persistence and stems from stock-picking ability rather than liquidity prov

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27

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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28

Brunel, Jean L. P. "A New Perspective on Hedge Funds and Hedge Fund Allocations." AIMR Conference Proceedings 2003, no. 6 (2003): 9–22. http://dx.doi.org/10.2469/cp.v2003.n6.3332.

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29

Gregoriou, Greg N., and Daniel Capocci. "The Complete Guide to Hedge Funds & Hedge Fund Strategies." Journal of Wealth Management 16, no. 3 (2013): 141–42. http://dx.doi.org/10.3905/jwm.2013.16.3.141.

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30

LHABITANT, FRANÇOIS‐SERGE. "Assessing Market Risk for Hedge Funds and Hedge Fund Portfolios." Journal of Risk Finance 2, no. 4 (2001): 16–32. http://dx.doi.org/10.1108/eb043472.

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31

Gregoriou, Greg N., and Maher Kooli. "The profiles of merged hedge funds, funds of hedge funds, and CTA." Journal of Asset Management 18, no. 1 (2016): 49–63. http://dx.doi.org/10.1057/s41260-016-0002-y.

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32

Kooli, Maher. "Reconsidering funds of hedge funds." Journal of Derivatives & Hedge Funds 19, no. 4 (2013): 343–44. http://dx.doi.org/10.1057/jdhf.2014.2.

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33

Sialm, Clemens, Zheng Sun, and Lu Zheng. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds." Review of Financial Studies 33, no. 10 (2019): 4771–810. http://dx.doi.org/10.1093/rfs/hhz138.

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Abstract Our paper analyzes the geographical preferences of hedge fund investors and the implication of these preferences for hedge fund performance. We find that funds of hedge funds overweigh their investments in hedge funds located in the same geographical areas and that funds with a stronger local bias exhibit superior performance. Local bias also gives rise to excess flow comovement and extreme return clustering within geographic areas. Overall, our results suggest that while funds of funds benefit from local advantages, their local bias also creates market segmentation that can destabili

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34

Haddad, Mahmoud. "Using Alternative Investment Vehicles to Replication Hedge Funds Risk and Return." International Journal of Financial Research 14, no. 1 (2023): 13. http://dx.doi.org/10.5430/ijfr.v14n1p13.

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In this paper we will compare the risk return pattern along with the performance measure of hedge funds to alternative investment vehicles, namely the Exchange Traded Funds (ETFs). Our results showed that exchange traded funds can be used to emulate the hedged funds portfolios’ risk and return matrix, and performance. Exchange traded funds are required to report their investment strategies to the Security and Exchange Commission. Hedged funds have proprietary investment strategies and do not have to report their investment strategies to the Security and Exchange Commission.

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35

Franke, Günter. "Geschäfts- und Risikopolitik von Hedgefonds im Vergleich zu anderen Finanzintermediären: Sind Hedgefonds besonders gefährlich?" Perspektiven der Wirtschaftspolitik 1, no. 3 (2000): 301–18. http://dx.doi.org/10.1111/1468-2516.00019.

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Abstract Hedge funds are characterized by short-term investments in over- or undervalued financial instruments. Their policy is highly dynamic as opposed to the more long-term investments of mutual funds. On average, the risk taken by hedge funds appears to be higher than that taken by mutual funds, although quite risky mutual funds also exist. Banks sometimes take large default risks, as evidenced by various banking crises. Also banks trade heavily on the term structure of interest rates. Hence, in these respects it appears that banks take risks that are at least as high as hedge funds. In sh

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36

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

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37

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

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38

Champarnaud, François. "Regulating Hedge Funds." Revue d'économie financière (English ed.) 60, no. 5 (2000): 193–205. http://dx.doi.org/10.3406/ecofi.2000.4514.

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39

Gautier, Henri. "Les hedge funds." Terminal, no. 110 (April 15, 2012): 150. http://dx.doi.org/10.4000/terminal.1276.

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40

Ineichen, Alexander M. "European Hedge Funds." Journal of Portfolio Management 30, no. 4 (2004): 254–67. http://dx.doi.org/10.3905/jpm.2004.254.

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41

Brown, Stephen J. "Why Hedge Funds?" Financial Analysts Journal 72, no. 6 (2016): 5–7. http://dx.doi.org/10.2469/faj.v72.n6.6.

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42

Naik, Narayan Y., and Mark Tapley. "Demystifying hedge funds." Business Strategy Review 18, no. 2 (2007): 68–72. http://dx.doi.org/10.1111/j.1467-8616.2007.00473.x.

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43

Mediratta, Marc. "European Hedge Funds." Journal of Wealth Management 5, no. 1 (2002): 39–46. http://dx.doi.org/10.3905/jwm.2002.320432.

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44

Fischer, Mario, Matthias X. Hanauer, and Robert Heigermoser. "Synthetic hedge funds." Review of Financial Economics 29 (April 2016): 12–22. http://dx.doi.org/10.1016/j.rfe.2016.02.002.

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45

Sun, Lin, and Melvyn Teo. "Public hedge funds." Journal of Financial Economics 131, no. 1 (2019): 44–60. http://dx.doi.org/10.1016/j.jfineco.2018.09.004.

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46

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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47

McCarthy, David. "Hedge Funds versus Hedged Mutual Funds: An Examination of Equity Long/Short Funds." Journal of Alternative Investments 16, no. 3 (2013): 6–24. http://dx.doi.org/10.3905/jai.2013.16.3.006.

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48

Shah, Tejal, Kirti Pandey, and Rupalben Nayak. "Hedge Fund Management in India." International Journal for Research in Applied Science and Engineering Technology 11, no. 3 (2023): 222–30. http://dx.doi.org/10.22214/ijraset.2023.49396.

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Abstract: The study evaluates the performance of Indian Hedge Funds in comparison to the hedge fund of Asia, Emerging market, Australia, China, Japan and global hedge funds. If also examines the interrelationship between the return of Indian Hedge Funds in comparison to the return from Indian Equity market. The data were analysed by using annualized standard deviation, Sharpe ratio, correlation, ANOVA, and regression analysis. The study revealed that performance of Indian Hedge Funds is significantly behind the performance of the above listed seven hedge funds regions. It is also observed that

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49

Cassar, Gavin, and Joseph Gerakos. "Determinants of Hedge Fund Internal Controls and Fees." Accounting Review 85, no. 6 (2010): 1887–919. http://dx.doi.org/10.2308/accr.2010.85.6.1887.

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ABSTRACT: We investigate the determinants of hedge fund internal controls and their association with the fees that funds charge investors. Hedge funds are subject to minimal regulation. Hence, hedge fund managers voluntarily implement internal controls, and managers and investors freely contract on fees. We find that internal controls are stronger in funds with higher potential agency costs. Further, internal controls are stronger in funds domiciled in jurisdictions that provide investors with limited legal redress for fraud and financial misstatements. Short selling funds, however, are more l

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50

Horan, Stephen M. "Constructing the Optimal Hedge Fund of Funds." CFA Digest 30, no. 1 (2000): 92–93. http://dx.doi.org/10.2469/dig.v30.n1.638.

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